NYMEX Light Sweet Crude Oil Future June 2023


Trading Metrics calculated at close of trading on 29-Mar-2023
Day Change Summary
Previous Current
28-Mar-2023 29-Mar-2023 Change Change % Previous Week
Open 72.93 73.74 0.81 1.1% 67.07
High 74.04 74.48 0.44 0.6% 71.79
Low 72.33 72.92 0.59 0.8% 64.58
Close 73.34 73.12 -0.22 -0.3% 69.41
Range 1.71 1.56 -0.15 -8.8% 7.21
ATR 3.02 2.92 -0.10 -3.5% 0.00
Volume 138,513 133,994 -4,519 -3.3% 786,643
Daily Pivots for day following 29-Mar-2023
Classic Woodie Camarilla DeMark
R4 78.19 77.21 73.98
R3 76.63 75.65 73.55
R2 75.07 75.07 73.41
R1 74.09 74.09 73.26 73.80
PP 73.51 73.51 73.51 73.36
S1 72.53 72.53 72.98 72.24
S2 71.95 71.95 72.83
S3 70.39 70.97 72.69
S4 68.83 69.41 72.26
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 74.48 67.02 7.46 10.2% 2.64 3.6% 82% True False 143,536
10 74.48 64.58 9.90 13.5% 2.98 4.1% 86% True False 155,426
20 80.97 64.58 16.39 22.4% 3.17 4.3% 52% False False 132,846
40 80.97 64.58 16.39 22.4% 2.76 3.8% 52% False False 108,863
60 82.98 64.58 18.40 25.2% 2.70 3.7% 46% False False 100,536
80 82.98 64.58 18.40 25.2% 2.67 3.6% 46% False False 88,966
100 86.40 64.58 21.82 29.8% 2.73 3.7% 39% False False 81,813
120 86.40 64.58 21.82 29.8% 2.70 3.7% 39% False False 74,097
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 81.11
2.618 78.56
1.618 77.00
1.000 76.04
0.618 75.44
HIGH 74.48
0.618 73.88
0.500 73.70
0.382 73.52
LOW 72.92
0.618 71.96
1.000 71.36
1.618 70.40
2.618 68.84
4.250 66.29
Fisher Pivots for day following 29-Mar-2023
Pivot 1 day 3 day
R1 73.70 72.71
PP 73.51 72.29
S1 73.31 71.88

These figures are updated between 7pm and 10pm EST after a trading day.

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