NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
77.70 |
79.79 |
2.09 |
2.7% |
75.21 |
| High |
79.67 |
80.92 |
1.25 |
1.6% |
79.67 |
| Low |
77.38 |
79.24 |
1.86 |
2.4% |
74.04 |
| Close |
79.42 |
79.57 |
0.15 |
0.2% |
79.42 |
| Range |
2.29 |
1.68 |
-0.61 |
-26.6% |
5.63 |
| ATR |
2.72 |
2.65 |
-0.07 |
-2.7% |
0.00 |
| Volume |
19,942 |
21,978 |
2,036 |
10.2% |
120,565 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.95 |
83.94 |
80.49 |
|
| R3 |
83.27 |
82.26 |
80.03 |
|
| R2 |
81.59 |
81.59 |
79.88 |
|
| R1 |
80.58 |
80.58 |
79.72 |
80.25 |
| PP |
79.91 |
79.91 |
79.91 |
79.74 |
| S1 |
78.90 |
78.90 |
79.42 |
78.57 |
| S2 |
78.23 |
78.23 |
79.26 |
|
| S3 |
76.55 |
77.22 |
79.11 |
|
| S4 |
74.87 |
75.54 |
78.65 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.60 |
92.64 |
82.52 |
|
| R3 |
88.97 |
87.01 |
80.97 |
|
| R2 |
83.34 |
83.34 |
80.45 |
|
| R1 |
81.38 |
81.38 |
79.94 |
82.36 |
| PP |
77.71 |
77.71 |
77.71 |
78.20 |
| S1 |
75.75 |
75.75 |
78.90 |
76.73 |
| S2 |
72.08 |
72.08 |
78.39 |
|
| S3 |
66.45 |
70.12 |
77.87 |
|
| S4 |
60.82 |
64.49 |
76.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.92 |
74.30 |
6.62 |
8.3% |
2.25 |
2.8% |
80% |
True |
False |
24,580 |
| 10 |
80.92 |
73.51 |
7.41 |
9.3% |
2.28 |
2.9% |
82% |
True |
False |
24,826 |
| 20 |
82.58 |
71.10 |
11.48 |
14.4% |
2.66 |
3.3% |
74% |
False |
False |
29,769 |
| 40 |
87.48 |
71.10 |
16.38 |
20.6% |
2.79 |
3.5% |
52% |
False |
False |
25,662 |
| 60 |
87.48 |
71.10 |
16.38 |
20.6% |
2.70 |
3.4% |
52% |
False |
False |
21,030 |
| 80 |
87.48 |
71.10 |
16.38 |
20.6% |
2.74 |
3.4% |
52% |
False |
False |
18,206 |
| 100 |
89.37 |
71.10 |
18.27 |
23.0% |
2.71 |
3.4% |
46% |
False |
False |
15,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.06 |
|
2.618 |
85.32 |
|
1.618 |
83.64 |
|
1.000 |
82.60 |
|
0.618 |
81.96 |
|
HIGH |
80.92 |
|
0.618 |
80.28 |
|
0.500 |
80.08 |
|
0.382 |
79.88 |
|
LOW |
79.24 |
|
0.618 |
78.20 |
|
1.000 |
77.56 |
|
1.618 |
76.52 |
|
2.618 |
74.84 |
|
4.250 |
72.10 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
80.08 |
79.31 |
| PP |
79.91 |
79.04 |
| S1 |
79.74 |
78.78 |
|