NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 73.72 76.42 2.70 3.7% 69.49
High 75.03 80.39 5.36 7.1% 75.03
Low 73.17 76.42 3.25 4.4% 68.80
Close 75.00 78.98 3.98 5.3% 75.00
Range 1.86 3.97 2.11 113.4% 6.23
ATR 2.58 2.78 0.20 7.8% 0.00
Volume 48,604 92,427 43,823 90.2% 193,930
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 90.51 88.71 81.16
R3 86.54 84.74 80.07
R2 82.57 82.57 79.71
R1 80.77 80.77 79.34 81.67
PP 78.60 78.60 78.60 79.05
S1 76.80 76.80 78.62 77.70
S2 74.63 74.63 78.25
S3 70.66 72.83 77.89
S4 66.69 68.86 76.80
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 91.63 89.55 78.43
R3 85.40 83.32 76.71
R2 79.17 79.17 76.14
R1 77.09 77.09 75.57 78.13
PP 72.94 72.94 72.94 73.47
S1 70.86 70.86 74.43 71.90
S2 66.71 66.71 73.86
S3 60.48 64.63 73.29
S4 54.25 58.40 71.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.39 71.77 8.62 10.9% 2.13 2.7% 84% True False 47,830
10 80.39 66.80 13.59 17.2% 2.47 3.1% 90% True False 42,258
20 80.39 64.60 15.79 20.0% 2.98 3.8% 91% True False 39,849
40 80.39 64.60 15.79 20.0% 2.48 3.1% 91% True False 31,141
60 81.75 64.60 17.15 21.7% 2.41 3.1% 84% False False 29,405
80 81.75 64.60 17.15 21.7% 2.36 3.0% 84% False False 26,067
100 82.83 64.60 18.23 23.1% 2.41 3.0% 79% False False 23,822
120 83.59 64.60 18.99 24.0% 2.35 3.0% 76% False False 20,984
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 0.55
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 97.26
2.618 90.78
1.618 86.81
1.000 84.36
0.618 82.84
HIGH 80.39
0.618 78.87
0.500 78.41
0.382 77.94
LOW 76.42
0.618 73.97
1.000 72.45
1.618 70.00
2.618 66.03
4.250 59.55
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 78.79 78.08
PP 78.60 77.17
S1 78.41 76.27

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

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