NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 69.30 69.32 0.02 0.0% 66.83
High 70.34 72.91 2.57 3.7% 71.50
Low 66.94 69.06 2.12 3.2% 64.67
Close 69.24 72.67 3.43 5.0% 69.24
Range 3.40 3.85 0.45 13.2% 6.83
ATR 2.89 2.95 0.07 2.4% 0.00
Volume 32,529 32,018 -511 -1.6% 163,228
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 83.10 81.73 74.79
R3 79.25 77.88 73.73
R2 75.40 75.40 73.38
R1 74.03 74.03 73.02 74.72
PP 71.55 71.55 71.55 71.89
S1 70.18 70.18 72.32 70.87
S2 67.70 67.70 71.96
S3 63.85 66.33 71.61
S4 60.00 62.48 70.55
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 72.91 66.94 5.97 8.2% 2.88 4.0% 96% True False 33,229
10 74.60 64.67 9.93 13.7% 3.56 4.9% 81% False False 35,284
20 80.31 64.67 15.64 21.5% 3.04 4.2% 51% False False 25,980
40 80.31 64.67 15.64 21.5% 2.63 3.6% 51% False False 20,568
60 82.28 64.67 17.61 24.2% 2.49 3.4% 45% False False 19,347
80 82.28 64.67 17.61 24.2% 2.43 3.3% 45% False False 16,523
100 84.35 64.67 19.68 27.1% 2.38 3.3% 41% False False 14,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.27
2.618 82.99
1.618 79.14
1.000 76.76
0.618 75.29
HIGH 72.91
0.618 71.44
0.500 70.99
0.382 70.53
LOW 69.06
0.618 66.68
1.000 65.21
1.618 62.83
2.618 58.98
4.250 52.70
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 72.11 71.76
PP 71.55 70.84
S1 70.99 69.93

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

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