NYMEX Light Sweet Crude Oil Future June 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 |
69.67 |
69.75 |
0.08 |
0.1% |
67.07 |
| High |
70.53 |
73.20 |
2.67 |
3.8% |
71.79 |
| Low |
67.02 |
69.27 |
2.25 |
3.4% |
64.58 |
| Close |
69.41 |
72.93 |
3.52 |
5.1% |
69.41 |
| Range |
3.51 |
3.93 |
0.42 |
12.0% |
7.21 |
| ATR |
3.06 |
3.13 |
0.06 |
2.0% |
0.00 |
| Volume |
153,649 |
125,005 |
-28,644 |
-18.6% |
786,643 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.59 |
82.19 |
75.09 |
|
| R3 |
79.66 |
78.26 |
74.01 |
|
| R2 |
75.73 |
75.73 |
73.65 |
|
| R1 |
74.33 |
74.33 |
73.29 |
75.03 |
| PP |
71.80 |
71.80 |
71.80 |
72.15 |
| S1 |
70.40 |
70.40 |
72.57 |
71.10 |
| S2 |
67.87 |
67.87 |
72.21 |
|
| S3 |
63.94 |
66.47 |
71.85 |
|
| S4 |
60.01 |
62.54 |
70.77 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.22 |
87.03 |
73.38 |
|
| R3 |
83.01 |
79.82 |
71.39 |
|
| R2 |
75.80 |
75.80 |
70.73 |
|
| R1 |
72.61 |
72.61 |
70.07 |
74.21 |
| PP |
68.59 |
68.59 |
68.59 |
69.39 |
| S1 |
65.40 |
65.40 |
68.75 |
67.00 |
| S2 |
61.38 |
61.38 |
68.09 |
|
| S3 |
54.17 |
58.19 |
67.43 |
|
| S4 |
46.96 |
50.98 |
65.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.20 |
67.02 |
6.18 |
8.5% |
3.02 |
4.1% |
96% |
True |
False |
151,776 |
| 10 |
75.06 |
64.58 |
10.48 |
14.4% |
3.74 |
5.1% |
80% |
False |
False |
166,425 |
| 20 |
80.97 |
64.58 |
16.39 |
22.5% |
3.20 |
4.4% |
51% |
False |
False |
127,883 |
| 40 |
80.97 |
64.58 |
16.39 |
22.5% |
2.81 |
3.9% |
51% |
False |
False |
105,190 |
| 60 |
82.98 |
64.58 |
18.40 |
25.2% |
2.72 |
3.7% |
45% |
False |
False |
97,217 |
| 80 |
82.98 |
64.58 |
18.40 |
25.2% |
2.69 |
3.7% |
45% |
False |
False |
86,776 |
| 100 |
86.40 |
64.58 |
21.82 |
29.9% |
2.74 |
3.8% |
38% |
False |
False |
79,811 |
| 120 |
86.40 |
64.58 |
21.82 |
29.9% |
2.72 |
3.7% |
38% |
False |
False |
72,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.90 |
|
2.618 |
83.49 |
|
1.618 |
79.56 |
|
1.000 |
77.13 |
|
0.618 |
75.63 |
|
HIGH |
73.20 |
|
0.618 |
71.70 |
|
0.500 |
71.24 |
|
0.382 |
70.77 |
|
LOW |
69.27 |
|
0.618 |
66.84 |
|
1.000 |
65.34 |
|
1.618 |
62.91 |
|
2.618 |
58.98 |
|
4.250 |
52.57 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
72.37 |
71.99 |
| PP |
71.80 |
71.05 |
| S1 |
71.24 |
70.11 |
|