NYMEX Light Sweet Crude Oil Future July 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 |
69.46 |
-0.21 |
-0.3% |
67.16 |
High |
70.53 |
73.14 |
2.61 |
3.7% |
71.74 |
Low |
67.04 |
69.24 |
2.20 |
3.3% |
64.66 |
Close |
69.40 |
72.88 |
3.48 |
5.0% |
69.40 |
Range |
3.49 |
3.90 |
0.41 |
11.7% |
7.08 |
ATR |
2.99 |
3.06 |
0.06 |
2.2% |
0.00 |
Volume |
81,248 |
74,371 |
-6,877 |
-8.5% |
431,397 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.45 |
82.07 |
75.03 |
|
R3 |
79.55 |
78.17 |
73.95 |
|
R2 |
75.65 |
75.65 |
73.60 |
|
R1 |
74.27 |
74.27 |
73.24 |
74.96 |
PP |
71.75 |
71.75 |
71.75 |
72.10 |
S1 |
70.37 |
70.37 |
72.52 |
71.06 |
S2 |
67.85 |
67.85 |
72.17 |
|
S3 |
63.95 |
66.47 |
71.81 |
|
S4 |
60.05 |
62.57 |
70.74 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.84 |
86.70 |
73.29 |
|
R3 |
82.76 |
79.62 |
71.35 |
|
R2 |
75.68 |
75.68 |
70.70 |
|
R1 |
72.54 |
72.54 |
70.05 |
74.11 |
PP |
68.60 |
68.60 |
68.60 |
69.39 |
S1 |
65.46 |
65.46 |
68.75 |
67.03 |
S2 |
61.52 |
61.52 |
68.10 |
|
S3 |
54.44 |
58.38 |
67.45 |
|
S4 |
47.36 |
51.30 |
65.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.14 |
67.04 |
6.10 |
8.4% |
2.97 |
4.1% |
96% |
True |
False |
84,348 |
10 |
74.91 |
64.66 |
10.25 |
14.1% |
3.67 |
5.0% |
80% |
False |
False |
83,267 |
20 |
80.72 |
64.66 |
16.06 |
22.0% |
3.14 |
4.3% |
51% |
False |
False |
56,683 |
40 |
80.72 |
64.66 |
16.06 |
22.0% |
2.73 |
3.8% |
51% |
False |
False |
43,974 |
60 |
82.71 |
64.66 |
18.05 |
24.8% |
2.62 |
3.6% |
46% |
False |
False |
39,021 |
80 |
82.71 |
64.66 |
18.05 |
24.8% |
2.56 |
3.5% |
46% |
False |
False |
32,916 |
100 |
85.34 |
64.66 |
20.68 |
28.4% |
2.57 |
3.5% |
40% |
False |
False |
28,389 |
120 |
85.34 |
64.66 |
20.68 |
28.4% |
2.51 |
3.4% |
40% |
False |
False |
24,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.72 |
2.618 |
83.35 |
1.618 |
79.45 |
1.000 |
77.04 |
0.618 |
75.55 |
HIGH |
73.14 |
0.618 |
71.65 |
0.500 |
71.19 |
0.382 |
70.73 |
LOW |
69.24 |
0.618 |
66.83 |
1.000 |
65.34 |
1.618 |
62.93 |
2.618 |
59.03 |
4.250 |
52.67 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
72.32 |
71.95 |
PP |
71.75 |
71.02 |
S1 |
71.19 |
70.09 |
|