NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
69.64 |
69.18 |
-0.46 |
-0.7% |
66.81 |
| High |
71.20 |
70.07 |
-1.13 |
-1.6% |
71.20 |
| Low |
68.88 |
66.80 |
-2.08 |
-3.0% |
64.60 |
| Close |
69.65 |
68.98 |
-0.67 |
-1.0% |
68.98 |
| Range |
2.32 |
3.27 |
0.95 |
40.9% |
6.60 |
| ATR |
2.78 |
2.82 |
0.03 |
1.2% |
0.00 |
| Volume |
32,926 |
38,443 |
5,517 |
16.8% |
181,523 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.43 |
76.97 |
70.78 |
|
| R3 |
75.16 |
73.70 |
69.88 |
|
| R2 |
71.89 |
71.89 |
69.58 |
|
| R1 |
70.43 |
70.43 |
69.28 |
69.53 |
| PP |
68.62 |
68.62 |
68.62 |
68.16 |
| S1 |
67.16 |
67.16 |
68.68 |
66.26 |
| S2 |
65.35 |
65.35 |
68.38 |
|
| S3 |
62.08 |
63.89 |
68.08 |
|
| S4 |
58.81 |
60.62 |
67.18 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.06 |
85.12 |
72.61 |
|
| R3 |
81.46 |
78.52 |
70.80 |
|
| R2 |
74.86 |
74.86 |
70.19 |
|
| R1 |
71.92 |
71.92 |
69.59 |
73.39 |
| PP |
68.26 |
68.26 |
68.26 |
69.00 |
| S1 |
65.32 |
65.32 |
68.38 |
66.79 |
| S2 |
61.66 |
61.66 |
67.77 |
|
| S3 |
55.06 |
58.72 |
67.17 |
|
| S4 |
48.46 |
52.12 |
65.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.20 |
64.60 |
6.60 |
9.6% |
2.68 |
3.9% |
66% |
False |
False |
36,304 |
| 10 |
76.51 |
64.60 |
11.91 |
17.3% |
3.55 |
5.1% |
37% |
False |
False |
42,084 |
| 20 |
79.86 |
64.60 |
15.26 |
22.1% |
2.87 |
4.2% |
29% |
False |
False |
31,666 |
| 40 |
81.24 |
64.60 |
16.64 |
24.1% |
2.55 |
3.7% |
26% |
False |
False |
27,302 |
| 60 |
81.75 |
64.60 |
17.15 |
24.9% |
2.42 |
3.5% |
26% |
False |
False |
26,134 |
| 80 |
81.75 |
64.60 |
17.15 |
24.9% |
2.37 |
3.4% |
26% |
False |
False |
23,858 |
| 100 |
83.59 |
64.60 |
18.99 |
27.5% |
2.39 |
3.5% |
23% |
False |
False |
21,410 |
| 120 |
83.59 |
64.60 |
18.99 |
27.5% |
2.35 |
3.4% |
23% |
False |
False |
18,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.97 |
|
2.618 |
78.63 |
|
1.618 |
75.36 |
|
1.000 |
73.34 |
|
0.618 |
72.09 |
|
HIGH |
70.07 |
|
0.618 |
68.82 |
|
0.500 |
68.44 |
|
0.382 |
68.05 |
|
LOW |
66.80 |
|
0.618 |
64.78 |
|
1.000 |
63.53 |
|
1.618 |
61.51 |
|
2.618 |
58.24 |
|
4.250 |
52.90 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
68.80 |
69.00 |
| PP |
68.62 |
68.99 |
| S1 |
68.44 |
68.99 |
|