NYMEX Light Sweet Crude Oil Future April 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
82.85 |
83.20 |
0.35 |
0.4% |
77.80 |
| High |
83.85 |
83.21 |
-0.64 |
-0.8% |
81.62 |
| Low |
82.39 |
81.44 |
-0.95 |
-1.2% |
76.79 |
| Close |
83.47 |
81.68 |
-1.79 |
-2.1% |
81.04 |
| Range |
1.46 |
1.77 |
0.31 |
21.2% |
4.83 |
| ATR |
1.91 |
1.92 |
0.01 |
0.4% |
0.00 |
| Volume |
76,814 |
16,350 |
-60,464 |
-78.7% |
1,438,713 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.42 |
86.32 |
82.65 |
|
| R3 |
85.65 |
84.55 |
82.17 |
|
| R2 |
83.88 |
83.88 |
82.00 |
|
| R1 |
82.78 |
82.78 |
81.84 |
82.45 |
| PP |
82.11 |
82.11 |
82.11 |
81.94 |
| S1 |
81.01 |
81.01 |
81.52 |
80.68 |
| S2 |
80.34 |
80.34 |
81.36 |
|
| S3 |
78.57 |
79.24 |
81.19 |
|
| S4 |
76.80 |
77.47 |
80.71 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.31 |
92.50 |
83.70 |
|
| R3 |
89.48 |
87.67 |
82.37 |
|
| R2 |
84.65 |
84.65 |
81.93 |
|
| R1 |
82.84 |
82.84 |
81.48 |
83.75 |
| PP |
79.82 |
79.82 |
79.82 |
80.27 |
| S1 |
78.01 |
78.01 |
80.60 |
78.92 |
| S2 |
74.99 |
74.99 |
80.15 |
|
| S3 |
70.16 |
73.18 |
79.71 |
|
| S4 |
65.33 |
68.35 |
78.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.85 |
79.57 |
4.28 |
5.2% |
1.66 |
2.0% |
49% |
False |
False |
132,082 |
| 10 |
83.85 |
76.79 |
7.06 |
8.6% |
1.77 |
2.2% |
69% |
False |
False |
239,705 |
| 20 |
83.85 |
75.84 |
8.01 |
9.8% |
1.89 |
2.3% |
73% |
False |
False |
289,556 |
| 40 |
83.85 |
71.49 |
12.36 |
15.1% |
1.97 |
2.4% |
82% |
False |
False |
249,014 |
| 60 |
83.85 |
69.79 |
14.06 |
17.2% |
2.11 |
2.6% |
85% |
False |
False |
193,011 |
| 80 |
83.85 |
68.57 |
15.28 |
18.7% |
2.16 |
2.6% |
86% |
False |
False |
154,357 |
| 100 |
83.85 |
68.57 |
15.28 |
18.7% |
2.19 |
2.7% |
86% |
False |
False |
127,367 |
| 120 |
85.08 |
68.57 |
16.51 |
20.2% |
2.18 |
2.7% |
79% |
False |
False |
108,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.73 |
|
2.618 |
87.84 |
|
1.618 |
86.07 |
|
1.000 |
84.98 |
|
0.618 |
84.30 |
|
HIGH |
83.21 |
|
0.618 |
82.53 |
|
0.500 |
82.33 |
|
0.382 |
82.12 |
|
LOW |
81.44 |
|
0.618 |
80.35 |
|
1.000 |
79.67 |
|
1.618 |
78.58 |
|
2.618 |
76.81 |
|
4.250 |
73.92 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
82.33 |
82.43 |
| PP |
82.11 |
82.18 |
| S1 |
81.90 |
81.93 |
|