NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
68.47 |
66.90 |
-1.57 |
-2.3% |
76.77 |
| High |
69.83 |
67.90 |
-1.93 |
-2.8% |
77.56 |
| Low |
65.38 |
64.36 |
-1.02 |
-1.6% |
65.38 |
| Close |
66.93 |
67.82 |
0.89 |
1.3% |
66.93 |
| Range |
4.45 |
3.54 |
-0.91 |
-20.4% |
12.18 |
| ATR |
3.18 |
3.20 |
0.03 |
0.8% |
0.00 |
| Volume |
482,485 |
418,544 |
-63,941 |
-13.3% |
1,474,491 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.31 |
76.11 |
69.77 |
|
| R3 |
73.77 |
72.57 |
68.79 |
|
| R2 |
70.23 |
70.23 |
68.47 |
|
| R1 |
69.03 |
69.03 |
68.14 |
69.63 |
| PP |
66.69 |
66.69 |
66.69 |
67.00 |
| S1 |
65.49 |
65.49 |
67.50 |
66.09 |
| S2 |
63.15 |
63.15 |
67.17 |
|
| S3 |
59.61 |
61.95 |
66.85 |
|
| S4 |
56.07 |
58.41 |
65.87 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.50 |
98.89 |
73.63 |
|
| R3 |
94.32 |
86.71 |
70.28 |
|
| R2 |
82.14 |
82.14 |
69.16 |
|
| R1 |
74.53 |
74.53 |
68.05 |
72.25 |
| PP |
69.96 |
69.96 |
69.96 |
68.81 |
| S1 |
62.35 |
62.35 |
65.81 |
60.07 |
| S2 |
57.78 |
57.78 |
64.70 |
|
| S3 |
45.60 |
50.17 |
63.58 |
|
| S4 |
33.42 |
37.99 |
60.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.02 |
64.36 |
10.66 |
15.7% |
4.53 |
6.7% |
32% |
False |
True |
345,127 |
| 10 |
81.04 |
64.36 |
16.68 |
24.6% |
3.81 |
5.6% |
21% |
False |
True |
248,297 |
| 20 |
81.04 |
64.36 |
16.68 |
24.6% |
3.03 |
4.5% |
21% |
False |
True |
168,362 |
| 40 |
83.04 |
64.36 |
18.68 |
27.5% |
2.75 |
4.1% |
19% |
False |
True |
125,506 |
| 60 |
83.04 |
64.36 |
18.68 |
27.5% |
2.70 |
4.0% |
19% |
False |
True |
97,337 |
| 80 |
83.04 |
64.36 |
18.68 |
27.5% |
2.73 |
4.0% |
19% |
False |
True |
80,349 |
| 100 |
87.48 |
64.36 |
23.12 |
34.1% |
2.73 |
4.0% |
15% |
False |
True |
68,120 |
| 120 |
87.48 |
64.36 |
23.12 |
34.1% |
2.71 |
4.0% |
15% |
False |
True |
58,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.95 |
|
2.618 |
77.17 |
|
1.618 |
73.63 |
|
1.000 |
71.44 |
|
0.618 |
70.09 |
|
HIGH |
67.90 |
|
0.618 |
66.55 |
|
0.500 |
66.13 |
|
0.382 |
65.71 |
|
LOW |
64.36 |
|
0.618 |
62.17 |
|
1.000 |
60.82 |
|
1.618 |
58.63 |
|
2.618 |
55.09 |
|
4.250 |
49.32 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
67.26 |
67.58 |
| PP |
66.69 |
67.34 |
| S1 |
66.13 |
67.10 |
|