NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
74.39 |
74.65 |
0.26 |
0.3% |
72.55 |
| High |
75.17 |
76.47 |
1.30 |
1.7% |
76.48 |
| Low |
73.24 |
74.39 |
1.15 |
1.6% |
71.10 |
| Close |
74.71 |
76.16 |
1.45 |
1.9% |
73.44 |
| Range |
1.93 |
2.08 |
0.15 |
7.8% |
5.38 |
| ATR |
2.32 |
2.30 |
-0.02 |
-0.7% |
0.00 |
| Volume |
15,511 |
16,020 |
509 |
3.3% |
75,397 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.91 |
81.12 |
77.30 |
|
| R3 |
79.83 |
79.04 |
76.73 |
|
| R2 |
77.75 |
77.75 |
76.54 |
|
| R1 |
76.96 |
76.96 |
76.35 |
77.36 |
| PP |
75.67 |
75.67 |
75.67 |
75.87 |
| S1 |
74.88 |
74.88 |
75.97 |
75.28 |
| S2 |
73.59 |
73.59 |
75.78 |
|
| S3 |
71.51 |
72.80 |
75.59 |
|
| S4 |
69.43 |
70.72 |
75.02 |
|
|
| 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 |
76.47 |
72.74 |
3.73 |
4.9% |
1.97 |
2.6% |
92% |
True |
False |
13,329 |
| 10 |
76.48 |
71.10 |
5.38 |
7.1% |
2.06 |
2.7% |
94% |
False |
False |
17,396 |
| 20 |
81.12 |
71.10 |
10.02 |
13.2% |
2.35 |
3.1% |
50% |
False |
False |
17,904 |
| 40 |
83.59 |
71.10 |
12.49 |
16.4% |
2.31 |
3.0% |
41% |
False |
False |
14,040 |
| 60 |
83.59 |
69.56 |
14.03 |
18.4% |
2.30 |
3.0% |
47% |
False |
False |
11,543 |
| 80 |
85.55 |
69.56 |
15.99 |
21.0% |
2.33 |
3.1% |
41% |
False |
False |
10,196 |
| 100 |
85.94 |
69.56 |
16.38 |
21.5% |
2.35 |
3.1% |
40% |
False |
False |
8,969 |
| 120 |
88.10 |
69.56 |
18.54 |
24.3% |
2.44 |
3.2% |
36% |
False |
False |
8,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.31 |
|
2.618 |
81.92 |
|
1.618 |
79.84 |
|
1.000 |
78.55 |
|
0.618 |
77.76 |
|
HIGH |
76.47 |
|
0.618 |
75.68 |
|
0.500 |
75.43 |
|
0.382 |
75.18 |
|
LOW |
74.39 |
|
0.618 |
73.10 |
|
1.000 |
72.31 |
|
1.618 |
71.02 |
|
2.618 |
68.94 |
|
4.250 |
65.55 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
75.92 |
75.69 |
| PP |
75.67 |
75.22 |
| S1 |
75.43 |
74.75 |
|