NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
80.58 |
80.58 |
0.00 |
0.0% |
77.24 |
| High |
80.89 |
82.50 |
1.61 |
2.0% |
81.03 |
| Low |
80.01 |
80.56 |
0.55 |
0.7% |
76.43 |
| Close |
80.58 |
82.16 |
1.58 |
2.0% |
80.58 |
| Range |
0.88 |
1.94 |
1.06 |
120.5% |
4.60 |
| ATR |
1.79 |
1.80 |
0.01 |
0.6% |
0.00 |
| Volume |
215,797 |
323,915 |
108,118 |
50.1% |
1,028,370 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.56 |
86.80 |
83.23 |
|
| R3 |
85.62 |
84.86 |
82.69 |
|
| R2 |
83.68 |
83.68 |
82.52 |
|
| R1 |
82.92 |
82.92 |
82.34 |
83.30 |
| PP |
81.74 |
81.74 |
81.74 |
81.93 |
| S1 |
80.98 |
80.98 |
81.98 |
81.36 |
| S2 |
79.80 |
79.80 |
81.80 |
|
| S3 |
77.86 |
79.04 |
81.63 |
|
| S4 |
75.92 |
77.10 |
81.09 |
|
|
| 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 |
82.50 |
77.01 |
5.49 |
6.7% |
1.63 |
2.0% |
94% |
True |
False |
235,308 |
| 10 |
82.50 |
76.43 |
6.07 |
7.4% |
1.74 |
2.1% |
94% |
True |
False |
216,406 |
| 20 |
82.50 |
75.50 |
7.00 |
8.5% |
1.73 |
2.1% |
95% |
True |
False |
178,256 |
| 40 |
82.50 |
71.52 |
10.98 |
13.4% |
1.87 |
2.3% |
97% |
True |
False |
137,148 |
| 60 |
82.50 |
70.02 |
12.48 |
15.2% |
1.99 |
2.4% |
97% |
True |
False |
104,284 |
| 80 |
82.50 |
68.85 |
13.65 |
16.6% |
2.06 |
2.5% |
98% |
True |
False |
83,309 |
| 100 |
82.50 |
68.85 |
13.65 |
16.6% |
2.10 |
2.6% |
98% |
True |
False |
69,319 |
| 120 |
83.95 |
68.85 |
15.10 |
18.4% |
2.05 |
2.5% |
88% |
False |
False |
59,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.75 |
|
2.618 |
87.58 |
|
1.618 |
85.64 |
|
1.000 |
84.44 |
|
0.618 |
83.70 |
|
HIGH |
82.50 |
|
0.618 |
81.76 |
|
0.500 |
81.53 |
|
0.382 |
81.30 |
|
LOW |
80.56 |
|
0.618 |
79.36 |
|
1.000 |
78.62 |
|
1.618 |
77.42 |
|
2.618 |
75.48 |
|
4.250 |
72.32 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.95 |
81.72 |
| PP |
81.74 |
81.27 |
| S1 |
81.53 |
80.83 |
|