NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 15-Mar-2024
Day Change Summary
Previous Current
14-Mar-2024 15-Mar-2024 Change Change % Previous Week
Open 79.24 80.58 1.34 1.7% 77.24
High 81.03 80.89 -0.14 -0.2% 81.03
Low 79.15 80.01 0.86 1.1% 76.43
Close 80.74 80.58 -0.16 -0.2% 80.58
Range 1.88 0.88 -1.00 -53.2% 4.60
ATR 1.86 1.79 -0.07 -3.8% 0.00
Volume 248,796 215,797 -32,999 -13.3% 1,028,370
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 83.13 82.74 81.06
R3 82.25 81.86 80.82
R2 81.37 81.37 80.74
R1 80.98 80.98 80.66 81.02
PP 80.49 80.49 80.49 80.52
S1 80.10 80.10 80.50 80.14
S2 79.61 79.61 80.42
S3 78.73 79.22 80.34
S4 77.85 78.34 80.10
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 93.15 91.46 83.11
R3 88.55 86.86 81.85
R2 83.95 83.95 81.42
R1 82.26 82.26 81.00 83.11
PP 79.35 79.35 79.35 79.77
S1 77.66 77.66 80.16 78.51
S2 74.75 74.75 79.74
S3 70.15 73.06 79.32
S4 65.55 68.46 78.05
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% 1.56 1.9% 90% False False 205,674
10 81.03 76.43 4.60 5.7% 1.71 2.1% 90% False False 199,500
20 81.03 75.50 5.53 6.9% 1.72 2.1% 92% False False 169,629
40 81.03 71.52 9.51 11.8% 1.86 2.3% 95% False False 130,498
60 81.03 70.02 11.01 13.7% 2.00 2.5% 96% False False 99,234
80 81.03 68.85 12.18 15.1% 2.06 2.6% 96% False False 79,380
100 82.97 68.85 14.12 17.5% 2.10 2.6% 83% False False 66,160
120 83.95 68.85 15.10 18.7% 2.04 2.5% 78% False False 56,772
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 84.63
2.618 83.19
1.618 82.31
1.000 81.77
0.618 81.43
HIGH 80.89
0.618 80.55
0.500 80.45
0.382 80.35
LOW 80.01
0.618 79.47
1.000 79.13
1.618 78.59
2.618 77.71
4.250 76.27
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 80.54 80.11
PP 80.49 79.64
S1 80.45 79.17

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

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