NYMEX Light Sweet Crude Oil Future November 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 68.88 68.29 -0.59 -0.9% 66.31
High 69.36 71.76 2.40 3.5% 70.43
Low 66.22 68.29 2.07 3.1% 64.29
Close 68.39 71.63 3.24 4.7% 68.39
Range 3.14 3.47 0.33 10.5% 6.14
ATR 2.51 2.58 0.07 2.7% 0.00
Volume 9,590 6,730 -2,860 -29.8% 37,119
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 80.97 79.77 73.54
R3 77.50 76.30 72.58
R2 74.03 74.03 72.27
R1 72.83 72.83 71.95 73.43
PP 70.56 70.56 70.56 70.86
S1 69.36 69.36 71.31 69.96
S2 67.09 67.09 70.99
S3 63.62 65.89 70.68
S4 60.15 62.42 69.72
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 86.12 83.40 71.77
R3 79.98 77.26 70.08
R2 73.84 73.84 69.52
R1 71.12 71.12 68.95 72.48
PP 67.70 67.70 67.70 68.39
S1 64.98 64.98 67.83 66.34
S2 61.56 61.56 67.26
S3 55.42 58.84 66.70
S4 49.28 52.70 65.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.76 66.22 5.54 7.7% 2.58 3.6% 98% True False 7,481
10 72.83 64.29 8.54 11.9% 3.14 4.4% 86% False False 7,687
20 78.77 64.29 14.48 20.2% 2.63 3.7% 51% False False 6,352
40 78.77 64.29 14.48 20.2% 2.24 3.1% 51% False False 5,483
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 0.54
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.51
2.618 80.84
1.618 77.37
1.000 75.23
0.618 73.90
HIGH 71.76
0.618 70.43
0.500 70.03
0.382 69.62
LOW 68.29
0.618 66.15
1.000 64.82
1.618 62.68
2.618 59.21
4.250 53.54
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 71.10 70.75
PP 70.56 69.87
S1 70.03 68.99

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

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