NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
77.24 |
77.71 |
0.47 |
0.6% |
79.24 |
| High |
78.03 |
78.31 |
0.28 |
0.4% |
79.69 |
| Low |
76.43 |
77.01 |
0.58 |
0.8% |
77.05 |
| Close |
77.53 |
77.25 |
-0.28 |
-0.4% |
77.50 |
| Range |
1.60 |
1.30 |
-0.30 |
-18.8% |
2.64 |
| ATR |
1.87 |
1.83 |
-0.04 |
-2.2% |
0.00 |
| Volume |
175,744 |
178,797 |
3,053 |
1.7% |
966,635 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.42 |
80.64 |
77.97 |
|
| R3 |
80.12 |
79.34 |
77.61 |
|
| R2 |
78.82 |
78.82 |
77.49 |
|
| R1 |
78.04 |
78.04 |
77.37 |
77.78 |
| PP |
77.52 |
77.52 |
77.52 |
77.40 |
| S1 |
76.74 |
76.74 |
77.13 |
76.48 |
| S2 |
76.22 |
76.22 |
77.01 |
|
| S3 |
74.92 |
75.44 |
76.89 |
|
| S4 |
73.62 |
74.14 |
76.54 |
|
|
| 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% |
1.80 |
2.3% |
25% |
False |
False |
189,177 |
| 10 |
79.87 |
76.43 |
3.44 |
4.5% |
1.76 |
2.3% |
24% |
False |
False |
179,489 |
| 20 |
79.87 |
75.31 |
4.56 |
5.9% |
1.77 |
2.3% |
43% |
False |
False |
157,578 |
| 40 |
79.87 |
70.75 |
9.12 |
11.8% |
1.88 |
2.4% |
71% |
False |
False |
117,571 |
| 60 |
79.87 |
70.02 |
9.85 |
12.8% |
2.04 |
2.6% |
73% |
False |
False |
89,122 |
| 80 |
79.87 |
68.85 |
11.02 |
14.3% |
2.10 |
2.7% |
76% |
False |
False |
71,420 |
| 100 |
83.87 |
68.85 |
15.02 |
19.4% |
2.10 |
2.7% |
56% |
False |
False |
59,684 |
| 120 |
83.96 |
68.85 |
15.11 |
19.6% |
2.04 |
2.6% |
56% |
False |
False |
51,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.84 |
|
2.618 |
81.71 |
|
1.618 |
80.41 |
|
1.000 |
79.61 |
|
0.618 |
79.11 |
|
HIGH |
78.31 |
|
0.618 |
77.81 |
|
0.500 |
77.66 |
|
0.382 |
77.51 |
|
LOW |
77.01 |
|
0.618 |
76.21 |
|
1.000 |
75.71 |
|
1.618 |
74.91 |
|
2.618 |
73.61 |
|
4.250 |
71.49 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
77.66 |
77.86 |
| PP |
77.52 |
77.66 |
| S1 |
77.39 |
77.45 |
|