NYMEX Light Sweet Crude Oil Future August 2023
Trading Metrics calculated at close of trading on 21-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
66.83 |
67.85 |
1.02 |
1.5% |
76.16 |
High |
67.96 |
69.57 |
1.61 |
2.4% |
77.02 |
Low |
64.67 |
67.07 |
2.40 |
3.7% |
65.65 |
Close |
67.90 |
69.53 |
1.63 |
2.4% |
67.08 |
Range |
3.29 |
2.50 |
-0.79 |
-24.0% |
11.37 |
ATR |
2.96 |
2.93 |
-0.03 |
-1.1% |
0.00 |
Volume |
29,099 |
31,629 |
2,530 |
8.7% |
183,113 |
|
Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.22 |
75.38 |
70.91 |
|
R3 |
73.72 |
72.88 |
70.22 |
|
R2 |
71.22 |
71.22 |
69.99 |
|
R1 |
70.38 |
70.38 |
69.76 |
70.80 |
PP |
68.72 |
68.72 |
68.72 |
68.94 |
S1 |
67.88 |
67.88 |
69.30 |
68.30 |
S2 |
66.22 |
66.22 |
69.07 |
|
S3 |
63.72 |
65.38 |
68.84 |
|
S4 |
61.22 |
62.88 |
68.16 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.03 |
96.92 |
73.33 |
|
R3 |
92.66 |
85.55 |
70.21 |
|
R2 |
81.29 |
81.29 |
69.16 |
|
R1 |
74.18 |
74.18 |
68.12 |
72.05 |
PP |
69.92 |
69.92 |
69.92 |
68.85 |
S1 |
62.81 |
62.81 |
66.04 |
60.68 |
S2 |
58.55 |
58.55 |
65.00 |
|
S3 |
47.18 |
51.44 |
63.95 |
|
S4 |
35.81 |
40.07 |
60.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.40 |
64.67 |
7.73 |
11.1% |
3.98 |
5.7% |
63% |
False |
False |
39,527 |
10 |
77.62 |
64.67 |
12.95 |
18.6% |
3.46 |
5.0% |
38% |
False |
False |
29,915 |
20 |
80.31 |
64.67 |
15.64 |
22.5% |
2.85 |
4.1% |
31% |
False |
False |
22,960 |
40 |
81.90 |
64.67 |
17.23 |
24.8% |
2.54 |
3.7% |
28% |
False |
False |
18,511 |
60 |
82.28 |
64.67 |
17.61 |
25.3% |
2.43 |
3.5% |
28% |
False |
False |
17,437 |
80 |
82.28 |
64.67 |
17.61 |
25.3% |
2.42 |
3.5% |
28% |
False |
False |
15,251 |
100 |
84.35 |
64.67 |
19.68 |
28.3% |
2.33 |
3.3% |
25% |
False |
False |
13,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.20 |
2.618 |
76.12 |
1.618 |
73.62 |
1.000 |
72.07 |
0.618 |
71.12 |
HIGH |
69.57 |
0.618 |
68.62 |
0.500 |
68.32 |
0.382 |
68.03 |
LOW |
67.07 |
0.618 |
65.53 |
1.000 |
64.57 |
1.618 |
63.03 |
2.618 |
60.53 |
4.250 |
56.45 |
|
|
Fisher Pivots for day following 21-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
69.13 |
68.75 |
PP |
68.72 |
67.98 |
S1 |
68.32 |
67.20 |
|