NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
80.58 |
82.21 |
1.63 |
2.0% |
77.24 |
| High |
82.50 |
83.12 |
0.62 |
0.8% |
81.03 |
| Low |
80.56 |
81.81 |
1.25 |
1.6% |
76.43 |
| Close |
82.16 |
82.73 |
0.57 |
0.7% |
80.58 |
| Range |
1.94 |
1.31 |
-0.63 |
-32.5% |
4.60 |
| ATR |
1.80 |
1.76 |
-0.03 |
-1.9% |
0.00 |
| Volume |
323,915 |
341,700 |
17,785 |
5.5% |
1,028,370 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.48 |
85.92 |
83.45 |
|
| R3 |
85.17 |
84.61 |
83.09 |
|
| R2 |
83.86 |
83.86 |
82.97 |
|
| R1 |
83.30 |
83.30 |
82.85 |
83.58 |
| PP |
82.55 |
82.55 |
82.55 |
82.70 |
| S1 |
81.99 |
81.99 |
82.61 |
82.27 |
| S2 |
81.24 |
81.24 |
82.49 |
|
| S3 |
79.93 |
80.68 |
82.37 |
|
| S4 |
78.62 |
79.37 |
82.01 |
|
|
| 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 |
83.12 |
77.31 |
5.81 |
7.0% |
1.63 |
2.0% |
93% |
True |
False |
267,888 |
| 10 |
83.12 |
76.43 |
6.69 |
8.1% |
1.72 |
2.1% |
94% |
True |
False |
228,533 |
| 20 |
83.12 |
75.50 |
7.62 |
9.2% |
1.72 |
2.1% |
95% |
True |
False |
188,170 |
| 40 |
83.12 |
71.52 |
11.60 |
14.0% |
1.83 |
2.2% |
97% |
True |
False |
144,010 |
| 60 |
83.12 |
70.02 |
13.10 |
15.8% |
1.99 |
2.4% |
97% |
True |
False |
109,593 |
| 80 |
83.12 |
68.85 |
14.27 |
17.2% |
2.07 |
2.5% |
97% |
True |
False |
87,476 |
| 100 |
83.12 |
68.85 |
14.27 |
17.2% |
2.09 |
2.5% |
97% |
True |
False |
72,595 |
| 120 |
83.95 |
68.85 |
15.10 |
18.3% |
2.05 |
2.5% |
92% |
False |
False |
62,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.69 |
|
2.618 |
86.55 |
|
1.618 |
85.24 |
|
1.000 |
84.43 |
|
0.618 |
83.93 |
|
HIGH |
83.12 |
|
0.618 |
82.62 |
|
0.500 |
82.47 |
|
0.382 |
82.31 |
|
LOW |
81.81 |
|
0.618 |
81.00 |
|
1.000 |
80.50 |
|
1.618 |
79.69 |
|
2.618 |
78.38 |
|
4.250 |
76.24 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
82.64 |
82.34 |
| PP |
82.55 |
81.95 |
| S1 |
82.47 |
81.57 |
|