NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
74.91 |
76.00 |
1.09 |
1.5% |
78.67 |
| High |
76.26 |
76.51 |
0.25 |
0.3% |
79.86 |
| Low |
74.16 |
71.88 |
-2.28 |
-3.1% |
74.16 |
| Close |
75.92 |
74.16 |
-1.76 |
-2.3% |
75.92 |
| Range |
2.10 |
4.63 |
2.53 |
120.5% |
5.70 |
| ATR |
2.20 |
2.37 |
0.17 |
7.9% |
0.00 |
| Volume |
19,566 |
29,457 |
9,891 |
50.6% |
110,056 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.07 |
85.75 |
76.71 |
|
| R3 |
83.44 |
81.12 |
75.43 |
|
| R2 |
78.81 |
78.81 |
75.01 |
|
| R1 |
76.49 |
76.49 |
74.58 |
75.34 |
| PP |
74.18 |
74.18 |
74.18 |
73.61 |
| S1 |
71.86 |
71.86 |
73.74 |
70.71 |
| S2 |
69.55 |
69.55 |
73.31 |
|
| S3 |
64.92 |
67.23 |
72.89 |
|
| S4 |
60.29 |
62.60 |
71.61 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.75 |
90.53 |
79.06 |
|
| R3 |
88.05 |
84.83 |
77.49 |
|
| R2 |
82.35 |
82.35 |
76.97 |
|
| R1 |
79.13 |
79.13 |
76.44 |
77.89 |
| PP |
76.65 |
76.65 |
76.65 |
76.03 |
| S1 |
73.43 |
73.43 |
75.40 |
72.19 |
| S2 |
70.95 |
70.95 |
74.88 |
|
| S3 |
65.25 |
67.73 |
74.35 |
|
| S4 |
59.55 |
62.03 |
72.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.86 |
71.88 |
7.98 |
10.8% |
2.85 |
3.8% |
29% |
False |
True |
23,850 |
| 10 |
79.86 |
71.88 |
7.98 |
10.8% |
2.47 |
3.3% |
29% |
False |
True |
22,672 |
| 20 |
79.86 |
71.88 |
7.98 |
10.8% |
2.18 |
2.9% |
29% |
False |
True |
21,847 |
| 40 |
81.75 |
71.88 |
9.87 |
13.3% |
2.23 |
3.0% |
23% |
False |
True |
24,271 |
| 60 |
81.75 |
71.88 |
9.87 |
13.3% |
2.20 |
3.0% |
23% |
False |
True |
21,503 |
| 80 |
81.89 |
71.10 |
10.79 |
14.5% |
2.29 |
3.1% |
28% |
False |
False |
20,736 |
| 100 |
83.59 |
71.10 |
12.49 |
16.8% |
2.25 |
3.0% |
24% |
False |
False |
18,122 |
| 120 |
83.59 |
69.56 |
14.03 |
18.9% |
2.29 |
3.1% |
33% |
False |
False |
16,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.19 |
|
2.618 |
88.63 |
|
1.618 |
84.00 |
|
1.000 |
81.14 |
|
0.618 |
79.37 |
|
HIGH |
76.51 |
|
0.618 |
74.74 |
|
0.500 |
74.20 |
|
0.382 |
73.65 |
|
LOW |
71.88 |
|
0.618 |
69.02 |
|
1.000 |
67.25 |
|
1.618 |
64.39 |
|
2.618 |
59.76 |
|
4.250 |
52.20 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.20 |
74.54 |
| PP |
74.18 |
74.41 |
| S1 |
74.17 |
74.29 |
|