NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
69.95 |
69.51 |
-0.44 |
-0.6% |
66.90 |
| High |
71.67 |
70.38 |
-1.29 |
-1.8% |
71.67 |
| Low |
69.14 |
66.82 |
-2.32 |
-3.4% |
64.36 |
| Close |
69.96 |
69.26 |
-0.70 |
-1.0% |
69.26 |
| Range |
2.53 |
3.56 |
1.03 |
40.7% |
7.31 |
| ATR |
3.08 |
3.12 |
0.03 |
1.1% |
0.00 |
| Volume |
335,241 |
380,852 |
45,611 |
13.6% |
1,881,771 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.50 |
77.94 |
71.22 |
|
| R3 |
75.94 |
74.38 |
70.24 |
|
| R2 |
72.38 |
72.38 |
69.91 |
|
| R1 |
70.82 |
70.82 |
69.59 |
69.82 |
| PP |
68.82 |
68.82 |
68.82 |
68.32 |
| S1 |
67.26 |
67.26 |
68.93 |
66.26 |
| S2 |
65.26 |
65.26 |
68.61 |
|
| S3 |
61.70 |
63.70 |
68.28 |
|
| S4 |
58.14 |
60.14 |
67.30 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.36 |
87.12 |
73.28 |
|
| R3 |
83.05 |
79.81 |
71.27 |
|
| R2 |
75.74 |
75.74 |
70.60 |
|
| R1 |
72.50 |
72.50 |
69.93 |
74.12 |
| PP |
68.43 |
68.43 |
68.43 |
69.24 |
| S1 |
65.19 |
65.19 |
68.59 |
66.81 |
| S2 |
61.12 |
61.12 |
67.92 |
|
| S3 |
53.81 |
57.88 |
67.25 |
|
| S4 |
46.50 |
50.57 |
65.24 |
|
|
| 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 |
10.6% |
2.98 |
4.3% |
67% |
False |
False |
376,354 |
| 10 |
77.56 |
64.36 |
13.20 |
19.1% |
3.91 |
5.6% |
37% |
False |
False |
335,626 |
| 20 |
81.04 |
64.36 |
16.68 |
24.1% |
3.14 |
4.5% |
29% |
False |
False |
222,997 |
| 40 |
82.78 |
64.36 |
18.42 |
26.6% |
2.84 |
4.1% |
27% |
False |
False |
154,489 |
| 60 |
83.04 |
64.36 |
18.68 |
27.0% |
2.74 |
4.0% |
26% |
False |
False |
120,105 |
| 80 |
83.04 |
64.36 |
18.68 |
27.0% |
2.72 |
3.9% |
26% |
False |
False |
97,521 |
| 100 |
87.48 |
64.36 |
23.12 |
33.4% |
2.76 |
4.0% |
21% |
False |
False |
82,328 |
| 120 |
87.48 |
64.36 |
23.12 |
33.4% |
2.72 |
3.9% |
21% |
False |
False |
70,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.51 |
|
2.618 |
79.70 |
|
1.618 |
76.14 |
|
1.000 |
73.94 |
|
0.618 |
72.58 |
|
HIGH |
70.38 |
|
0.618 |
69.02 |
|
0.500 |
68.60 |
|
0.382 |
68.18 |
|
LOW |
66.82 |
|
0.618 |
64.62 |
|
1.000 |
63.26 |
|
1.618 |
61.06 |
|
2.618 |
57.50 |
|
4.250 |
51.69 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.04 |
69.26 |
| PP |
68.82 |
69.25 |
| S1 |
68.60 |
69.25 |
|