NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 27-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
69.18 |
69.49 |
0.31 |
0.4% |
66.81 |
High |
70.07 |
72.58 |
2.51 |
3.6% |
71.20 |
Low |
66.80 |
68.80 |
2.00 |
3.0% |
64.60 |
Close |
68.98 |
72.35 |
3.37 |
4.9% |
68.98 |
Range |
3.27 |
3.78 |
0.51 |
15.6% |
6.60 |
ATR |
2.82 |
2.89 |
0.07 |
2.4% |
0.00 |
Volume |
38,443 |
47,203 |
8,760 |
22.8% |
181,523 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.58 |
81.25 |
74.43 |
|
R3 |
78.80 |
77.47 |
73.39 |
|
R2 |
75.02 |
75.02 |
73.04 |
|
R1 |
73.69 |
73.69 |
72.70 |
74.36 |
PP |
71.24 |
71.24 |
71.24 |
71.58 |
S1 |
69.91 |
69.91 |
72.00 |
70.58 |
S2 |
67.46 |
67.46 |
71.66 |
|
S3 |
63.68 |
66.13 |
71.31 |
|
S4 |
59.90 |
62.35 |
70.27 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.06 |
85.12 |
72.61 |
|
R3 |
81.46 |
78.52 |
70.80 |
|
R2 |
74.86 |
74.86 |
70.19 |
|
R1 |
71.92 |
71.92 |
69.59 |
73.39 |
PP |
68.26 |
68.26 |
68.26 |
69.00 |
S1 |
65.32 |
65.32 |
68.38 |
66.79 |
S2 |
61.66 |
61.66 |
67.77 |
|
S3 |
55.06 |
58.72 |
67.17 |
|
S4 |
48.46 |
52.12 |
65.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.58 |
66.80 |
5.78 |
8.0% |
2.80 |
3.9% |
96% |
True |
False |
36,686 |
10 |
74.17 |
64.60 |
9.57 |
13.2% |
3.47 |
4.8% |
81% |
False |
False |
43,859 |
20 |
79.86 |
64.60 |
15.26 |
21.1% |
2.97 |
4.1% |
51% |
False |
False |
33,265 |
40 |
79.86 |
64.60 |
15.26 |
21.1% |
2.57 |
3.6% |
51% |
False |
False |
27,929 |
60 |
81.75 |
64.60 |
17.15 |
23.7% |
2.45 |
3.4% |
45% |
False |
False |
26,797 |
80 |
81.75 |
64.60 |
17.15 |
23.7% |
2.40 |
3.3% |
45% |
False |
False |
24,267 |
100 |
83.59 |
64.60 |
18.99 |
26.2% |
2.41 |
3.3% |
41% |
False |
False |
21,825 |
120 |
83.59 |
64.60 |
18.99 |
26.2% |
2.37 |
3.3% |
41% |
False |
False |
19,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.65 |
2.618 |
82.48 |
1.618 |
78.70 |
1.000 |
76.36 |
0.618 |
74.92 |
HIGH |
72.58 |
0.618 |
71.14 |
0.500 |
70.69 |
0.382 |
70.24 |
LOW |
68.80 |
0.618 |
66.46 |
1.000 |
65.02 |
1.618 |
62.68 |
2.618 |
58.90 |
4.250 |
52.74 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
71.80 |
71.46 |
PP |
71.24 |
70.58 |
S1 |
70.69 |
69.69 |
|