NYMEX Light Sweet Crude Oil Future June 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 69.75 72.93 3.18 4.6% 67.07
High 73.20 74.04 0.84 1.1% 71.79
Low 69.27 72.33 3.06 4.4% 64.58
Close 72.93 73.34 0.41 0.6% 69.41
Range 3.93 1.71 -2.22 -56.5% 7.21
ATR 3.13 3.02 -0.10 -3.2% 0.00
Volume 125,005 138,513 13,508 10.8% 786,643
Daily Pivots for day following 28-Mar-2023
Classic Woodie Camarilla DeMark
R4 78.37 77.56 74.28
R3 76.66 75.85 73.81
R2 74.95 74.95 73.65
R1 74.14 74.14 73.50 74.55
PP 73.24 73.24 73.24 73.44
S1 72.43 72.43 73.18 72.84
S2 71.53 71.53 73.03
S3 69.82 70.72 72.87
S4 68.11 69.01 72.40
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 74.04 67.02 7.02 9.6% 2.81 3.8% 90% True False 146,360
10 74.04 64.58 9.46 12.9% 3.51 4.8% 93% True False 165,896
20 80.97 64.58 16.39 22.3% 3.18 4.3% 53% False False 130,595
40 80.97 64.58 16.39 22.3% 2.78 3.8% 53% False False 107,210
60 82.98 64.58 18.40 25.1% 2.72 3.7% 48% False False 98,997
80 82.98 64.58 18.40 25.1% 2.68 3.6% 48% False False 87,944
100 86.40 64.58 21.82 29.8% 2.73 3.7% 40% False False 80,837
120 86.40 64.58 21.82 29.8% 2.71 3.7% 40% False False 73,387
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 81.31
2.618 78.52
1.618 76.81
1.000 75.75
0.618 75.10
HIGH 74.04
0.618 73.39
0.500 73.19
0.382 72.98
LOW 72.33
0.618 71.27
1.000 70.62
1.618 69.56
2.618 67.85
4.250 65.06
Fisher Pivots for day following 28-Mar-2023
Pivot 1 day 3 day
R1 73.29 72.40
PP 73.24 71.47
S1 73.19 70.53

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

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