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 |
|
|
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 |
|