NYMEX Light Sweet Crude Oil Future July 2023
Trading Metrics calculated at close of trading on 20-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
68.59 |
67.16 |
-1.43 |
-2.1% |
76.48 |
High |
69.90 |
68.08 |
-1.82 |
-2.6% |
77.43 |
Low |
65.69 |
64.66 |
-1.03 |
-1.6% |
65.69 |
Close |
67.16 |
68.01 |
0.85 |
1.3% |
67.16 |
Range |
4.21 |
3.42 |
-0.79 |
-18.8% |
11.74 |
ATR |
3.05 |
3.07 |
0.03 |
0.9% |
0.00 |
Volume |
127,497 |
84,025 |
-43,472 |
-34.1% |
374,516 |
|
Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.18 |
76.01 |
69.89 |
|
R3 |
73.76 |
72.59 |
68.95 |
|
R2 |
70.34 |
70.34 |
68.64 |
|
R1 |
69.17 |
69.17 |
68.32 |
69.76 |
PP |
66.92 |
66.92 |
66.92 |
67.21 |
S1 |
65.75 |
65.75 |
67.70 |
66.34 |
S2 |
63.50 |
63.50 |
67.38 |
|
S3 |
60.08 |
62.33 |
67.07 |
|
S4 |
56.66 |
58.91 |
66.13 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.31 |
97.98 |
73.62 |
|
R3 |
93.57 |
86.24 |
70.39 |
|
R2 |
81.83 |
81.83 |
69.31 |
|
R1 |
74.50 |
74.50 |
68.24 |
72.30 |
PP |
70.09 |
70.09 |
70.09 |
68.99 |
S1 |
62.76 |
62.76 |
66.08 |
60.56 |
S2 |
58.35 |
58.35 |
65.01 |
|
S3 |
46.61 |
51.02 |
63.93 |
|
S4 |
34.87 |
39.28 |
60.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.91 |
64.66 |
10.25 |
15.1% |
4.37 |
6.4% |
33% |
False |
True |
82,187 |
10 |
80.72 |
64.66 |
16.06 |
23.6% |
3.68 |
5.4% |
21% |
False |
True |
58,134 |
20 |
80.72 |
64.66 |
16.06 |
23.6% |
2.91 |
4.3% |
21% |
False |
True |
44,578 |
40 |
82.71 |
64.66 |
18.05 |
26.5% |
2.62 |
3.9% |
19% |
False |
True |
37,079 |
60 |
82.71 |
64.66 |
18.05 |
26.5% |
2.55 |
3.7% |
19% |
False |
True |
32,867 |
80 |
82.71 |
64.66 |
18.05 |
26.5% |
2.55 |
3.7% |
19% |
False |
True |
28,341 |
100 |
85.34 |
64.66 |
20.68 |
30.4% |
2.51 |
3.7% |
16% |
False |
True |
24,450 |
120 |
85.34 |
64.66 |
20.68 |
30.4% |
2.48 |
3.6% |
16% |
False |
True |
21,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.62 |
2.618 |
77.03 |
1.618 |
73.61 |
1.000 |
71.50 |
0.618 |
70.19 |
HIGH |
68.08 |
0.618 |
66.77 |
0.500 |
66.37 |
0.382 |
65.97 |
LOW |
64.66 |
0.618 |
62.55 |
1.000 |
61.24 |
1.618 |
59.13 |
2.618 |
55.71 |
4.250 |
50.13 |
|
|
Fisher Pivots for day following 20-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
67.46 |
67.77 |
PP |
66.92 |
67.52 |
S1 |
66.37 |
67.28 |
|