NYMEX Light Sweet Crude Oil Future July 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
74.38 |
79.32 |
4.94 |
6.6% |
69.46 |
| High |
75.76 |
81.52 |
5.76 |
7.6% |
75.76 |
| Low |
73.80 |
78.79 |
4.99 |
6.8% |
69.24 |
| Close |
75.73 |
80.16 |
4.43 |
5.8% |
75.73 |
| Range |
1.96 |
2.73 |
0.77 |
39.3% |
6.52 |
| ATR |
2.73 |
2.95 |
0.22 |
8.0% |
0.00 |
| Volume |
78,421 |
184,680 |
106,259 |
135.5% |
373,918 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.35 |
86.98 |
81.66 |
|
| R3 |
85.62 |
84.25 |
80.91 |
|
| R2 |
82.89 |
82.89 |
80.66 |
|
| R1 |
81.52 |
81.52 |
80.41 |
82.21 |
| PP |
80.16 |
80.16 |
80.16 |
80.50 |
| S1 |
78.79 |
78.79 |
79.91 |
79.48 |
| S2 |
77.43 |
77.43 |
79.66 |
|
| S3 |
74.70 |
76.06 |
79.41 |
|
| S4 |
71.97 |
73.33 |
78.66 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.14 |
90.95 |
79.32 |
|
| R3 |
86.62 |
84.43 |
77.52 |
|
| R2 |
80.10 |
80.10 |
76.93 |
|
| R1 |
77.91 |
77.91 |
76.33 |
79.01 |
| PP |
73.58 |
73.58 |
73.58 |
74.12 |
| S1 |
71.39 |
71.39 |
75.13 |
72.49 |
| S2 |
67.06 |
67.06 |
74.53 |
|
| S3 |
60.54 |
64.87 |
73.94 |
|
| S4 |
54.02 |
58.35 |
72.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.52 |
72.28 |
9.24 |
11.5% |
1.97 |
2.5% |
85% |
True |
False |
96,845 |
| 10 |
81.52 |
67.04 |
14.48 |
18.1% |
2.47 |
3.1% |
91% |
True |
False |
90,597 |
| 20 |
81.52 |
64.66 |
16.86 |
21.0% |
3.08 |
3.8% |
92% |
True |
False |
74,365 |
| 40 |
81.52 |
64.66 |
16.86 |
21.0% |
2.60 |
3.2% |
92% |
True |
False |
52,798 |
| 60 |
82.71 |
64.66 |
18.05 |
22.5% |
2.54 |
3.2% |
86% |
False |
False |
45,381 |
| 80 |
82.71 |
64.66 |
18.05 |
22.5% |
2.50 |
3.1% |
86% |
False |
False |
37,965 |
| 100 |
84.60 |
64.66 |
19.94 |
24.9% |
2.56 |
3.2% |
78% |
False |
False |
32,799 |
| 120 |
85.34 |
64.66 |
20.68 |
25.8% |
2.49 |
3.1% |
75% |
False |
False |
28,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.12 |
|
2.618 |
88.67 |
|
1.618 |
85.94 |
|
1.000 |
84.25 |
|
0.618 |
83.21 |
|
HIGH |
81.52 |
|
0.618 |
80.48 |
|
0.500 |
80.16 |
|
0.382 |
79.83 |
|
LOW |
78.79 |
|
0.618 |
77.10 |
|
1.000 |
76.06 |
|
1.618 |
74.37 |
|
2.618 |
71.64 |
|
4.250 |
67.19 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.16 |
79.14 |
| PP |
80.16 |
78.13 |
| S1 |
80.16 |
77.11 |
|