NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
73.96 |
74.39 |
0.43 |
0.6% |
72.55 |
| High |
74.80 |
75.17 |
0.37 |
0.5% |
76.48 |
| Low |
73.03 |
73.24 |
0.21 |
0.3% |
71.10 |
| Close |
74.05 |
74.71 |
0.66 |
0.9% |
73.44 |
| Range |
1.77 |
1.93 |
0.16 |
9.0% |
5.38 |
| ATR |
2.35 |
2.32 |
-0.03 |
-1.3% |
0.00 |
| Volume |
11,738 |
15,511 |
3,773 |
32.1% |
75,397 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.16 |
79.37 |
75.77 |
|
| R3 |
78.23 |
77.44 |
75.24 |
|
| R2 |
76.30 |
76.30 |
75.06 |
|
| R1 |
75.51 |
75.51 |
74.89 |
75.91 |
| PP |
74.37 |
74.37 |
74.37 |
74.57 |
| S1 |
73.58 |
73.58 |
74.53 |
73.98 |
| S2 |
72.44 |
72.44 |
74.36 |
|
| S3 |
70.51 |
71.65 |
74.18 |
|
| S4 |
68.58 |
69.72 |
73.65 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.81 |
87.01 |
76.40 |
|
| R3 |
84.43 |
81.63 |
74.92 |
|
| R2 |
79.05 |
79.05 |
74.43 |
|
| R1 |
76.25 |
76.25 |
73.93 |
77.65 |
| PP |
73.67 |
73.67 |
73.67 |
74.38 |
| S1 |
70.87 |
70.87 |
72.95 |
72.27 |
| S2 |
68.29 |
68.29 |
72.45 |
|
| S3 |
62.91 |
65.49 |
71.96 |
|
| S4 |
57.53 |
60.11 |
70.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.48 |
72.74 |
3.74 |
5.0% |
1.93 |
2.6% |
53% |
False |
False |
13,013 |
| 10 |
76.48 |
71.10 |
5.38 |
7.2% |
2.12 |
2.8% |
67% |
False |
False |
18,250 |
| 20 |
81.12 |
71.10 |
10.02 |
13.4% |
2.32 |
3.1% |
36% |
False |
False |
17,597 |
| 40 |
83.59 |
71.10 |
12.49 |
16.7% |
2.31 |
3.1% |
29% |
False |
False |
13,745 |
| 60 |
83.59 |
69.56 |
14.03 |
18.8% |
2.30 |
3.1% |
37% |
False |
False |
11,403 |
| 80 |
85.55 |
69.56 |
15.99 |
21.4% |
2.34 |
3.1% |
32% |
False |
False |
10,040 |
| 100 |
85.94 |
69.56 |
16.38 |
21.9% |
2.35 |
3.1% |
31% |
False |
False |
8,853 |
| 120 |
88.10 |
69.56 |
18.54 |
24.8% |
2.45 |
3.3% |
28% |
False |
False |
8,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.37 |
|
2.618 |
80.22 |
|
1.618 |
78.29 |
|
1.000 |
77.10 |
|
0.618 |
76.36 |
|
HIGH |
75.17 |
|
0.618 |
74.43 |
|
0.500 |
74.21 |
|
0.382 |
73.98 |
|
LOW |
73.24 |
|
0.618 |
72.05 |
|
1.000 |
71.31 |
|
1.618 |
70.12 |
|
2.618 |
68.19 |
|
4.250 |
65.04 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
74.54 |
74.46 |
| PP |
74.37 |
74.21 |
| S1 |
74.21 |
73.96 |
|