NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
75.85 |
76.61 |
0.76 |
1.0% |
76.83 |
| High |
76.75 |
76.95 |
0.20 |
0.3% |
77.90 |
| Low |
74.30 |
75.14 |
0.84 |
1.1% |
74.05 |
| Close |
76.47 |
75.81 |
-0.66 |
-0.9% |
76.47 |
| Range |
2.45 |
1.81 |
-0.64 |
-26.1% |
3.85 |
| ATR |
2.47 |
2.42 |
-0.05 |
-1.9% |
0.00 |
| Volume |
101,334 |
79,735 |
-21,599 |
-21.3% |
370,529 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.40 |
80.41 |
76.81 |
|
| R3 |
79.59 |
78.60 |
76.31 |
|
| R2 |
77.78 |
77.78 |
76.14 |
|
| R1 |
76.79 |
76.79 |
75.98 |
76.38 |
| PP |
75.97 |
75.97 |
75.97 |
75.76 |
| S1 |
74.98 |
74.98 |
75.64 |
74.57 |
| S2 |
74.16 |
74.16 |
75.48 |
|
| S3 |
72.35 |
73.17 |
75.31 |
|
| S4 |
70.54 |
71.36 |
74.81 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.69 |
85.93 |
78.59 |
|
| R3 |
83.84 |
82.08 |
77.53 |
|
| R2 |
79.99 |
79.99 |
77.18 |
|
| R1 |
78.23 |
78.23 |
76.82 |
77.19 |
| PP |
76.14 |
76.14 |
76.14 |
75.62 |
| S1 |
74.38 |
74.38 |
76.12 |
73.34 |
| S2 |
72.29 |
72.29 |
75.76 |
|
| S3 |
68.44 |
70.53 |
75.41 |
|
| S4 |
64.59 |
66.68 |
74.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.90 |
74.05 |
3.85 |
5.1% |
2.17 |
2.9% |
46% |
False |
False |
90,052 |
| 10 |
80.87 |
74.05 |
6.82 |
9.0% |
2.15 |
2.8% |
26% |
False |
False |
84,547 |
| 20 |
80.90 |
72.92 |
7.98 |
10.5% |
2.46 |
3.2% |
36% |
False |
False |
85,626 |
| 40 |
83.04 |
72.92 |
10.12 |
13.3% |
2.53 |
3.3% |
29% |
False |
False |
70,269 |
| 60 |
83.04 |
71.10 |
11.94 |
15.7% |
2.57 |
3.4% |
39% |
False |
False |
56,614 |
| 80 |
87.48 |
71.10 |
16.38 |
21.6% |
2.66 |
3.5% |
29% |
False |
False |
48,051 |
| 100 |
87.48 |
71.10 |
16.38 |
21.6% |
2.63 |
3.5% |
29% |
False |
False |
40,768 |
| 120 |
87.48 |
71.10 |
16.38 |
21.6% |
2.68 |
3.5% |
29% |
False |
False |
35,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.64 |
|
2.618 |
81.69 |
|
1.618 |
79.88 |
|
1.000 |
78.76 |
|
0.618 |
78.07 |
|
HIGH |
76.95 |
|
0.618 |
76.26 |
|
0.500 |
76.05 |
|
0.382 |
75.83 |
|
LOW |
75.14 |
|
0.618 |
74.02 |
|
1.000 |
73.33 |
|
1.618 |
72.21 |
|
2.618 |
70.40 |
|
4.250 |
67.45 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.05 |
75.71 |
| PP |
75.97 |
75.61 |
| S1 |
75.89 |
75.51 |
|