NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
77.71 |
77.72 |
0.01 |
0.0% |
79.24 |
| High |
78.31 |
79.46 |
1.15 |
1.5% |
79.69 |
| Low |
77.01 |
77.31 |
0.30 |
0.4% |
77.05 |
| Close |
77.25 |
79.30 |
2.05 |
2.7% |
77.50 |
| Range |
1.30 |
2.15 |
0.85 |
65.4% |
2.64 |
| ATR |
1.83 |
1.85 |
0.03 |
1.5% |
0.00 |
| Volume |
178,797 |
209,236 |
30,439 |
17.0% |
966,635 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.14 |
84.37 |
80.48 |
|
| R3 |
82.99 |
82.22 |
79.89 |
|
| R2 |
80.84 |
80.84 |
79.69 |
|
| R1 |
80.07 |
80.07 |
79.50 |
80.46 |
| PP |
78.69 |
78.69 |
78.69 |
78.88 |
| S1 |
77.92 |
77.92 |
79.10 |
78.31 |
| S2 |
76.54 |
76.54 |
78.91 |
|
| S3 |
74.39 |
75.77 |
78.71 |
|
| S4 |
72.24 |
73.62 |
78.12 |
|
|
| 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 |
79.46 |
76.43 |
3.03 |
3.8% |
1.74 |
2.2% |
95% |
True |
False |
191,016 |
| 10 |
79.87 |
76.43 |
3.44 |
4.3% |
1.81 |
2.3% |
83% |
False |
False |
186,114 |
| 20 |
79.87 |
75.31 |
4.56 |
5.8% |
1.82 |
2.3% |
88% |
False |
False |
161,051 |
| 40 |
79.87 |
70.75 |
9.12 |
11.5% |
1.89 |
2.4% |
94% |
False |
False |
121,478 |
| 60 |
79.87 |
70.02 |
9.85 |
12.4% |
2.04 |
2.6% |
94% |
False |
False |
92,236 |
| 80 |
79.87 |
68.85 |
11.02 |
13.9% |
2.11 |
2.7% |
95% |
False |
False |
73,891 |
| 100 |
83.87 |
68.85 |
15.02 |
18.9% |
2.11 |
2.7% |
70% |
False |
False |
61,706 |
| 120 |
83.95 |
68.85 |
15.10 |
19.0% |
2.05 |
2.6% |
69% |
False |
False |
53,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.60 |
|
2.618 |
85.09 |
|
1.618 |
82.94 |
|
1.000 |
81.61 |
|
0.618 |
80.79 |
|
HIGH |
79.46 |
|
0.618 |
78.64 |
|
0.500 |
78.39 |
|
0.382 |
78.13 |
|
LOW |
77.31 |
|
0.618 |
75.98 |
|
1.000 |
75.16 |
|
1.618 |
73.83 |
|
2.618 |
71.68 |
|
4.250 |
68.17 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
79.00 |
78.85 |
| PP |
78.69 |
78.40 |
| S1 |
78.39 |
77.95 |
|