NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 16-Mar-2023

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	71.57	68.17	-3.40	-4.8%	77.94
High	71.70	68.65	-3.05	-4.3%	79.33
Low	65.55	65.62	0.07	0.1%	73.78
Close	67.12	67.96	0.84	1.3%	75.47
Range	6.15	3.03	-3.12	-50.7%	5.55
ATR	2.55	2.59	0.03	1.3%	0.00
Volume	23,096	13,271	-9,825	-42.5%	43,763

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.50	75.26	69.63
R3	73.47	72.23	68.79
R2	70.44	70.44	68.52
R1	69.20	69.20	68.24	68.31
PP	67.41	67.41	67.41	66.96
S1	66.17	66.17	67.68	65.28
S2	64.38	64.38	67.40
S3	61.35	63.14	67.13
S4	58.32	60.11	66.29

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	75.90	65.55	10.35	15.2%	3.79	5.6%	23%	False	False	13,659
10	79.33	65.55	13.78	20.3%	3.12	4.6%	17%	False	False	10,940
20	79.33	65.55	13.78	20.3%	2.41	3.5%	17%	False	False	8,620
40	81.03	65.55	15.48	22.8%	2.20	3.2%	16%	False	False	8,607
60	81.03	65.55	15.48	22.8%	2.09	3.1%	16%	False	False	7,812

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.53
2.618	76.58
1.618	73.55
1.000	71.68
0.618	70.52
HIGH	68.65
0.618	67.49
0.500	67.14
0.382	66.78
LOW	65.62
0.618	63.75
1.000	62.59
1.618	60.72
2.618	57.69
4.250	52.74

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	67.69	69.67
PP	67.41	69.10
S1	67.14	68.53

Download as Excel Spreadsheet

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

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