NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 15-Mar-2023
Day Change Summary
Previous Current
14-Mar-2023 15-Mar-2023 Change Change % Previous Week
Open 74.11 71.29 -2.82 -3.8% 78.67
High 74.17 72.06 -2.11 -2.8% 79.86
Low 70.50 65.61 -4.89 -6.9% 74.16
Close 71.00 67.37 -3.63 -5.1% 75.92
Range 3.67 6.45 2.78 75.7% 5.70
ATR 2.46 2.75 0.28 11.6% 0.00
Volume 27,285 75,589 48,304 177.0% 110,056
Daily Pivots for day following 15-Mar-2023
Classic Woodie Camarilla DeMark
R4 87.70 83.98 70.92
R3 81.25 77.53 69.14
R2 74.80 74.80 68.55
R1 71.08 71.08 67.96 69.72
PP 68.35 68.35 68.35 67.66
S1 64.63 64.63 66.78 63.27
S2 61.90 61.90 66.19
S3 55.45 58.18 65.60
S4 49.00 51.73 63.82
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 93.75 90.53 79.06
R3 88.05 84.83 77.49
R2 82.35 82.35 76.97
R1 79.13 79.13 76.44 77.89
PP 76.65 76.65 76.65 76.03
S1 73.43 73.43 75.40 72.19
S2 70.95 70.95 74.88
S3 65.25 67.73 74.35
S4 59.55 62.03 72.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.20 65.61 11.59 17.2% 3.86 5.7% 15% False True 35,739
10 79.86 65.61 14.25 21.2% 3.13 4.6% 12% False True 28,157
20 79.86 65.61 14.25 21.2% 2.51 3.7% 12% False True 24,748
40 81.75 65.61 16.14 24.0% 2.38 3.5% 11% False True 25,034
60 81.75 65.61 16.14 24.0% 2.31 3.4% 11% False True 22,793
80 81.75 65.61 16.14 24.0% 2.35 3.5% 11% False True 21,764
100 83.59 65.61 17.98 26.7% 2.31 3.4% 10% False True 18,991
120 83.59 65.61 17.98 26.7% 2.34 3.5% 10% False True 16,913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 175 trading days
Fibonacci Retracements and Extensions
4.250 99.47
2.618 88.95
1.618 82.50
1.000 78.51
0.618 76.05
HIGH 72.06
0.618 69.60
0.500 68.84
0.382 68.07
LOW 65.61
0.618 61.62
1.000 59.16
1.618 55.17
2.618 48.72
4.250 38.20
Fisher Pivots for day following 15-Mar-2023
Pivot 1 day 3 day
R1 68.84 71.06
PP 68.35 69.83
S1 67.86 68.60

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

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