NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 71.29 68.03 -3.26 -4.6% 78.67
High 72.06 69.06 -3.00 -4.2% 79.86
Low 65.61 65.64 0.03 0.0% 74.16
Close 67.37 68.21 0.84 1.2% 75.92
Range 6.45 3.42 -3.03 -47.0% 5.70
ATR 2.75 2.80 0.05 1.7% 0.00
Volume 75,589 42,330 -33,259 -44.0% 110,056
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 77.90 76.47 70.09
R3 74.48 73.05 69.15
R2 71.06 71.06 68.84
R1 69.63 69.63 68.52 70.35
PP 67.64 67.64 67.64 67.99
S1 66.21 66.21 67.90 66.93
S2 64.22 64.22 67.58
S3 60.80 62.79 67.27
S4 57.38 59.37 66.33
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 76.51 65.61 10.90 16.0% 4.05 5.9% 24% False False 38,845
10 79.86 65.61 14.25 20.9% 3.35 4.9% 18% False False 30,773
20 79.86 65.61 14.25 20.9% 2.59 3.8% 18% False False 25,871
40 81.75 65.61 16.14 23.7% 2.39 3.5% 16% False False 25,124
60 81.75 65.61 16.14 23.7% 2.33 3.4% 16% False False 23,293
80 81.75 65.61 16.14 23.7% 2.36 3.5% 16% False False 22,073
100 83.59 65.61 17.98 26.4% 2.32 3.4% 14% False False 19,341
120 83.59 65.61 17.98 26.4% 2.34 3.4% 14% False False 17,220
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.60
2.618 78.01
1.618 74.59
1.000 72.48
0.618 71.17
HIGH 69.06
0.618 67.75
0.500 67.35
0.382 66.95
LOW 65.64
0.618 63.53
1.000 62.22
1.618 60.11
2.618 56.69
4.250 51.11
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 67.92 69.89
PP 67.64 69.33
S1 67.35 68.77

These figures are updated between 7pm and 10pm EST after a trading day.

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