NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
74.11 |
78.12 |
4.01 |
5.4% |
69.32 |
| High |
75.46 |
81.00 |
5.54 |
7.3% |
75.46 |
| Low |
73.54 |
78.12 |
4.58 |
6.2% |
69.06 |
| Close |
75.44 |
79.64 |
4.20 |
5.6% |
75.44 |
| Range |
1.92 |
2.88 |
0.96 |
50.0% |
6.40 |
| ATR |
2.64 |
2.85 |
0.21 |
7.9% |
0.00 |
| Volume |
44,186 |
83,248 |
39,062 |
88.4% |
160,799 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.23 |
86.81 |
81.22 |
|
| R3 |
85.35 |
83.93 |
80.43 |
|
| R2 |
82.47 |
82.47 |
80.17 |
|
| R1 |
81.05 |
81.05 |
79.90 |
81.76 |
| PP |
79.59 |
79.59 |
79.59 |
79.94 |
| S1 |
78.17 |
78.17 |
79.38 |
78.88 |
| S2 |
76.71 |
76.71 |
79.11 |
|
| S3 |
73.83 |
75.29 |
78.85 |
|
| S4 |
70.95 |
72.41 |
78.06 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.52 |
90.38 |
78.96 |
|
| R3 |
86.12 |
83.98 |
77.20 |
|
| R2 |
79.72 |
79.72 |
76.61 |
|
| R1 |
77.58 |
77.58 |
76.03 |
78.65 |
| PP |
73.32 |
73.32 |
73.32 |
73.86 |
| S1 |
71.18 |
71.18 |
74.85 |
72.25 |
| S2 |
66.92 |
66.92 |
74.27 |
|
| S3 |
60.52 |
64.78 |
73.68 |
|
| S4 |
54.12 |
58.38 |
71.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.00 |
72.11 |
8.89 |
11.2% |
1.95 |
2.4% |
85% |
True |
False |
42,405 |
| 10 |
81.00 |
66.94 |
14.06 |
17.7% |
2.41 |
3.0% |
90% |
True |
False |
37,817 |
| 20 |
81.00 |
64.67 |
16.33 |
20.5% |
2.99 |
3.8% |
92% |
True |
False |
33,065 |
| 40 |
81.00 |
64.67 |
16.33 |
20.5% |
2.50 |
3.1% |
92% |
True |
False |
23,966 |
| 60 |
82.28 |
64.67 |
17.61 |
22.1% |
2.44 |
3.1% |
85% |
False |
False |
21,934 |
| 80 |
82.28 |
64.67 |
17.61 |
22.1% |
2.38 |
3.0% |
85% |
False |
False |
18,618 |
| 100 |
83.64 |
64.67 |
18.97 |
23.8% |
2.41 |
3.0% |
79% |
False |
False |
16,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.24 |
|
2.618 |
88.54 |
|
1.618 |
85.66 |
|
1.000 |
83.88 |
|
0.618 |
82.78 |
|
HIGH |
81.00 |
|
0.618 |
79.90 |
|
0.500 |
79.56 |
|
0.382 |
79.22 |
|
LOW |
78.12 |
|
0.618 |
76.34 |
|
1.000 |
75.24 |
|
1.618 |
73.46 |
|
2.618 |
70.58 |
|
4.250 |
65.88 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.61 |
78.68 |
| PP |
79.59 |
77.71 |
| S1 |
79.56 |
76.75 |
|