NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 04-Mar-2024
Day Change Summary
Previous Current
01-Mar-2024 04-Mar-2024 Change Change % Previous Week
Open 77.49 79.24 1.75 2.3% 76.04
High 79.87 79.53 -0.34 -0.4% 79.87
Low 77.30 77.93 0.63 0.8% 75.50
Close 79.09 78.17 -0.92 -1.2% 79.09
Range 2.57 1.60 -0.97 -37.7% 4.37
ATR 1.90 1.87 -0.02 -1.1% 0.00
Volume 175,926 154,859 -21,067 -12.0% 689,640
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 83.34 82.36 79.05
R3 81.74 80.76 78.61
R2 80.14 80.14 78.46
R1 79.16 79.16 78.32 78.85
PP 78.54 78.54 78.54 78.39
S1 77.56 77.56 78.02 77.25
S2 76.94 76.94 77.88
S3 75.34 75.96 77.73
S4 73.74 74.36 77.29
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 91.26 89.55 81.49
R3 86.89 85.18 80.29
R2 82.52 82.52 79.89
R1 80.81 80.81 79.49 81.67
PP 78.15 78.15 78.15 78.58
S1 76.44 76.44 78.69 77.30
S2 73.78 73.78 78.29
S3 69.41 72.07 77.89
S4 65.04 67.70 76.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.87 76.67 3.20 4.1% 1.73 2.2% 47% False False 145,490
10 79.87 75.50 4.37 5.6% 1.72 2.2% 61% False False 140,106
20 79.87 71.52 8.35 10.7% 1.70 2.2% 80% False False 126,579
40 79.87 70.37 9.50 12.2% 1.99 2.5% 82% False False 95,101
60 79.87 68.85 11.02 14.1% 2.08 2.7% 85% False False 71,756
80 79.87 68.85 11.02 14.1% 2.13 2.7% 85% False False 57,876
100 83.87 68.85 15.02 19.2% 2.10 2.7% 62% False False 48,573
120 84.87 68.85 16.02 20.5% 2.00 2.6% 58% False False 42,119
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.33
2.618 83.72
1.618 82.12
1.000 81.13
0.618 80.52
HIGH 79.53
0.618 78.92
0.500 78.73
0.382 78.54
LOW 77.93
0.618 76.94
1.000 76.33
1.618 75.34
2.618 73.74
4.250 71.13
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 78.73 78.54
PP 78.54 78.41
S1 78.36 78.29

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

View Archives - Comment on this page... - Back to Index of Symbols