NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
67.75 |
69.08 |
1.33 |
2.0% |
76.00 |
| High |
69.30 |
70.85 |
1.55 |
2.2% |
76.51 |
| Low |
66.90 |
68.60 |
1.70 |
2.5% |
65.55 |
| Close |
69.26 |
70.42 |
1.16 |
1.7% |
66.92 |
| Range |
2.40 |
2.25 |
-0.15 |
-6.3% |
10.96 |
| ATR |
2.86 |
2.82 |
-0.04 |
-1.5% |
0.00 |
| Volume |
38,131 |
26,728 |
-11,403 |
-29.9% |
239,323 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.71 |
75.81 |
71.66 |
|
| R3 |
74.46 |
73.56 |
71.04 |
|
| R2 |
72.21 |
72.21 |
70.83 |
|
| R1 |
71.31 |
71.31 |
70.63 |
71.76 |
| PP |
69.96 |
69.96 |
69.96 |
70.18 |
| S1 |
69.06 |
69.06 |
70.21 |
69.51 |
| S2 |
67.71 |
67.71 |
70.01 |
|
| S3 |
65.46 |
66.81 |
69.80 |
|
| S4 |
63.21 |
64.56 |
69.18 |
|
|
| 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 |
70.85 |
64.60 |
6.25 |
8.9% |
3.03 |
4.3% |
93% |
True |
False |
43,429 |
| 10 |
77.20 |
64.60 |
12.60 |
17.9% |
3.45 |
4.9% |
46% |
False |
False |
39,584 |
| 20 |
79.86 |
64.60 |
15.26 |
21.7% |
2.79 |
4.0% |
38% |
False |
False |
30,762 |
| 40 |
81.24 |
64.60 |
16.64 |
23.6% |
2.50 |
3.5% |
35% |
False |
False |
26,483 |
| 60 |
81.75 |
64.60 |
17.15 |
24.4% |
2.39 |
3.4% |
34% |
False |
False |
25,309 |
| 80 |
81.75 |
64.60 |
17.15 |
24.4% |
2.38 |
3.4% |
34% |
False |
False |
23,375 |
| 100 |
83.59 |
64.60 |
18.99 |
27.0% |
2.36 |
3.3% |
31% |
False |
False |
20,850 |
| 120 |
83.59 |
64.60 |
18.99 |
27.0% |
2.33 |
3.3% |
31% |
False |
False |
18,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.41 |
|
2.618 |
76.74 |
|
1.618 |
74.49 |
|
1.000 |
73.10 |
|
0.618 |
72.24 |
|
HIGH |
70.85 |
|
0.618 |
69.99 |
|
0.500 |
69.73 |
|
0.382 |
69.46 |
|
LOW |
68.60 |
|
0.618 |
67.21 |
|
1.000 |
66.35 |
|
1.618 |
64.96 |
|
2.618 |
62.71 |
|
4.250 |
59.04 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.19 |
69.52 |
| PP |
69.96 |
68.62 |
| S1 |
69.73 |
67.73 |
|