NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
69.32 |
72.63 |
3.31 |
4.8% |
66.83 |
| High |
72.91 |
73.70 |
0.79 |
1.1% |
71.50 |
| Low |
69.06 |
72.11 |
3.05 |
4.4% |
64.67 |
| Close |
72.67 |
73.06 |
0.39 |
0.5% |
69.24 |
| Range |
3.85 |
1.59 |
-2.26 |
-58.7% |
6.83 |
| ATR |
2.95 |
2.86 |
-0.10 |
-3.3% |
0.00 |
| Volume |
32,018 |
23,387 |
-8,631 |
-27.0% |
163,228 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.73 |
76.98 |
73.93 |
|
| R3 |
76.14 |
75.39 |
73.50 |
|
| R2 |
74.55 |
74.55 |
73.35 |
|
| R1 |
73.80 |
73.80 |
73.21 |
74.18 |
| PP |
72.96 |
72.96 |
72.96 |
73.14 |
| S1 |
72.21 |
72.21 |
72.91 |
72.59 |
| S2 |
71.37 |
71.37 |
72.77 |
|
| S3 |
69.78 |
70.62 |
72.62 |
|
| S4 |
68.19 |
69.03 |
72.19 |
|
|
| 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 |
73.70 |
66.94 |
6.76 |
9.3% |
2.70 |
3.7% |
91% |
True |
False |
31,581 |
| 10 |
73.70 |
64.67 |
9.03 |
12.4% |
3.34 |
4.6% |
93% |
True |
False |
35,554 |
| 20 |
80.31 |
64.67 |
15.64 |
21.4% |
3.02 |
4.1% |
54% |
False |
False |
26,495 |
| 40 |
80.31 |
64.67 |
15.64 |
21.4% |
2.60 |
3.6% |
54% |
False |
False |
20,864 |
| 60 |
82.28 |
64.67 |
17.61 |
24.1% |
2.49 |
3.4% |
48% |
False |
False |
19,662 |
| 80 |
82.28 |
64.67 |
17.61 |
24.1% |
2.42 |
3.3% |
48% |
False |
False |
16,744 |
| 100 |
84.35 |
64.67 |
19.68 |
26.9% |
2.39 |
3.3% |
43% |
False |
False |
14,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.46 |
|
2.618 |
77.86 |
|
1.618 |
76.27 |
|
1.000 |
75.29 |
|
0.618 |
74.68 |
|
HIGH |
73.70 |
|
0.618 |
73.09 |
|
0.500 |
72.91 |
|
0.382 |
72.72 |
|
LOW |
72.11 |
|
0.618 |
71.13 |
|
1.000 |
70.52 |
|
1.618 |
69.54 |
|
2.618 |
67.95 |
|
4.250 |
65.35 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.01 |
72.15 |
| PP |
72.96 |
71.23 |
| S1 |
72.91 |
70.32 |
|