NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 20-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
68.14 |
66.81 |
-1.33 |
-2.0% |
76.00 |
High |
69.48 |
67.77 |
-1.71 |
-2.5% |
76.51 |
Low |
65.55 |
64.60 |
-0.95 |
-1.4% |
65.55 |
Close |
66.92 |
67.71 |
0.79 |
1.2% |
66.92 |
Range |
3.93 |
3.17 |
-0.76 |
-19.3% |
10.96 |
ATR |
2.88 |
2.90 |
0.02 |
0.7% |
0.00 |
Volume |
64,662 |
45,295 |
-19,367 |
-30.0% |
239,323 |
|
Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.20 |
75.13 |
69.45 |
|
R3 |
73.03 |
71.96 |
68.58 |
|
R2 |
69.86 |
69.86 |
68.29 |
|
R1 |
68.79 |
68.79 |
68.00 |
69.33 |
PP |
66.69 |
66.69 |
66.69 |
66.96 |
S1 |
65.62 |
65.62 |
67.42 |
66.16 |
S2 |
63.52 |
63.52 |
67.13 |
|
S3 |
60.35 |
62.45 |
66.84 |
|
S4 |
57.18 |
59.28 |
65.97 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.54 |
95.69 |
72.95 |
|
R3 |
91.58 |
84.73 |
69.93 |
|
R2 |
80.62 |
80.62 |
68.93 |
|
R1 |
73.77 |
73.77 |
67.92 |
71.72 |
PP |
69.66 |
69.66 |
69.66 |
68.63 |
S1 |
62.81 |
62.81 |
65.92 |
60.76 |
S2 |
58.70 |
58.70 |
64.91 |
|
S3 |
47.74 |
51.85 |
63.91 |
|
S4 |
36.78 |
40.89 |
60.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.17 |
64.60 |
9.57 |
14.1% |
4.13 |
6.1% |
32% |
False |
True |
51,032 |
10 |
79.86 |
64.60 |
15.26 |
22.5% |
3.49 |
5.1% |
20% |
False |
True |
37,441 |
20 |
79.86 |
64.60 |
15.26 |
22.5% |
2.75 |
4.1% |
20% |
False |
True |
29,534 |
40 |
81.75 |
64.60 |
17.15 |
25.3% |
2.47 |
3.6% |
18% |
False |
True |
26,312 |
60 |
81.75 |
64.60 |
17.15 |
25.3% |
2.39 |
3.5% |
18% |
False |
True |
24,671 |
80 |
81.75 |
64.60 |
17.15 |
25.3% |
2.37 |
3.5% |
18% |
False |
True |
22,903 |
100 |
83.59 |
64.60 |
18.99 |
28.0% |
2.35 |
3.5% |
16% |
False |
True |
20,301 |
120 |
83.59 |
64.60 |
18.99 |
28.0% |
2.34 |
3.5% |
16% |
False |
True |
18,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.24 |
2.618 |
76.07 |
1.618 |
72.90 |
1.000 |
70.94 |
0.618 |
69.73 |
HIGH |
67.77 |
0.618 |
66.56 |
0.500 |
66.19 |
0.382 |
65.81 |
LOW |
64.60 |
0.618 |
62.64 |
1.000 |
61.43 |
1.618 |
59.47 |
2.618 |
56.30 |
4.250 |
51.13 |
|
|
Fisher Pivots for day following 20-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
67.20 |
67.49 |
PP |
66.69 |
67.26 |
S1 |
66.19 |
67.04 |
|