NYMEX Light Sweet Crude Oil Future June 2023


Trading Metrics calculated at close of trading on 31-Mar-2023
Day Change Summary
Previous Current
30-Mar-2023 31-Mar-2023 Change Change % Previous Week
Open 73.07 74.44 1.37 1.9% 69.75
High 74.72 75.83 1.11 1.5% 75.83
Low 72.76 73.89 1.13 1.6% 69.27
Close 74.49 75.80 1.31 1.8% 75.80
Range 1.96 1.94 -0.02 -1.0% 6.56
ATR 2.85 2.79 -0.07 -2.3% 0.00
Volume 99,829 125,242 25,413 25.5% 622,583
Daily Pivots for day following 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 80.99 80.34 76.87
R3 79.05 78.40 76.33
R2 77.11 77.11 76.16
R1 76.46 76.46 75.98 76.79
PP 75.17 75.17 75.17 75.34
S1 74.52 74.52 75.62 74.85
S2 73.23 73.23 75.44
S3 71.29 72.58 75.27
S4 69.35 70.64 74.73
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 93.31 91.12 79.41
R3 86.75 84.56 77.60
R2 80.19 80.19 77.00
R1 78.00 78.00 76.40 79.10
PP 73.63 73.63 73.63 74.18
S1 71.44 71.44 75.20 72.54
S2 67.07 67.07 74.60
S3 60.51 64.88 74.00
S4 53.95 58.32 72.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.83 69.27 6.56 8.7% 2.22 2.9% 100% True False 124,516
10 75.83 64.58 11.25 14.8% 2.57 3.4% 100% True False 140,922
20 80.97 64.58 16.39 21.6% 3.10 4.1% 68% False False 136,808
40 80.97 64.58 16.39 21.6% 2.71 3.6% 68% False False 110,660
60 82.98 64.58 18.40 24.3% 2.62 3.5% 61% False False 101,542
80 82.98 64.58 18.40 24.3% 2.63 3.5% 61% False False 90,343
100 86.40 64.58 21.82 28.8% 2.71 3.6% 51% False False 83,062
120 86.40 64.58 21.82 28.8% 2.68 3.5% 51% False False 75,335
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.08
2.618 80.91
1.618 78.97
1.000 77.77
0.618 77.03
HIGH 75.83
0.618 75.09
0.500 74.86
0.382 74.63
LOW 73.89
0.618 72.69
1.000 71.95
1.618 70.75
2.618 68.81
4.250 65.65
Fisher Pivots for day following 31-Mar-2023
Pivot 1 day 3 day
R1 75.49 75.30
PP 75.17 74.80
S1 74.86 74.30

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

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