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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
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

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

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