NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
69.49 |
72.26 |
2.77 |
4.0% |
66.81 |
| High |
72.58 |
73.37 |
0.79 |
1.1% |
71.20 |
| Low |
68.80 |
71.77 |
2.97 |
4.3% |
64.60 |
| Close |
72.35 |
72.72 |
0.37 |
0.5% |
68.98 |
| Range |
3.78 |
1.60 |
-2.18 |
-57.7% |
6.60 |
| ATR |
2.89 |
2.79 |
-0.09 |
-3.2% |
0.00 |
| Volume |
47,203 |
32,468 |
-14,735 |
-31.2% |
181,523 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.42 |
76.67 |
73.60 |
|
| R3 |
75.82 |
75.07 |
73.16 |
|
| R2 |
74.22 |
74.22 |
73.01 |
|
| R1 |
73.47 |
73.47 |
72.87 |
73.85 |
| PP |
72.62 |
72.62 |
72.62 |
72.81 |
| S1 |
71.87 |
71.87 |
72.57 |
72.25 |
| S2 |
71.02 |
71.02 |
72.43 |
|
| S3 |
69.42 |
70.27 |
72.28 |
|
| S4 |
67.82 |
68.67 |
71.84 |
|
|
| 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 |
73.37 |
66.80 |
6.57 |
9.0% |
2.64 |
3.6% |
90% |
True |
False |
35,553 |
| 10 |
73.37 |
64.60 |
8.77 |
12.1% |
3.26 |
4.5% |
93% |
True |
False |
44,377 |
| 20 |
79.86 |
64.60 |
15.26 |
21.0% |
2.95 |
4.1% |
53% |
False |
False |
33,599 |
| 40 |
79.86 |
64.60 |
15.26 |
21.0% |
2.55 |
3.5% |
53% |
False |
False |
28,357 |
| 60 |
81.75 |
64.60 |
17.15 |
23.6% |
2.45 |
3.4% |
47% |
False |
False |
27,184 |
| 80 |
81.75 |
64.60 |
17.15 |
23.6% |
2.39 |
3.3% |
47% |
False |
False |
24,491 |
| 100 |
83.59 |
64.60 |
18.99 |
26.1% |
2.41 |
3.3% |
43% |
False |
False |
22,100 |
| 120 |
83.59 |
64.60 |
18.99 |
26.1% |
2.36 |
3.2% |
43% |
False |
False |
19,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.17 |
|
2.618 |
77.56 |
|
1.618 |
75.96 |
|
1.000 |
74.97 |
|
0.618 |
74.36 |
|
HIGH |
73.37 |
|
0.618 |
72.76 |
|
0.500 |
72.57 |
|
0.382 |
72.38 |
|
LOW |
71.77 |
|
0.618 |
70.78 |
|
1.000 |
70.17 |
|
1.618 |
69.18 |
|
2.618 |
67.58 |
|
4.250 |
64.97 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
72.67 |
71.84 |
| PP |
72.62 |
70.96 |
| S1 |
72.57 |
70.09 |
|