NYMEX Light Sweet Crude Oil Future July 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 |
74.65 |
71.68 |
-2.97 |
-4.0% |
79.46 |
| High |
74.91 |
72.66 |
-2.25 |
-3.0% |
80.72 |
| Low |
70.98 |
65.91 |
-5.07 |
-7.1% |
74.83 |
| Close |
71.49 |
67.76 |
-3.73 |
-5.2% |
76.65 |
| Range |
3.93 |
6.75 |
2.82 |
71.8% |
5.89 |
| ATR |
2.61 |
2.91 |
0.30 |
11.3% |
0.00 |
| Volume |
48,666 |
93,472 |
44,806 |
92.1% |
146,701 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.03 |
85.14 |
71.47 |
|
| R3 |
82.28 |
78.39 |
69.62 |
|
| R2 |
75.53 |
75.53 |
69.00 |
|
| R1 |
71.64 |
71.64 |
68.38 |
70.21 |
| PP |
68.78 |
68.78 |
68.78 |
68.06 |
| S1 |
64.89 |
64.89 |
67.14 |
63.46 |
| S2 |
62.03 |
62.03 |
66.52 |
|
| S3 |
55.28 |
58.14 |
65.90 |
|
| S4 |
48.53 |
51.39 |
64.05 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.07 |
91.75 |
79.89 |
|
| R3 |
89.18 |
85.86 |
78.27 |
|
| R2 |
83.29 |
83.29 |
77.73 |
|
| R1 |
79.97 |
79.97 |
77.19 |
78.69 |
| PP |
77.40 |
77.40 |
77.40 |
76.76 |
| S1 |
74.08 |
74.08 |
76.11 |
72.80 |
| S2 |
71.51 |
71.51 |
75.57 |
|
| S3 |
65.62 |
68.19 |
75.03 |
|
| S4 |
59.73 |
62.30 |
73.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.99 |
65.91 |
12.08 |
17.8% |
4.08 |
6.0% |
15% |
False |
True |
51,026 |
| 10 |
80.72 |
65.91 |
14.81 |
21.9% |
3.30 |
4.9% |
12% |
False |
True |
38,321 |
| 20 |
80.72 |
65.91 |
14.81 |
21.9% |
2.66 |
3.9% |
12% |
False |
True |
34,354 |
| 40 |
82.71 |
65.91 |
16.80 |
24.8% |
2.53 |
3.7% |
11% |
False |
True |
33,061 |
| 60 |
82.71 |
65.91 |
16.80 |
24.8% |
2.47 |
3.6% |
11% |
False |
True |
29,080 |
| 80 |
82.71 |
65.91 |
16.80 |
24.8% |
2.53 |
3.7% |
11% |
False |
True |
25,549 |
| 100 |
85.34 |
65.91 |
19.43 |
28.7% |
2.46 |
3.6% |
10% |
False |
True |
21,913 |
| 120 |
85.34 |
65.91 |
19.43 |
28.7% |
2.47 |
3.6% |
10% |
False |
True |
19,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.35 |
|
2.618 |
90.33 |
|
1.618 |
83.58 |
|
1.000 |
79.41 |
|
0.618 |
76.83 |
|
HIGH |
72.66 |
|
0.618 |
70.08 |
|
0.500 |
69.29 |
|
0.382 |
68.49 |
|
LOW |
65.91 |
|
0.618 |
61.74 |
|
1.000 |
59.16 |
|
1.618 |
54.99 |
|
2.618 |
48.24 |
|
4.250 |
37.22 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.29 |
71.67 |
| PP |
68.78 |
70.37 |
| S1 |
68.27 |
69.06 |
|