NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 27-Mar-2023

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	68.95	68.98	0.03	0.0%	66.43
High	69.72	72.19	2.47	3.5%	70.81
Low	66.51	68.86	2.35	3.5%	64.42
Close	68.68	71.98	3.30	4.8%	68.68
Range	3.21	3.33	0.12	3.7%	6.39
ATR	2.64	2.70	0.06	2.4%	0.00
Volume	17,941	12,344	-5,597	-31.2%	64,373

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.00	79.82	73.81
R3	77.67	76.49	72.90
R2	74.34	74.34	72.59
R1	73.16	73.16	72.29	73.75
PP	71.01	71.01	71.01	71.31
S1	69.83	69.83	71.67	70.42
S2	67.68	67.68	71.37
S3	64.35	66.50	71.06
S4	61.02	63.17	70.15

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.14	84.30	72.19
R3	80.75	77.91	70.44
R2	74.36	74.36	69.85
R1	71.52	71.52	69.27	72.94
PP	67.97	67.97	67.97	68.68
S1	65.13	65.13	68.09	66.55
S2	61.58	61.58	67.51
S3	55.19	58.74	66.92
S4	48.80	52.35	65.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.19	66.51	5.68	7.9%	2.62	3.6%	96%	True	False	13,411
10	73.79	64.42	9.37	13.0%	3.26	4.5%	81%	False	False	14,120
20	79.33	64.42	14.91	20.7%	2.77	3.8%	51%	False	False	11,058
40	79.33	64.42	14.91	20.7%	2.39	3.3%	51%	False	False	9,453
60	81.03	64.42	16.61	23.1%	2.23	3.1%	46%	False	False	8,923

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	86.34
2.618	80.91
1.618	77.58
1.000	75.52
0.618	74.25
HIGH	72.19
0.618	70.92
0.500	70.53
0.382	70.13
LOW	68.86
0.618	66.80
1.000	65.53
1.618	63.47
2.618	60.14
4.250	54.71

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	71.50	71.10
PP	71.01	70.23
S1	70.53	69.35

Download as Excel Spreadsheet

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

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