NYMEX Light Sweet Crude Oil Future December 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	68.40	71.24	2.84	4.2%	66.24
High	71.50	72.25	0.75	1.0%	70.16
Low	67.89	70.72	2.83	4.2%	64.13
Close	71.30	71.64	0.34	0.5%	68.12
Range	3.61	1.53	-2.08	-57.6%	6.03
ATR	2.69	2.61	-0.08	-3.1%	0.00
Volume	69,646	56,239	-13,407	-19.3%	313,209

Daily Pivots for day following 28-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.13	75.41	72.48
R3	74.60	73.88	72.06
R2	73.07	73.07	71.92
R1	72.35	72.35	71.78	72.71
PP	71.54	71.54	71.54	71.72
S1	70.82	70.82	71.50	71.18
S2	70.01	70.01	71.36
S3	68.48	69.29	71.22
S4	66.95	67.76	70.80

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.56	82.87	71.44
R3	79.53	76.84	69.78
R2	73.50	73.50	69.23
R1	70.81	70.81	68.67	72.16
PP	67.47	67.47	67.47	68.14
S1	64.78	64.78	67.57	66.13
S2	61.44	61.44	67.01
S3	55.41	58.75	66.46
S4	49.38	52.72	64.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.25	66.00	6.25	8.7%	2.50	3.5%	90%	True	False	58,892
10	72.25	64.13	8.12	11.3%	3.06	4.3%	92%	True	False	78,818
20	78.27	64.13	14.14	19.7%	2.78	3.9%	53%	False	False	63,934

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	0.78
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	78.75
2.618	76.26
1.618	74.73
1.000	73.78
0.618	73.20
HIGH	72.25
0.618	71.67
0.500	71.49
0.382	71.30
LOW	70.72
0.618	69.77
1.000	69.19
1.618	68.24
2.618	66.71
4.250	64.22

Fisher Pivots for day following 28-Mar-2023
Pivot	1 day	3 day
R1	71.59	70.80
PP	71.54	69.96
S1	71.49	69.13

Download as Excel Spreadsheet

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

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