NYMEX Light Sweet Crude Oil Future June 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
69.75 |
72.93 |
3.18 |
4.6% |
67.07 |
| High |
73.20 |
74.04 |
0.84 |
1.1% |
71.79 |
| Low |
69.27 |
72.33 |
3.06 |
4.4% |
64.58 |
| Close |
72.93 |
73.34 |
0.41 |
0.6% |
69.41 |
| Range |
3.93 |
1.71 |
-2.22 |
-56.5% |
7.21 |
| ATR |
3.13 |
3.02 |
-0.10 |
-3.2% |
0.00 |
| Volume |
125,005 |
138,513 |
13,508 |
10.8% |
786,643 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.37 |
77.56 |
74.28 |
|
| R3 |
76.66 |
75.85 |
73.81 |
|
| R2 |
74.95 |
74.95 |
73.65 |
|
| R1 |
74.14 |
74.14 |
73.50 |
74.55 |
| PP |
73.24 |
73.24 |
73.24 |
73.44 |
| S1 |
72.43 |
72.43 |
73.18 |
72.84 |
| S2 |
71.53 |
71.53 |
73.03 |
|
| S3 |
69.82 |
70.72 |
72.87 |
|
| S4 |
68.11 |
69.01 |
72.40 |
|
|
| 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 |
74.04 |
67.02 |
7.02 |
9.6% |
2.81 |
3.8% |
90% |
True |
False |
146,360 |
| 10 |
74.04 |
64.58 |
9.46 |
12.9% |
3.51 |
4.8% |
93% |
True |
False |
165,896 |
| 20 |
80.97 |
64.58 |
16.39 |
22.3% |
3.18 |
4.3% |
53% |
False |
False |
130,595 |
| 40 |
80.97 |
64.58 |
16.39 |
22.3% |
2.78 |
3.8% |
53% |
False |
False |
107,210 |
| 60 |
82.98 |
64.58 |
18.40 |
25.1% |
2.72 |
3.7% |
48% |
False |
False |
98,997 |
| 80 |
82.98 |
64.58 |
18.40 |
25.1% |
2.68 |
3.6% |
48% |
False |
False |
87,944 |
| 100 |
86.40 |
64.58 |
21.82 |
29.8% |
2.73 |
3.7% |
40% |
False |
False |
80,837 |
| 120 |
86.40 |
64.58 |
21.82 |
29.8% |
2.71 |
3.7% |
40% |
False |
False |
73,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.31 |
|
2.618 |
78.52 |
|
1.618 |
76.81 |
|
1.000 |
75.75 |
|
0.618 |
75.10 |
|
HIGH |
74.04 |
|
0.618 |
73.39 |
|
0.500 |
73.19 |
|
0.382 |
72.98 |
|
LOW |
72.33 |
|
0.618 |
71.27 |
|
1.000 |
70.62 |
|
1.618 |
69.56 |
|
2.618 |
67.85 |
|
4.250 |
65.06 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.29 |
72.40 |
| PP |
73.24 |
71.47 |
| S1 |
73.19 |
70.53 |
|