NYMEX Light Sweet Crude Oil Future July 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
69.46 |
72.88 |
3.42 |
4.9% |
67.16 |
| High |
73.14 |
73.97 |
0.83 |
1.1% |
71.74 |
| Low |
69.24 |
72.28 |
3.04 |
4.4% |
64.66 |
| Close |
72.88 |
73.29 |
0.41 |
0.6% |
69.40 |
| Range |
3.90 |
1.69 |
-2.21 |
-56.7% |
7.08 |
| ATR |
3.06 |
2.96 |
-0.10 |
-3.2% |
0.00 |
| Volume |
74,371 |
83,630 |
9,259 |
12.4% |
431,397 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.25 |
77.46 |
74.22 |
|
| R3 |
76.56 |
75.77 |
73.75 |
|
| R2 |
74.87 |
74.87 |
73.60 |
|
| R1 |
74.08 |
74.08 |
73.44 |
74.48 |
| PP |
73.18 |
73.18 |
73.18 |
73.38 |
| S1 |
72.39 |
72.39 |
73.14 |
72.79 |
| S2 |
71.49 |
71.49 |
72.98 |
|
| S3 |
69.80 |
70.70 |
72.83 |
|
| S4 |
68.11 |
69.01 |
72.36 |
|
|
| 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 |
73.97 |
67.04 |
6.93 |
9.5% |
2.78 |
3.8% |
90% |
True |
False |
84,499 |
| 10 |
73.97 |
64.66 |
9.31 |
12.7% |
3.45 |
4.7% |
93% |
True |
False |
86,764 |
| 20 |
80.72 |
64.66 |
16.06 |
21.9% |
3.12 |
4.3% |
54% |
False |
False |
59,100 |
| 40 |
80.72 |
64.66 |
16.06 |
21.9% |
2.71 |
3.7% |
54% |
False |
False |
45,512 |
| 60 |
82.71 |
64.66 |
18.05 |
24.6% |
2.62 |
3.6% |
48% |
False |
False |
40,284 |
| 80 |
82.71 |
64.66 |
18.05 |
24.6% |
2.55 |
3.5% |
48% |
False |
False |
33,831 |
| 100 |
85.34 |
64.66 |
20.68 |
28.2% |
2.56 |
3.5% |
42% |
False |
False |
29,181 |
| 120 |
85.34 |
64.66 |
20.68 |
28.2% |
2.50 |
3.4% |
42% |
False |
False |
25,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.15 |
|
2.618 |
78.39 |
|
1.618 |
76.70 |
|
1.000 |
75.66 |
|
0.618 |
75.01 |
|
HIGH |
73.97 |
|
0.618 |
73.32 |
|
0.500 |
73.13 |
|
0.382 |
72.93 |
|
LOW |
72.28 |
|
0.618 |
71.24 |
|
1.000 |
70.59 |
|
1.618 |
69.55 |
|
2.618 |
67.86 |
|
4.250 |
65.10 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.24 |
72.36 |
| PP |
73.18 |
71.43 |
| S1 |
73.13 |
70.51 |
|