NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 20-Mar-2023

Day Change Summary
	Previous	Current
	17-Mar-2023	20-Mar-2023	Change	Change %	Previous Week
Open	68.38	66.83	-1.55	-2.3%	76.16
High	69.73	67.96	-1.77	-2.5%	77.02
Low	65.65	64.67	-0.98	-1.5%	65.65
Close	67.08	67.90	0.82	1.2%	67.08
Range	4.08	3.29	-0.79	-19.4%	11.37
ATR	2.94	2.96	0.03	0.9%	0.00
Volume	63,773	29,099	-34,674	-54.4%	183,113

Daily Pivots for day following 20-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.71	75.60	69.71
R3	73.42	72.31	68.80
R2	70.13	70.13	68.50
R1	69.02	69.02	68.20	69.58
PP	66.84	66.84	66.84	67.12
S1	65.73	65.73	67.60	66.29
S2	63.55	63.55	67.30
S3	60.26	62.44	67.00
S4	56.97	59.15	66.09

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	104.03	96.92	73.33
R3	92.66	85.55	70.21
R2	81.29	81.29	69.16
R1	74.18	74.18	68.12	72.05
PP	69.92	69.92	69.92	68.85
S1	62.81	62.81	66.04	60.68
S2	58.55	58.55	65.00
S3	47.18	51.44	63.95
S4	35.81	40.07	60.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.60	64.67	9.93	14.6%	4.24	6.2%	33%	False	True	37,340
10	80.31	64.67	15.64	23.0%	3.57	5.3%	21%	False	True	28,313
20	80.31	64.67	15.64	23.0%	2.81	4.1%	21%	False	True	21,976
40	82.28	64.67	17.61	25.9%	2.52	3.7%	18%	False	True	18,306
60	82.28	64.67	17.61	25.9%	2.43	3.6%	18%	False	True	17,048
80	82.28	64.67	17.61	25.9%	2.40	3.5%	18%	False	True	14,913
100	84.35	64.67	19.68	29.0%	2.32	3.4%	16%	False	True	12,879

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.77
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	81.94
2.618	76.57
1.618	73.28
1.000	71.25
0.618	69.99
HIGH	67.96
0.618	66.70
0.500	66.32
0.382	65.93
LOW	64.67
0.618	62.64
1.000	61.38
1.618	59.35
2.618	56.06
4.250	50.69

Fisher Pivots for day following 20-Mar-2023
Pivot	1 day	3 day
R1	67.37	67.67
PP	66.84	67.43
S1	66.32	67.20

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These figures are updated between 7pm and 10pm EST after a trading day.

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