NYMEX Light Sweet Crude Oil Future July 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
67.16 |
68.04 |
0.88 |
1.3% |
76.48 |
| High |
68.08 |
69.79 |
1.71 |
2.5% |
77.43 |
| Low |
64.66 |
67.14 |
2.48 |
3.8% |
65.69 |
| Close |
68.01 |
69.72 |
1.71 |
2.5% |
67.16 |
| Range |
3.42 |
2.65 |
-0.77 |
-22.5% |
11.74 |
| ATR |
3.07 |
3.04 |
-0.03 |
-1.0% |
0.00 |
| Volume |
84,025 |
82,877 |
-1,148 |
-1.4% |
374,516 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.83 |
75.93 |
71.18 |
|
| R3 |
74.18 |
73.28 |
70.45 |
|
| R2 |
71.53 |
71.53 |
70.21 |
|
| R1 |
70.63 |
70.63 |
69.96 |
71.08 |
| PP |
68.88 |
68.88 |
68.88 |
69.11 |
| S1 |
67.98 |
67.98 |
69.48 |
68.43 |
| S2 |
66.23 |
66.23 |
69.23 |
|
| S3 |
63.58 |
65.33 |
68.99 |
|
| S4 |
60.93 |
62.68 |
68.26 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.31 |
97.98 |
73.62 |
|
| R3 |
93.57 |
86.24 |
70.39 |
|
| R2 |
81.83 |
81.83 |
69.31 |
|
| R1 |
74.50 |
74.50 |
68.24 |
72.30 |
| PP |
70.09 |
70.09 |
70.09 |
68.99 |
| S1 |
62.76 |
62.76 |
66.08 |
60.56 |
| S2 |
58.35 |
58.35 |
65.01 |
|
| S3 |
46.61 |
51.02 |
63.93 |
|
| S4 |
34.87 |
39.28 |
60.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.66 |
64.66 |
8.00 |
11.5% |
4.12 |
5.9% |
63% |
False |
False |
89,029 |
| 10 |
77.99 |
64.66 |
13.33 |
19.1% |
3.58 |
5.1% |
38% |
False |
False |
63,241 |
| 20 |
80.72 |
64.66 |
16.06 |
23.0% |
2.95 |
4.2% |
32% |
False |
False |
47,257 |
| 40 |
82.34 |
64.66 |
17.68 |
25.4% |
2.65 |
3.8% |
29% |
False |
False |
38,098 |
| 60 |
82.71 |
64.66 |
18.05 |
25.9% |
2.55 |
3.7% |
28% |
False |
False |
33,965 |
| 80 |
82.71 |
64.66 |
18.05 |
25.9% |
2.56 |
3.7% |
28% |
False |
False |
29,283 |
| 100 |
85.34 |
64.66 |
20.68 |
29.7% |
2.51 |
3.6% |
24% |
False |
False |
25,245 |
| 120 |
85.34 |
64.66 |
20.68 |
29.7% |
2.49 |
3.6% |
24% |
False |
False |
22,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.05 |
|
2.618 |
76.73 |
|
1.618 |
74.08 |
|
1.000 |
72.44 |
|
0.618 |
71.43 |
|
HIGH |
69.79 |
|
0.618 |
68.78 |
|
0.500 |
68.47 |
|
0.382 |
68.15 |
|
LOW |
67.14 |
|
0.618 |
65.50 |
|
1.000 |
64.49 |
|
1.618 |
62.85 |
|
2.618 |
60.20 |
|
4.250 |
55.88 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.30 |
68.91 |
| PP |
68.88 |
68.09 |
| S1 |
68.47 |
67.28 |
|