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 |
|
|
|
| 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 |
|