NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 21-Mar-2023

Day Change Summary
	Previous	Current
	20-Mar-2023	21-Mar-2023	Change	Change %	Previous Week
Open	66.81	67.75	0.94	1.4%	76.00
High	67.77	69.30	1.53	2.3%	76.51
Low	64.60	66.90	2.30	3.6%	65.55
Close	67.71	69.26	1.55	2.3%	66.92
Range	3.17	2.40	-0.77	-24.3%	10.96
ATR	2.90	2.86	-0.04	-1.2%	0.00
Volume	45,295	38,131	-7,164	-15.8%	239,323

Daily Pivots for day following 21-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	75.69	74.87	70.58
R3	73.29	72.47	69.92
R2	70.89	70.89	69.70
R1	70.07	70.07	69.48	70.48
PP	68.49	68.49	68.49	68.69
S1	67.67	67.67	69.04	68.08
S2	66.09	66.09	68.82
S3	63.69	65.27	68.60
S4	61.29	62.87	67.94

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	72.06	64.60	7.46	10.8%	3.87	5.6%	62%	False	False	53,201
10	77.20	64.60	12.60	18.2%	3.38	4.9%	37%	False	False	38,734
20	79.86	64.60	15.26	22.0%	2.79	4.0%	31%	False	False	30,741
40	81.40	64.60	16.80	24.3%	2.49	3.6%	28%	False	False	26,375
60	81.75	64.60	17.15	24.8%	2.39	3.5%	27%	False	False	25,040
80	81.75	64.60	17.15	24.8%	2.38	3.4%	27%	False	False	23,256
100	83.59	64.60	18.99	27.4%	2.36	3.4%	25%	False	False	20,640
120	83.59	64.60	18.99	27.4%	2.35	3.4%	25%	False	False	18,292

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.78
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	79.50
2.618	75.58
1.618	73.18
1.000	71.70
0.618	70.78
HIGH	69.30
0.618	68.38
0.500	68.10
0.382	67.82
LOW	66.90
0.618	65.42
1.000	64.50
1.618	63.02
2.618	60.62
4.250	56.70

Fisher Pivots for day following 21-Mar-2023
Pivot	1 day	3 day
R1	68.87	68.52
PP	68.49	67.78
S1	68.10	67.04

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

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