NYMEX Light Sweet Crude Oil Future October 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 |
68.95 |
68.98 |
0.03 |
0.0% |
66.43 |
High |
69.72 |
72.19 |
2.47 |
3.5% |
70.81 |
Low |
66.51 |
68.86 |
2.35 |
3.5% |
64.42 |
Close |
68.68 |
71.98 |
3.30 |
4.8% |
68.68 |
Range |
3.21 |
3.33 |
0.12 |
3.7% |
6.39 |
ATR |
2.64 |
2.70 |
0.06 |
2.4% |
0.00 |
Volume |
17,941 |
12,344 |
-5,597 |
-31.2% |
64,373 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.00 |
79.82 |
73.81 |
|
R3 |
77.67 |
76.49 |
72.90 |
|
R2 |
74.34 |
74.34 |
72.59 |
|
R1 |
73.16 |
73.16 |
72.29 |
73.75 |
PP |
71.01 |
71.01 |
71.01 |
71.31 |
S1 |
69.83 |
69.83 |
71.67 |
70.42 |
S2 |
67.68 |
67.68 |
71.37 |
|
S3 |
64.35 |
66.50 |
71.06 |
|
S4 |
61.02 |
63.17 |
70.15 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.14 |
84.30 |
72.19 |
|
R3 |
80.75 |
77.91 |
70.44 |
|
R2 |
74.36 |
74.36 |
69.85 |
|
R1 |
71.52 |
71.52 |
69.27 |
72.94 |
PP |
67.97 |
67.97 |
67.97 |
68.68 |
S1 |
65.13 |
65.13 |
68.09 |
66.55 |
S2 |
61.58 |
61.58 |
67.51 |
|
S3 |
55.19 |
58.74 |
66.92 |
|
S4 |
48.80 |
52.35 |
65.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.19 |
66.51 |
5.68 |
7.9% |
2.62 |
3.6% |
96% |
True |
False |
13,411 |
10 |
73.79 |
64.42 |
9.37 |
13.0% |
3.26 |
4.5% |
81% |
False |
False |
14,120 |
20 |
79.33 |
64.42 |
14.91 |
20.7% |
2.77 |
3.8% |
51% |
False |
False |
11,058 |
40 |
79.33 |
64.42 |
14.91 |
20.7% |
2.39 |
3.3% |
51% |
False |
False |
9,453 |
60 |
81.03 |
64.42 |
16.61 |
23.1% |
2.23 |
3.1% |
46% |
False |
False |
8,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.34 |
2.618 |
80.91 |
1.618 |
77.58 |
1.000 |
75.52 |
0.618 |
74.25 |
HIGH |
72.19 |
0.618 |
70.92 |
0.500 |
70.53 |
0.382 |
70.13 |
LOW |
68.86 |
0.618 |
66.80 |
1.000 |
65.53 |
1.618 |
63.47 |
2.618 |
60.14 |
4.250 |
54.71 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
71.50 |
71.10 |
PP |
71.01 |
70.23 |
S1 |
70.53 |
69.35 |
|