NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
77.72 |
79.24 |
1.52 |
2.0% |
79.24 |
| High |
79.46 |
81.03 |
1.57 |
2.0% |
79.69 |
| Low |
77.31 |
79.15 |
1.84 |
2.4% |
77.05 |
| Close |
79.30 |
80.74 |
1.44 |
1.8% |
77.50 |
| Range |
2.15 |
1.88 |
-0.27 |
-12.6% |
2.64 |
| ATR |
1.85 |
1.86 |
0.00 |
0.1% |
0.00 |
| Volume |
209,236 |
248,796 |
39,560 |
18.9% |
966,635 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.95 |
85.22 |
81.77 |
|
| R3 |
84.07 |
83.34 |
81.26 |
|
| R2 |
82.19 |
82.19 |
81.08 |
|
| R1 |
81.46 |
81.46 |
80.91 |
81.83 |
| PP |
80.31 |
80.31 |
80.31 |
80.49 |
| S1 |
79.58 |
79.58 |
80.57 |
79.95 |
| S2 |
78.43 |
78.43 |
80.40 |
|
| S3 |
76.55 |
77.70 |
80.22 |
|
| S4 |
74.67 |
75.82 |
79.71 |
|
|
| 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 |
81.03 |
76.43 |
4.60 |
5.7% |
1.83 |
2.3% |
94% |
True |
False |
197,660 |
| 10 |
81.03 |
76.43 |
4.60 |
5.7% |
1.88 |
2.3% |
94% |
True |
False |
195,513 |
| 20 |
81.03 |
75.31 |
5.72 |
7.1% |
1.80 |
2.2% |
95% |
True |
False |
166,056 |
| 40 |
81.03 |
71.52 |
9.51 |
11.8% |
1.88 |
2.3% |
97% |
True |
False |
126,424 |
| 60 |
81.03 |
70.02 |
11.01 |
13.6% |
2.04 |
2.5% |
97% |
True |
False |
95,884 |
| 80 |
81.03 |
68.85 |
12.18 |
15.1% |
2.09 |
2.6% |
98% |
True |
False |
76,803 |
| 100 |
83.87 |
68.85 |
15.02 |
18.6% |
2.10 |
2.6% |
79% |
False |
False |
64,080 |
| 120 |
83.95 |
68.85 |
15.10 |
18.7% |
2.05 |
2.5% |
79% |
False |
False |
55,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.02 |
|
2.618 |
85.95 |
|
1.618 |
84.07 |
|
1.000 |
82.91 |
|
0.618 |
82.19 |
|
HIGH |
81.03 |
|
0.618 |
80.31 |
|
0.500 |
80.09 |
|
0.382 |
79.87 |
|
LOW |
79.15 |
|
0.618 |
77.99 |
|
1.000 |
77.27 |
|
1.618 |
76.11 |
|
2.618 |
74.23 |
|
4.250 |
71.16 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
80.52 |
80.17 |
| PP |
80.31 |
79.59 |
| S1 |
80.09 |
79.02 |
|