NYMEX Light Sweet Crude Oil Future June 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
74.81 |
71.94 |
-2.87 |
-3.8% |
80.00 |
| High |
75.06 |
72.77 |
-2.29 |
-3.1% |
80.97 |
| Low |
71.04 |
65.89 |
-5.15 |
-7.2% |
74.96 |
| Close |
71.57 |
67.82 |
-3.75 |
-5.2% |
76.80 |
| Range |
4.02 |
6.88 |
2.86 |
71.1% |
6.01 |
| ATR |
2.69 |
2.99 |
0.30 |
11.1% |
0.00 |
| Volume |
143,804 |
238,691 |
94,887 |
66.0% |
460,220 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.47 |
85.52 |
71.60 |
|
| R3 |
82.59 |
78.64 |
69.71 |
|
| R2 |
75.71 |
75.71 |
69.08 |
|
| R1 |
71.76 |
71.76 |
68.45 |
70.30 |
| PP |
68.83 |
68.83 |
68.83 |
68.09 |
| S1 |
64.88 |
64.88 |
67.19 |
63.42 |
| S2 |
61.95 |
61.95 |
66.56 |
|
| S3 |
55.07 |
58.00 |
65.93 |
|
| S4 |
48.19 |
51.12 |
64.04 |
|
|
| 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 |
78.18 |
65.89 |
12.29 |
18.1% |
4.16 |
6.1% |
16% |
False |
True |
136,688 |
| 10 |
80.97 |
65.89 |
15.08 |
22.2% |
3.36 |
5.0% |
13% |
False |
True |
110,266 |
| 20 |
80.97 |
65.89 |
15.08 |
22.2% |
2.73 |
4.0% |
13% |
False |
True |
96,258 |
| 40 |
82.98 |
65.89 |
17.09 |
25.2% |
2.62 |
3.9% |
11% |
False |
True |
90,580 |
| 60 |
82.98 |
65.89 |
17.09 |
25.2% |
2.58 |
3.8% |
11% |
False |
True |
81,788 |
| 80 |
82.98 |
65.89 |
17.09 |
25.2% |
2.67 |
3.9% |
11% |
False |
True |
76,853 |
| 100 |
86.40 |
65.89 |
20.51 |
30.2% |
2.66 |
3.9% |
9% |
False |
True |
69,598 |
| 120 |
86.40 |
65.89 |
20.51 |
30.2% |
2.72 |
4.0% |
9% |
False |
True |
64,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.01 |
|
2.618 |
90.78 |
|
1.618 |
83.90 |
|
1.000 |
79.65 |
|
0.618 |
77.02 |
|
HIGH |
72.77 |
|
0.618 |
70.14 |
|
0.500 |
69.33 |
|
0.382 |
68.52 |
|
LOW |
65.89 |
|
0.618 |
61.64 |
|
1.000 |
59.01 |
|
1.618 |
54.76 |
|
2.618 |
47.88 |
|
4.250 |
36.65 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.33 |
71.73 |
| PP |
68.83 |
70.43 |
| S1 |
68.32 |
69.12 |
|