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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.73
Narrowest range in 6 trading days
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

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

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