NYMEX Light Sweet Crude Oil Future June 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 69.67 69.75 0.08 0.1% 67.07
High 70.53 73.20 2.67 3.8% 71.79
Low 67.02 69.27 2.25 3.4% 64.58
Close 69.41 72.93 3.52 5.1% 69.41
Range 3.51 3.93 0.42 12.0% 7.21
ATR 3.06 3.13 0.06 2.0% 0.00
Volume 153,649 125,005 -28,644 -18.6% 786,643
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 83.59 82.19 75.09
R3 79.66 78.26 74.01
R2 75.73 75.73 73.65
R1 74.33 74.33 73.29 75.03
PP 71.80 71.80 71.80 72.15
S1 70.40 70.40 72.57 71.10
S2 67.87 67.87 72.21
S3 63.94 66.47 71.85
S4 60.01 62.54 70.77
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 90.22 87.03 73.38
R3 83.01 79.82 71.39
R2 75.80 75.80 70.73
R1 72.61 72.61 70.07 74.21
PP 68.59 68.59 68.59 69.39
S1 65.40 65.40 68.75 67.00
S2 61.38 61.38 68.09
S3 54.17 58.19 67.43
S4 46.96 50.98 65.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.20 67.02 6.18 8.5% 3.02 4.1% 96% True False 151,776
10 75.06 64.58 10.48 14.4% 3.74 5.1% 80% False False 166,425
20 80.97 64.58 16.39 22.5% 3.20 4.4% 51% False False 127,883
40 80.97 64.58 16.39 22.5% 2.81 3.9% 51% False False 105,190
60 82.98 64.58 18.40 25.2% 2.72 3.7% 45% False False 97,217
80 82.98 64.58 18.40 25.2% 2.69 3.7% 45% False False 86,776
100 86.40 64.58 21.82 29.9% 2.74 3.8% 38% False False 79,811
120 86.40 64.58 21.82 29.9% 2.72 3.7% 38% False False 72,597
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 0.81
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.90
2.618 83.49
1.618 79.56
1.000 77.13
0.618 75.63
HIGH 73.20
0.618 71.70
0.500 71.24
0.382 70.77
LOW 69.27
0.618 66.84
1.000 65.34
1.618 62.91
2.618 58.98
4.250 52.57
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 72.37 71.99
PP 71.80 71.05
S1 71.24 70.11

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

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