NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
74.42 |
71.71 |
-2.71 |
-3.6% |
79.29 |
| High |
74.60 |
72.40 |
-2.20 |
-2.9% |
80.31 |
| Low |
70.80 |
65.82 |
-4.98 |
-7.0% |
74.54 |
| Close |
71.29 |
67.60 |
-3.69 |
-5.2% |
76.34 |
| Range |
3.80 |
6.58 |
2.78 |
73.2% |
5.77 |
| ATR |
2.51 |
2.80 |
0.29 |
11.6% |
0.00 |
| Volume |
20,694 |
44,031 |
23,337 |
112.8% |
85,605 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.35 |
84.55 |
71.22 |
|
| R3 |
81.77 |
77.97 |
69.41 |
|
| R2 |
75.19 |
75.19 |
68.81 |
|
| R1 |
71.39 |
71.39 |
68.20 |
70.00 |
| PP |
68.61 |
68.61 |
68.61 |
67.91 |
| S1 |
64.81 |
64.81 |
67.00 |
63.42 |
| S2 |
62.03 |
62.03 |
66.39 |
|
| S3 |
55.45 |
58.23 |
65.79 |
|
| S4 |
48.87 |
51.65 |
63.98 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.37 |
91.13 |
79.51 |
|
| R3 |
88.60 |
85.36 |
77.93 |
|
| R2 |
82.83 |
82.83 |
77.40 |
|
| R1 |
79.59 |
79.59 |
76.87 |
78.33 |
| PP |
77.06 |
77.06 |
77.06 |
76.43 |
| S1 |
73.82 |
73.82 |
75.81 |
72.56 |
| S2 |
71.29 |
71.29 |
75.28 |
|
| S3 |
65.52 |
68.05 |
74.75 |
|
| S4 |
59.75 |
62.28 |
73.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.62 |
65.82 |
11.80 |
17.5% |
3.96 |
5.9% |
15% |
False |
True |
26,307 |
| 10 |
80.31 |
65.82 |
14.49 |
21.4% |
3.20 |
4.7% |
12% |
False |
True |
20,478 |
| 20 |
80.31 |
65.82 |
14.49 |
21.4% |
2.57 |
3.8% |
12% |
False |
True |
17,379 |
| 40 |
82.28 |
65.82 |
16.46 |
24.3% |
2.43 |
3.6% |
11% |
False |
True |
17,081 |
| 60 |
82.28 |
65.82 |
16.46 |
24.3% |
2.34 |
3.5% |
11% |
False |
True |
15,349 |
| 80 |
82.28 |
65.82 |
16.46 |
24.3% |
2.37 |
3.5% |
11% |
False |
True |
13,713 |
| 100 |
84.35 |
65.82 |
18.53 |
27.4% |
2.27 |
3.4% |
10% |
False |
True |
11,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.37 |
|
2.618 |
89.63 |
|
1.618 |
83.05 |
|
1.000 |
78.98 |
|
0.618 |
76.47 |
|
HIGH |
72.40 |
|
0.618 |
69.89 |
|
0.500 |
69.11 |
|
0.382 |
68.33 |
|
LOW |
65.82 |
|
0.618 |
61.75 |
|
1.000 |
59.24 |
|
1.618 |
55.17 |
|
2.618 |
48.59 |
|
4.250 |
37.86 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.11 |
71.42 |
| PP |
68.61 |
70.15 |
| S1 |
68.10 |
68.87 |
|