NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
78.77 |
77.24 |
-1.53 |
-1.9% |
79.24 |
| High |
79.29 |
78.03 |
-1.26 |
-1.6% |
79.69 |
| Low |
77.05 |
76.43 |
-0.62 |
-0.8% |
77.05 |
| Close |
77.50 |
77.53 |
0.03 |
0.0% |
77.50 |
| Range |
2.24 |
1.60 |
-0.64 |
-28.6% |
2.64 |
| ATR |
1.89 |
1.87 |
-0.02 |
-1.1% |
0.00 |
| Volume |
175,730 |
175,744 |
14 |
0.0% |
966,635 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.13 |
81.43 |
78.41 |
|
| R3 |
80.53 |
79.83 |
77.97 |
|
| R2 |
78.93 |
78.93 |
77.82 |
|
| R1 |
78.23 |
78.23 |
77.68 |
78.58 |
| PP |
77.33 |
77.33 |
77.33 |
77.51 |
| S1 |
76.63 |
76.63 |
77.38 |
76.98 |
| S2 |
75.73 |
75.73 |
77.24 |
|
| S3 |
74.13 |
75.03 |
77.09 |
|
| S4 |
72.53 |
73.43 |
76.65 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.00 |
84.39 |
78.95 |
|
| R3 |
83.36 |
81.75 |
78.23 |
|
| R2 |
80.72 |
80.72 |
77.98 |
|
| R1 |
79.11 |
79.11 |
77.74 |
78.60 |
| PP |
78.08 |
78.08 |
78.08 |
77.82 |
| S1 |
76.47 |
76.47 |
77.26 |
75.96 |
| S2 |
75.44 |
75.44 |
77.02 |
|
| S3 |
72.80 |
73.83 |
76.77 |
|
| S4 |
70.16 |
71.19 |
76.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.69 |
76.43 |
3.26 |
4.2% |
1.86 |
2.4% |
34% |
False |
True |
197,504 |
| 10 |
79.87 |
76.43 |
3.44 |
4.4% |
1.79 |
2.3% |
32% |
False |
True |
171,497 |
| 20 |
79.87 |
75.31 |
4.56 |
5.9% |
1.77 |
2.3% |
49% |
False |
False |
152,711 |
| 40 |
79.87 |
70.75 |
9.12 |
11.8% |
1.92 |
2.5% |
74% |
False |
False |
114,508 |
| 60 |
79.87 |
68.85 |
11.02 |
14.2% |
2.05 |
2.7% |
79% |
False |
False |
86,478 |
| 80 |
79.87 |
68.85 |
11.02 |
14.2% |
2.11 |
2.7% |
79% |
False |
False |
69,340 |
| 100 |
83.87 |
68.85 |
15.02 |
19.4% |
2.10 |
2.7% |
58% |
False |
False |
57,968 |
| 120 |
84.73 |
68.85 |
15.88 |
20.5% |
2.04 |
2.6% |
55% |
False |
False |
50,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.83 |
|
2.618 |
82.22 |
|
1.618 |
80.62 |
|
1.000 |
79.63 |
|
0.618 |
79.02 |
|
HIGH |
78.03 |
|
0.618 |
77.42 |
|
0.500 |
77.23 |
|
0.382 |
77.04 |
|
LOW |
76.43 |
|
0.618 |
75.44 |
|
1.000 |
74.83 |
|
1.618 |
73.84 |
|
2.618 |
72.24 |
|
4.250 |
69.63 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
77.43 |
77.86 |
| PP |
77.33 |
77.75 |
| S1 |
77.23 |
77.64 |
|