NYMEX Light Sweet Crude Oil Future June 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
73.07 |
74.44 |
1.37 |
1.9% |
69.75 |
| High |
74.72 |
75.83 |
1.11 |
1.5% |
75.83 |
| Low |
72.76 |
73.89 |
1.13 |
1.6% |
69.27 |
| Close |
74.49 |
75.80 |
1.31 |
1.8% |
75.80 |
| Range |
1.96 |
1.94 |
-0.02 |
-1.0% |
6.56 |
| ATR |
2.85 |
2.79 |
-0.07 |
-2.3% |
0.00 |
| Volume |
99,829 |
125,242 |
25,413 |
25.5% |
622,583 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.99 |
80.34 |
76.87 |
|
| R3 |
79.05 |
78.40 |
76.33 |
|
| R2 |
77.11 |
77.11 |
76.16 |
|
| R1 |
76.46 |
76.46 |
75.98 |
76.79 |
| PP |
75.17 |
75.17 |
75.17 |
75.34 |
| S1 |
74.52 |
74.52 |
75.62 |
74.85 |
| S2 |
73.23 |
73.23 |
75.44 |
|
| S3 |
71.29 |
72.58 |
75.27 |
|
| S4 |
69.35 |
70.64 |
74.73 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.31 |
91.12 |
79.41 |
|
| R3 |
86.75 |
84.56 |
77.60 |
|
| R2 |
80.19 |
80.19 |
77.00 |
|
| R1 |
78.00 |
78.00 |
76.40 |
79.10 |
| PP |
73.63 |
73.63 |
73.63 |
74.18 |
| S1 |
71.44 |
71.44 |
75.20 |
72.54 |
| S2 |
67.07 |
67.07 |
74.60 |
|
| S3 |
60.51 |
64.88 |
74.00 |
|
| S4 |
53.95 |
58.32 |
72.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.83 |
69.27 |
6.56 |
8.7% |
2.22 |
2.9% |
100% |
True |
False |
124,516 |
| 10 |
75.83 |
64.58 |
11.25 |
14.8% |
2.57 |
3.4% |
100% |
True |
False |
140,922 |
| 20 |
80.97 |
64.58 |
16.39 |
21.6% |
3.10 |
4.1% |
68% |
False |
False |
136,808 |
| 40 |
80.97 |
64.58 |
16.39 |
21.6% |
2.71 |
3.6% |
68% |
False |
False |
110,660 |
| 60 |
82.98 |
64.58 |
18.40 |
24.3% |
2.62 |
3.5% |
61% |
False |
False |
101,542 |
| 80 |
82.98 |
64.58 |
18.40 |
24.3% |
2.63 |
3.5% |
61% |
False |
False |
90,343 |
| 100 |
86.40 |
64.58 |
21.82 |
28.8% |
2.71 |
3.6% |
51% |
False |
False |
83,062 |
| 120 |
86.40 |
64.58 |
21.82 |
28.8% |
2.68 |
3.5% |
51% |
False |
False |
75,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.08 |
|
2.618 |
80.91 |
|
1.618 |
78.97 |
|
1.000 |
77.77 |
|
0.618 |
77.03 |
|
HIGH |
75.83 |
|
0.618 |
75.09 |
|
0.500 |
74.86 |
|
0.382 |
74.63 |
|
LOW |
73.89 |
|
0.618 |
72.69 |
|
1.000 |
71.95 |
|
1.618 |
70.75 |
|
2.618 |
68.81 |
|
4.250 |
65.65 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.49 |
75.30 |
| PP |
75.17 |
74.80 |
| S1 |
74.86 |
74.30 |
|