NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
76.77 |
74.77 |
-2.00 |
-2.6% |
80.04 |
| High |
77.56 |
75.02 |
-2.54 |
-3.3% |
81.04 |
| Low |
72.44 |
70.94 |
-1.50 |
-2.1% |
74.92 |
| Close |
74.91 |
71.49 |
-3.42 |
-4.6% |
76.78 |
| Range |
5.12 |
4.08 |
-1.04 |
-20.3% |
6.12 |
| ATR |
2.63 |
2.74 |
0.10 |
3.9% |
0.00 |
| Volume |
167,396 |
216,688 |
49,292 |
29.4% |
670,066 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.72 |
82.19 |
73.73 |
|
| R3 |
80.64 |
78.11 |
72.61 |
|
| R2 |
76.56 |
76.56 |
72.24 |
|
| R1 |
74.03 |
74.03 |
71.86 |
73.26 |
| PP |
72.48 |
72.48 |
72.48 |
72.10 |
| S1 |
69.95 |
69.95 |
71.12 |
69.18 |
| S2 |
68.40 |
68.40 |
70.74 |
|
| S3 |
64.32 |
65.87 |
70.37 |
|
| S4 |
60.24 |
61.79 |
69.25 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.94 |
92.48 |
80.15 |
|
| R3 |
89.82 |
86.36 |
78.46 |
|
| R2 |
83.70 |
83.70 |
77.90 |
|
| R1 |
80.24 |
80.24 |
77.34 |
78.91 |
| PP |
77.58 |
77.58 |
77.58 |
76.92 |
| S1 |
74.12 |
74.12 |
76.22 |
72.79 |
| S2 |
71.46 |
71.46 |
75.66 |
|
| S3 |
65.34 |
68.00 |
75.10 |
|
| S4 |
59.22 |
61.88 |
73.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.17 |
70.94 |
7.23 |
10.1% |
3.14 |
4.4% |
8% |
False |
True |
162,203 |
| 10 |
81.04 |
70.94 |
10.10 |
14.1% |
2.89 |
4.0% |
5% |
False |
True |
131,910 |
| 20 |
81.04 |
70.94 |
10.10 |
14.1% |
2.53 |
3.5% |
5% |
False |
True |
107,479 |
| 40 |
83.04 |
70.94 |
12.10 |
16.9% |
2.55 |
3.6% |
5% |
False |
True |
93,738 |
| 60 |
83.04 |
70.94 |
12.10 |
16.9% |
2.55 |
3.6% |
5% |
False |
True |
73,822 |
| 80 |
83.77 |
70.94 |
12.83 |
17.9% |
2.66 |
3.7% |
4% |
False |
True |
62,884 |
| 100 |
87.48 |
70.94 |
16.54 |
23.1% |
2.64 |
3.7% |
3% |
False |
True |
53,583 |
| 120 |
87.48 |
70.94 |
16.54 |
23.1% |
2.68 |
3.7% |
3% |
False |
True |
46,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.36 |
|
2.618 |
85.70 |
|
1.618 |
81.62 |
|
1.000 |
79.10 |
|
0.618 |
77.54 |
|
HIGH |
75.02 |
|
0.618 |
73.46 |
|
0.500 |
72.98 |
|
0.382 |
72.50 |
|
LOW |
70.94 |
|
0.618 |
68.42 |
|
1.000 |
66.86 |
|
1.618 |
64.34 |
|
2.618 |
60.26 |
|
4.250 |
53.60 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
72.98 |
74.25 |
| PP |
72.48 |
73.33 |
| S1 |
71.99 |
72.41 |
|