NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
68.03 |
68.14 |
0.11 |
0.2% |
76.00 |
| High |
69.06 |
69.48 |
0.42 |
0.6% |
76.51 |
| Low |
65.64 |
65.55 |
-0.09 |
-0.1% |
65.55 |
| Close |
68.21 |
66.92 |
-1.29 |
-1.9% |
66.92 |
| Range |
3.42 |
3.93 |
0.51 |
14.9% |
10.96 |
| ATR |
2.80 |
2.88 |
0.08 |
2.9% |
0.00 |
| Volume |
42,330 |
64,662 |
22,332 |
52.8% |
239,323 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.11 |
76.94 |
69.08 |
|
| R3 |
75.18 |
73.01 |
68.00 |
|
| R2 |
71.25 |
71.25 |
67.64 |
|
| R1 |
69.08 |
69.08 |
67.28 |
68.20 |
| PP |
67.32 |
67.32 |
67.32 |
66.88 |
| S1 |
65.15 |
65.15 |
66.56 |
64.27 |
| S2 |
63.39 |
63.39 |
66.20 |
|
| S3 |
59.46 |
61.22 |
65.84 |
|
| S4 |
55.53 |
57.29 |
64.76 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.54 |
95.69 |
72.95 |
|
| R3 |
91.58 |
84.73 |
69.93 |
|
| R2 |
80.62 |
80.62 |
68.93 |
|
| R1 |
73.77 |
73.77 |
67.92 |
71.72 |
| PP |
69.66 |
69.66 |
69.66 |
68.63 |
| S1 |
62.81 |
62.81 |
65.92 |
60.76 |
| S2 |
58.70 |
58.70 |
64.91 |
|
| S3 |
47.74 |
51.85 |
63.91 |
|
| S4 |
36.78 |
40.89 |
60.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.51 |
65.55 |
10.96 |
16.4% |
4.42 |
6.6% |
13% |
False |
True |
47,864 |
| 10 |
79.86 |
65.55 |
14.31 |
21.4% |
3.38 |
5.0% |
10% |
False |
True |
34,937 |
| 20 |
79.86 |
65.55 |
14.31 |
21.4% |
2.72 |
4.1% |
10% |
False |
True |
28,258 |
| 40 |
81.75 |
65.55 |
16.20 |
24.2% |
2.43 |
3.6% |
8% |
False |
True |
25,927 |
| 60 |
81.75 |
65.55 |
16.20 |
24.2% |
2.37 |
3.5% |
8% |
False |
True |
24,175 |
| 80 |
81.75 |
65.55 |
16.20 |
24.2% |
2.38 |
3.6% |
8% |
False |
True |
22,614 |
| 100 |
83.59 |
65.55 |
18.04 |
27.0% |
2.35 |
3.5% |
8% |
False |
True |
19,909 |
| 120 |
83.59 |
65.55 |
18.04 |
27.0% |
2.35 |
3.5% |
8% |
False |
True |
17,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.18 |
|
2.618 |
79.77 |
|
1.618 |
75.84 |
|
1.000 |
73.41 |
|
0.618 |
71.91 |
|
HIGH |
69.48 |
|
0.618 |
67.98 |
|
0.500 |
67.52 |
|
0.382 |
67.05 |
|
LOW |
65.55 |
|
0.618 |
63.12 |
|
1.000 |
61.62 |
|
1.618 |
59.19 |
|
2.618 |
55.26 |
|
4.250 |
48.85 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
67.52 |
68.81 |
| PP |
67.32 |
68.18 |
| S1 |
67.12 |
67.55 |
|