NYMEX Light Sweet Crude Oil Future July 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
70.05 |
69.67 |
-0.38 |
-0.5% |
67.16 |
| High |
71.74 |
70.53 |
-1.21 |
-1.7% |
71.74 |
| Low |
69.30 |
67.04 |
-2.26 |
-3.3% |
64.66 |
| Close |
70.11 |
69.40 |
-0.71 |
-1.0% |
69.40 |
| Range |
2.44 |
3.49 |
1.05 |
43.0% |
7.08 |
| ATR |
2.95 |
2.99 |
0.04 |
1.3% |
0.00 |
| Volume |
98,953 |
81,248 |
-17,705 |
-17.9% |
431,397 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.46 |
77.92 |
71.32 |
|
| R3 |
75.97 |
74.43 |
70.36 |
|
| R2 |
72.48 |
72.48 |
70.04 |
|
| R1 |
70.94 |
70.94 |
69.72 |
69.97 |
| PP |
68.99 |
68.99 |
68.99 |
68.50 |
| S1 |
67.45 |
67.45 |
69.08 |
66.48 |
| S2 |
65.50 |
65.50 |
68.76 |
|
| S3 |
62.01 |
63.96 |
68.44 |
|
| S4 |
58.52 |
60.47 |
67.48 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.84 |
86.70 |
73.29 |
|
| R3 |
82.76 |
79.62 |
71.35 |
|
| R2 |
75.68 |
75.68 |
70.70 |
|
| R1 |
72.54 |
72.54 |
70.05 |
74.11 |
| PP |
68.60 |
68.60 |
68.60 |
69.39 |
| S1 |
65.46 |
65.46 |
68.75 |
67.03 |
| S2 |
61.52 |
61.52 |
68.10 |
|
| S3 |
54.44 |
58.38 |
67.45 |
|
| S4 |
47.36 |
51.30 |
65.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.74 |
64.66 |
7.08 |
10.2% |
2.87 |
4.1% |
67% |
False |
False |
86,279 |
| 10 |
77.43 |
64.66 |
12.77 |
18.4% |
3.78 |
5.5% |
37% |
False |
False |
80,591 |
| 20 |
80.72 |
64.66 |
16.06 |
23.1% |
3.03 |
4.4% |
30% |
False |
False |
54,002 |
| 40 |
82.34 |
64.66 |
17.68 |
25.5% |
2.71 |
3.9% |
27% |
False |
False |
42,789 |
| 60 |
82.71 |
64.66 |
18.05 |
26.0% |
2.59 |
3.7% |
26% |
False |
False |
37,880 |
| 80 |
82.71 |
64.66 |
18.05 |
26.0% |
2.55 |
3.7% |
26% |
False |
False |
32,132 |
| 100 |
85.34 |
64.66 |
20.68 |
29.8% |
2.54 |
3.7% |
23% |
False |
False |
27,693 |
| 120 |
85.34 |
64.66 |
20.68 |
29.8% |
2.49 |
3.6% |
23% |
False |
False |
24,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.36 |
|
2.618 |
79.67 |
|
1.618 |
76.18 |
|
1.000 |
74.02 |
|
0.618 |
72.69 |
|
HIGH |
70.53 |
|
0.618 |
69.20 |
|
0.500 |
68.79 |
|
0.382 |
68.37 |
|
LOW |
67.04 |
|
0.618 |
64.88 |
|
1.000 |
63.55 |
|
1.618 |
61.39 |
|
2.618 |
57.90 |
|
4.250 |
52.21 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.20 |
69.40 |
| PP |
68.99 |
69.39 |
| S1 |
68.79 |
69.39 |
|