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
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 0.82
Narrowest range in 7 trading days
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

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

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