NYMEX Light Sweet Crude Oil Future August 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 |
69.95 |
69.30 |
-0.65 |
-0.9% |
66.83 |
| High |
71.50 |
70.34 |
-1.16 |
-1.6% |
71.50 |
| Low |
69.14 |
66.94 |
-2.20 |
-3.2% |
64.67 |
| Close |
69.93 |
69.24 |
-0.69 |
-1.0% |
69.24 |
| Range |
2.36 |
3.40 |
1.04 |
44.1% |
6.83 |
| ATR |
2.85 |
2.89 |
0.04 |
1.4% |
0.00 |
| Volume |
36,699 |
32,529 |
-4,170 |
-11.4% |
163,228 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.04 |
77.54 |
71.11 |
|
| R3 |
75.64 |
74.14 |
70.18 |
|
| R2 |
72.24 |
72.24 |
69.86 |
|
| R1 |
70.74 |
70.74 |
69.55 |
69.79 |
| PP |
68.84 |
68.84 |
68.84 |
68.37 |
| S1 |
67.34 |
67.34 |
68.93 |
66.39 |
| S2 |
65.44 |
65.44 |
68.62 |
|
| S3 |
62.04 |
63.94 |
68.31 |
|
| S4 |
58.64 |
60.54 |
67.37 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.96 |
85.93 |
73.00 |
|
| R3 |
82.13 |
79.10 |
71.12 |
|
| R2 |
75.30 |
75.30 |
70.49 |
|
| R1 |
72.27 |
72.27 |
69.87 |
73.79 |
| PP |
68.47 |
68.47 |
68.47 |
69.23 |
| S1 |
65.44 |
65.44 |
68.61 |
66.96 |
| S2 |
61.64 |
61.64 |
67.99 |
|
| S3 |
54.81 |
58.61 |
67.36 |
|
| S4 |
47.98 |
51.78 |
65.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.50 |
64.67 |
6.83 |
9.9% |
2.77 |
4.0% |
67% |
False |
False |
32,645 |
| 10 |
77.02 |
64.67 |
12.35 |
17.8% |
3.65 |
5.3% |
37% |
False |
False |
34,634 |
| 20 |
80.31 |
64.67 |
15.64 |
22.6% |
2.93 |
4.2% |
29% |
False |
False |
24,983 |
| 40 |
81.83 |
64.67 |
17.16 |
24.8% |
2.61 |
3.8% |
27% |
False |
False |
20,114 |
| 60 |
82.28 |
64.67 |
17.61 |
25.4% |
2.47 |
3.6% |
26% |
False |
False |
18,897 |
| 80 |
82.28 |
64.67 |
17.61 |
25.4% |
2.41 |
3.5% |
26% |
False |
False |
16,219 |
| 100 |
84.35 |
64.67 |
19.68 |
28.4% |
2.36 |
3.4% |
23% |
False |
False |
14,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.79 |
|
2.618 |
79.24 |
|
1.618 |
75.84 |
|
1.000 |
73.74 |
|
0.618 |
72.44 |
|
HIGH |
70.34 |
|
0.618 |
69.04 |
|
0.500 |
68.64 |
|
0.382 |
68.24 |
|
LOW |
66.94 |
|
0.618 |
64.84 |
|
1.000 |
63.54 |
|
1.618 |
61.44 |
|
2.618 |
58.04 |
|
4.250 |
52.49 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.04 |
69.23 |
| PP |
68.84 |
69.23 |
| S1 |
68.64 |
69.22 |
|