NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
69.51 |
69.42 |
-0.09 |
-0.1% |
66.90 |
| High |
70.38 |
73.10 |
2.72 |
3.9% |
71.67 |
| Low |
66.82 |
69.13 |
2.31 |
3.5% |
64.36 |
| Close |
69.26 |
72.81 |
3.55 |
5.1% |
69.26 |
| Range |
3.56 |
3.97 |
0.41 |
11.5% |
7.31 |
| ATR |
3.12 |
3.18 |
0.06 |
2.0% |
0.00 |
| Volume |
380,852 |
353,598 |
-27,254 |
-7.2% |
1,881,771 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.59 |
82.17 |
74.99 |
|
| R3 |
79.62 |
78.20 |
73.90 |
|
| R2 |
75.65 |
75.65 |
73.54 |
|
| R1 |
74.23 |
74.23 |
73.17 |
74.94 |
| PP |
71.68 |
71.68 |
71.68 |
72.04 |
| S1 |
70.26 |
70.26 |
72.45 |
70.97 |
| S2 |
67.71 |
67.71 |
72.08 |
|
| S3 |
63.74 |
66.29 |
71.72 |
|
| S4 |
59.77 |
62.32 |
70.63 |
|
|
| 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 |
73.10 |
66.82 |
6.28 |
8.6% |
3.07 |
4.2% |
95% |
True |
False |
363,365 |
| 10 |
75.02 |
64.36 |
10.66 |
14.6% |
3.80 |
5.2% |
79% |
False |
False |
354,246 |
| 20 |
81.04 |
64.36 |
16.68 |
22.9% |
3.25 |
4.5% |
51% |
False |
False |
236,690 |
| 40 |
81.04 |
64.36 |
16.68 |
22.9% |
2.85 |
3.9% |
51% |
False |
False |
161,158 |
| 60 |
83.04 |
64.36 |
18.68 |
25.7% |
2.77 |
3.8% |
45% |
False |
False |
125,742 |
| 80 |
83.04 |
64.36 |
18.68 |
25.7% |
2.74 |
3.8% |
45% |
False |
False |
101,633 |
| 100 |
87.48 |
64.36 |
23.12 |
31.8% |
2.78 |
3.8% |
37% |
False |
False |
85,779 |
| 120 |
87.48 |
64.36 |
23.12 |
31.8% |
2.74 |
3.8% |
37% |
False |
False |
73,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.97 |
|
2.618 |
83.49 |
|
1.618 |
79.52 |
|
1.000 |
77.07 |
|
0.618 |
75.55 |
|
HIGH |
73.10 |
|
0.618 |
71.58 |
|
0.500 |
71.12 |
|
0.382 |
70.65 |
|
LOW |
69.13 |
|
0.618 |
66.68 |
|
1.000 |
65.16 |
|
1.618 |
62.71 |
|
2.618 |
58.74 |
|
4.250 |
52.26 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
72.25 |
71.86 |
| PP |
71.68 |
70.91 |
| S1 |
71.12 |
69.96 |
|