NYMEX Light Sweet Crude Oil Future October 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	68.98	71.95	2.97	4.3%	66.43
High	72.19	72.97	0.78	1.1%	70.81
Low	68.86	71.46	2.60	3.8%	64.42
Close	71.98	72.34	0.36	0.5%	68.68
Range	3.33	1.51	-1.82	-54.7%	6.39
ATR	2.70	2.61	-0.08	-3.1%	0.00
Volume	12,344	10,823	-1,521	-12.3%	64,373

Daily Pivots for day following 28-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.79	76.07	73.17
R3	75.28	74.56	72.76
R2	73.77	73.77	72.62
R1	73.05	73.05	72.48	73.41
PP	72.26	72.26	72.26	72.44
S1	71.54	71.54	72.20	71.90
S2	70.75	70.75	72.06
S3	69.24	70.03	71.92
S4	67.73	68.52	71.51

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	72.97	66.51	6.46	8.9%	2.46	3.4%	90%	True	False	12,796
10	72.97	64.42	8.55	11.8%	3.05	4.2%	93%	True	False	14,012
20	79.33	64.42	14.91	20.6%	2.76	3.8%	53%	False	False	11,257
40	79.33	64.42	14.91	20.6%	2.38	3.3%	53%	False	False	9,602
60	81.03	64.42	16.61	23.0%	2.24	3.1%	48%	False	False	9,054

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.56
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	79.39
2.618	76.92
1.618	75.41
1.000	74.48
0.618	73.90
HIGH	72.97
0.618	72.39
0.500	72.22
0.382	72.04
LOW	71.46
0.618	70.53
1.000	69.95
1.618	69.02
2.618	67.51
4.250	65.04

Fisher Pivots for day following 28-Mar-2023
Pivot	1 day	3 day
R1	72.30	71.47
PP	72.26	70.61
S1	72.22	69.74

Download as Excel Spreadsheet

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

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