NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
69.48 |
69.95 |
0.47 |
0.7% |
76.77 |
| High |
71.31 |
71.67 |
0.36 |
0.5% |
77.56 |
| Low |
68.89 |
69.14 |
0.25 |
0.4% |
65.38 |
| Close |
70.90 |
69.96 |
-0.94 |
-1.3% |
66.93 |
| Range |
2.42 |
2.53 |
0.11 |
4.5% |
12.18 |
| ATR |
3.12 |
3.08 |
-0.04 |
-1.4% |
0.00 |
| Volume |
337,639 |
335,241 |
-2,398 |
-0.7% |
1,474,491 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.85 |
76.43 |
71.35 |
|
| R3 |
75.32 |
73.90 |
70.66 |
|
| R2 |
72.79 |
72.79 |
70.42 |
|
| R1 |
71.37 |
71.37 |
70.19 |
72.08 |
| PP |
70.26 |
70.26 |
70.26 |
70.61 |
| S1 |
68.84 |
68.84 |
69.73 |
69.55 |
| S2 |
67.73 |
67.73 |
69.50 |
|
| S3 |
65.20 |
66.31 |
69.26 |
|
| S4 |
62.67 |
63.78 |
68.57 |
|
|
| 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 |
71.67 |
64.36 |
7.31 |
10.4% |
3.16 |
4.5% |
77% |
True |
False |
396,680 |
| 10 |
77.56 |
64.36 |
13.20 |
18.9% |
3.79 |
5.4% |
42% |
False |
False |
311,859 |
| 20 |
81.04 |
64.36 |
16.68 |
23.8% |
3.09 |
4.4% |
34% |
False |
False |
209,021 |
| 40 |
82.78 |
64.36 |
18.42 |
26.3% |
2.80 |
4.0% |
30% |
False |
False |
146,883 |
| 60 |
83.04 |
64.36 |
18.68 |
26.7% |
2.71 |
3.9% |
30% |
False |
False |
114,124 |
| 80 |
83.04 |
64.36 |
18.68 |
26.7% |
2.72 |
3.9% |
30% |
False |
False |
93,215 |
| 100 |
87.48 |
64.36 |
23.12 |
33.0% |
2.74 |
3.9% |
24% |
False |
False |
78,607 |
| 120 |
87.48 |
64.36 |
23.12 |
33.0% |
2.71 |
3.9% |
24% |
False |
False |
67,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.42 |
|
2.618 |
78.29 |
|
1.618 |
75.76 |
|
1.000 |
74.20 |
|
0.618 |
73.23 |
|
HIGH |
71.67 |
|
0.618 |
70.70 |
|
0.500 |
70.41 |
|
0.382 |
70.11 |
|
LOW |
69.14 |
|
0.618 |
67.58 |
|
1.000 |
66.61 |
|
1.618 |
65.05 |
|
2.618 |
62.52 |
|
4.250 |
58.39 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.41 |
69.74 |
| PP |
70.26 |
69.51 |
| S1 |
70.11 |
69.29 |
|