NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
68.38 |
68.47 |
0.09 |
0.1% |
76.77 |
| High |
69.53 |
69.83 |
0.30 |
0.4% |
77.56 |
| Low |
65.89 |
65.38 |
-0.51 |
-0.8% |
65.38 |
| Close |
68.52 |
66.93 |
-1.59 |
-2.3% |
66.93 |
| Range |
3.64 |
4.45 |
0.81 |
22.3% |
12.18 |
| ATR |
3.08 |
3.18 |
0.10 |
3.2% |
0.00 |
| Volume |
251,503 |
482,485 |
230,982 |
91.8% |
1,474,491 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.73 |
78.28 |
69.38 |
|
| R3 |
76.28 |
73.83 |
68.15 |
|
| R2 |
71.83 |
71.83 |
67.75 |
|
| R1 |
69.38 |
69.38 |
67.34 |
68.38 |
| PP |
67.38 |
67.38 |
67.38 |
66.88 |
| S1 |
64.93 |
64.93 |
66.52 |
63.93 |
| S2 |
62.93 |
62.93 |
66.11 |
|
| S3 |
58.48 |
60.48 |
65.71 |
|
| S4 |
54.03 |
56.03 |
64.48 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.50 |
98.89 |
73.63 |
|
| R3 |
94.32 |
86.71 |
70.28 |
|
| R2 |
82.14 |
82.14 |
69.16 |
|
| R1 |
74.53 |
74.53 |
68.05 |
72.25 |
| PP |
69.96 |
69.96 |
69.96 |
68.81 |
| S1 |
62.35 |
62.35 |
65.81 |
60.07 |
| S2 |
57.78 |
57.78 |
64.70 |
|
| S3 |
45.60 |
50.17 |
63.58 |
|
| S4 |
33.42 |
37.99 |
60.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.56 |
65.38 |
12.18 |
18.2% |
4.84 |
7.2% |
13% |
False |
True |
294,898 |
| 10 |
81.04 |
65.38 |
15.66 |
23.4% |
3.69 |
5.5% |
10% |
False |
True |
214,455 |
| 20 |
81.04 |
65.38 |
15.66 |
23.4% |
3.01 |
4.5% |
10% |
False |
True |
151,177 |
| 40 |
83.04 |
65.38 |
17.66 |
26.4% |
2.71 |
4.0% |
9% |
False |
True |
116,587 |
| 60 |
83.04 |
65.38 |
17.66 |
26.4% |
2.68 |
4.0% |
9% |
False |
True |
90,790 |
| 80 |
83.04 |
65.38 |
17.66 |
26.4% |
2.74 |
4.1% |
9% |
False |
True |
75,525 |
| 100 |
87.48 |
65.38 |
22.10 |
33.0% |
2.73 |
4.1% |
7% |
False |
True |
64,010 |
| 120 |
87.48 |
65.38 |
22.10 |
33.0% |
2.71 |
4.1% |
7% |
False |
True |
55,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.74 |
|
2.618 |
81.48 |
|
1.618 |
77.03 |
|
1.000 |
74.28 |
|
0.618 |
72.58 |
|
HIGH |
69.83 |
|
0.618 |
68.13 |
|
0.500 |
67.61 |
|
0.382 |
67.08 |
|
LOW |
65.38 |
|
0.618 |
62.63 |
|
1.000 |
60.93 |
|
1.618 |
58.18 |
|
2.618 |
53.73 |
|
4.250 |
46.47 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
67.61 |
69.05 |
| PP |
67.38 |
68.34 |
| S1 |
67.16 |
67.64 |
|