NYMEX Light Sweet Crude Oil Future June 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
75.80 |
76.63 |
0.83 |
1.1% |
80.00 |
| High |
77.21 |
77.57 |
0.36 |
0.5% |
80.97 |
| Low |
74.96 |
72.52 |
-2.44 |
-3.3% |
74.96 |
| Close |
76.80 |
74.95 |
-1.85 |
-2.4% |
76.80 |
| Range |
2.25 |
5.05 |
2.80 |
124.4% |
6.01 |
| ATR |
2.40 |
2.58 |
0.19 |
7.9% |
0.00 |
| Volume |
85,930 |
114,119 |
28,189 |
32.8% |
460,220 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.16 |
87.61 |
77.73 |
|
| R3 |
85.11 |
82.56 |
76.34 |
|
| R2 |
80.06 |
80.06 |
75.88 |
|
| R1 |
77.51 |
77.51 |
75.41 |
76.26 |
| PP |
75.01 |
75.01 |
75.01 |
74.39 |
| S1 |
72.46 |
72.46 |
74.49 |
71.21 |
| S2 |
69.96 |
69.96 |
74.02 |
|
| S3 |
64.91 |
67.41 |
73.56 |
|
| S4 |
59.86 |
62.36 |
72.17 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.61 |
92.21 |
80.11 |
|
| R3 |
89.60 |
86.20 |
78.45 |
|
| R2 |
83.59 |
83.59 |
77.90 |
|
| R1 |
80.19 |
80.19 |
77.35 |
78.89 |
| PP |
77.58 |
77.58 |
77.58 |
76.92 |
| S1 |
74.18 |
74.18 |
76.25 |
72.88 |
| S2 |
71.57 |
71.57 |
75.70 |
|
| S3 |
65.56 |
68.17 |
75.15 |
|
| S4 |
59.55 |
62.16 |
73.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.97 |
72.52 |
8.45 |
11.3% |
3.05 |
4.1% |
29% |
False |
True |
101,008 |
| 10 |
80.97 |
72.52 |
8.45 |
11.3% |
2.66 |
3.6% |
29% |
False |
True |
89,342 |
| 20 |
80.97 |
72.52 |
8.45 |
11.3% |
2.39 |
3.2% |
29% |
False |
True |
86,473 |
| 40 |
82.98 |
72.52 |
10.46 |
14.0% |
2.46 |
3.3% |
23% |
False |
True |
86,156 |
| 60 |
82.98 |
72.52 |
10.46 |
14.0% |
2.47 |
3.3% |
23% |
False |
True |
77,096 |
| 80 |
84.05 |
71.24 |
12.81 |
17.1% |
2.61 |
3.5% |
29% |
False |
False |
73,407 |
| 100 |
86.40 |
71.24 |
15.16 |
20.2% |
2.60 |
3.5% |
24% |
False |
False |
66,800 |
| 120 |
86.40 |
71.02 |
15.38 |
20.5% |
2.67 |
3.6% |
26% |
False |
False |
61,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.03 |
|
2.618 |
90.79 |
|
1.618 |
85.74 |
|
1.000 |
82.62 |
|
0.618 |
80.69 |
|
HIGH |
77.57 |
|
0.618 |
75.64 |
|
0.500 |
75.05 |
|
0.382 |
74.45 |
|
LOW |
72.52 |
|
0.618 |
69.40 |
|
1.000 |
67.47 |
|
1.618 |
64.35 |
|
2.618 |
59.30 |
|
4.250 |
51.06 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.05 |
75.35 |
| PP |
75.01 |
75.22 |
| S1 |
74.98 |
75.08 |
|