NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
66.90 |
67.83 |
0.93 |
1.4% |
76.77 |
| High |
67.90 |
69.77 |
1.87 |
2.8% |
77.56 |
| Low |
64.36 |
66.90 |
2.54 |
3.9% |
65.38 |
| Close |
67.82 |
69.67 |
1.85 |
2.7% |
66.93 |
| Range |
3.54 |
2.87 |
-0.67 |
-18.9% |
12.18 |
| ATR |
3.20 |
3.18 |
-0.02 |
-0.7% |
0.00 |
| Volume |
418,544 |
409,495 |
-9,049 |
-2.2% |
1,474,491 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.39 |
76.40 |
71.25 |
|
| R3 |
74.52 |
73.53 |
70.46 |
|
| R2 |
71.65 |
71.65 |
70.20 |
|
| R1 |
70.66 |
70.66 |
69.93 |
71.16 |
| PP |
68.78 |
68.78 |
68.78 |
69.03 |
| S1 |
67.79 |
67.79 |
69.41 |
68.29 |
| S2 |
65.91 |
65.91 |
69.14 |
|
| S3 |
63.04 |
64.92 |
68.88 |
|
| S4 |
60.17 |
62.05 |
68.09 |
|
|
| 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 |
72.71 |
64.36 |
8.35 |
12.0% |
4.28 |
6.1% |
64% |
False |
False |
383,689 |
| 10 |
78.17 |
64.36 |
13.81 |
19.8% |
3.71 |
5.3% |
38% |
False |
False |
272,946 |
| 20 |
81.04 |
64.36 |
16.68 |
23.9% |
3.08 |
4.4% |
32% |
False |
False |
185,276 |
| 40 |
82.78 |
64.36 |
18.42 |
26.4% |
2.78 |
4.0% |
29% |
False |
False |
133,729 |
| 60 |
83.04 |
64.36 |
18.68 |
26.8% |
2.71 |
3.9% |
28% |
False |
False |
103,636 |
| 80 |
83.04 |
64.36 |
18.68 |
26.8% |
2.75 |
3.9% |
28% |
False |
False |
85,224 |
| 100 |
87.48 |
64.36 |
23.12 |
33.2% |
2.74 |
3.9% |
23% |
False |
False |
72,125 |
| 120 |
87.48 |
64.36 |
23.12 |
33.2% |
2.72 |
3.9% |
23% |
False |
False |
62,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.97 |
|
2.618 |
77.28 |
|
1.618 |
74.41 |
|
1.000 |
72.64 |
|
0.618 |
71.54 |
|
HIGH |
69.77 |
|
0.618 |
68.67 |
|
0.500 |
68.34 |
|
0.382 |
68.00 |
|
LOW |
66.90 |
|
0.618 |
65.13 |
|
1.000 |
64.03 |
|
1.618 |
62.26 |
|
2.618 |
59.39 |
|
4.250 |
54.70 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.23 |
68.81 |
| PP |
68.78 |
67.95 |
| S1 |
68.34 |
67.10 |
|