NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 14-Mar-2023

Day Change Summary
	Previous	Current
	13-Mar-2023	14-Mar-2023	Change	Change %	Previous Week
Open	75.85	73.46	-2.39	-3.2%	77.94
High	75.90	73.79	-2.11	-2.8%	79.33
Low	71.69	70.20	-1.49	-2.1%	73.78
Close	73.75	70.67	-3.08	-4.2%	75.47
Range	4.21	3.59	-0.62	-14.7%	5.55
ATR	2.17	2.28	0.10	4.6%	0.00
Volume	11,565	11,907	342	3.0%	43,763

Daily Pivots for day following 14-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.32	80.09	72.64
R3	78.73	76.50	71.66
R2	75.14	75.14	71.33
R1	72.91	72.91	71.00	72.23
PP	71.55	71.55	71.55	71.22
S1	69.32	69.32	70.34	68.64
S2	67.96	67.96	70.01
S3	64.37	65.73	69.68
S4	60.78	62.14	68.70

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.84	89.71	78.52
R3	87.29	84.16	77.00
R2	81.74	81.74	76.49
R1	78.61	78.61	75.98	77.40
PP	76.19	76.19	76.19	75.59
S1	73.06	73.06	74.96	71.85
S2	70.64	70.64	74.45
S3	65.09	67.51	73.94
S4	59.54	61.96	72.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.52	70.20	6.32	8.9%	2.67	3.8%	7%	False	True	10,208
10	79.33	70.20	9.13	12.9%	2.46	3.5%	5%	False	True	8,502
20	79.33	70.20	9.13	12.9%	2.12	3.0%	5%	False	True	7,564
40	81.03	70.20	10.83	15.3%	2.08	2.9%	4%	False	True	8,307
60	81.03	70.20	10.83	15.3%	1.99	2.8%	4%	False	True	7,305

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.51
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.05
2.618	83.19
1.618	79.60
1.000	77.38
0.618	76.01
HIGH	73.79
0.618	72.42
0.500	72.00
0.382	71.57
LOW	70.20
0.618	67.98
1.000	66.61
1.618	64.39
2.618	60.80
4.250	54.94

Fisher Pivots for day following 14-Mar-2023
Pivot	1 day	3 day
R1	72.00	73.05
PP	71.55	72.26
S1	71.11	71.46

Download as Excel Spreadsheet

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

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