NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
74.37 |
80.10 |
5.73 |
7.7% |
69.42 |
| High |
75.72 |
81.69 |
5.97 |
7.9% |
75.72 |
| Low |
73.77 |
79.00 |
5.23 |
7.1% |
69.13 |
| Close |
75.67 |
80.42 |
4.75 |
6.3% |
75.67 |
| Range |
1.95 |
2.69 |
0.74 |
37.9% |
6.59 |
| ATR |
2.83 |
3.06 |
0.23 |
8.0% |
0.00 |
| Volume |
304,361 |
547,126 |
242,765 |
79.8% |
1,568,843 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.44 |
87.12 |
81.90 |
|
| R3 |
85.75 |
84.43 |
81.16 |
|
| R2 |
83.06 |
83.06 |
80.91 |
|
| R1 |
81.74 |
81.74 |
80.67 |
82.40 |
| PP |
80.37 |
80.37 |
80.37 |
80.70 |
| S1 |
79.05 |
79.05 |
80.17 |
79.71 |
| S2 |
77.68 |
77.68 |
79.93 |
|
| S3 |
74.99 |
76.36 |
79.68 |
|
| S4 |
72.30 |
73.67 |
78.94 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.28 |
91.06 |
79.29 |
|
| R3 |
86.69 |
84.47 |
77.48 |
|
| R2 |
80.10 |
80.10 |
76.88 |
|
| R1 |
77.88 |
77.88 |
76.27 |
78.99 |
| PP |
73.51 |
73.51 |
73.51 |
74.06 |
| S1 |
71.29 |
71.29 |
75.07 |
72.40 |
| S2 |
66.92 |
66.92 |
74.46 |
|
| S3 |
60.33 |
64.70 |
73.86 |
|
| S4 |
53.74 |
58.11 |
72.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.69 |
72.19 |
9.50 |
11.8% |
2.00 |
2.5% |
87% |
True |
False |
352,474 |
| 10 |
81.69 |
66.82 |
14.87 |
18.5% |
2.54 |
3.2% |
91% |
True |
False |
357,919 |
| 20 |
81.69 |
64.36 |
17.33 |
21.5% |
3.17 |
3.9% |
93% |
True |
False |
303,108 |
| 40 |
81.69 |
64.36 |
17.33 |
21.5% |
2.71 |
3.4% |
93% |
True |
False |
195,809 |
| 60 |
83.04 |
64.36 |
18.68 |
23.2% |
2.67 |
3.3% |
86% |
False |
False |
152,183 |
| 80 |
83.04 |
64.36 |
18.68 |
23.2% |
2.66 |
3.3% |
86% |
False |
False |
121,848 |
| 100 |
86.47 |
64.36 |
22.11 |
27.5% |
2.75 |
3.4% |
73% |
False |
False |
102,542 |
| 120 |
87.48 |
64.36 |
23.12 |
28.7% |
2.70 |
3.4% |
69% |
False |
False |
87,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.12 |
|
2.618 |
88.73 |
|
1.618 |
86.04 |
|
1.000 |
84.38 |
|
0.618 |
83.35 |
|
HIGH |
81.69 |
|
0.618 |
80.66 |
|
0.500 |
80.35 |
|
0.382 |
80.03 |
|
LOW |
79.00 |
|
0.618 |
77.34 |
|
1.000 |
76.31 |
|
1.618 |
74.65 |
|
2.618 |
71.96 |
|
4.250 |
67.57 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.40 |
79.33 |
| PP |
80.37 |
78.24 |
| S1 |
80.35 |
77.15 |
|