NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 21-Mar-2024
Day Change Summary
Previous Current
20-Mar-2024 21-Mar-2024 Change Change % Previous Week
Open 82.53 81.49 -1.04 -1.3% 77.24
High 82.65 81.92 -0.73 -0.9% 81.03
Low 80.83 80.30 -0.53 -0.7% 76.43
Close 81.27 81.07 -0.20 -0.2% 80.58
Range 1.82 1.62 -0.20 -11.0% 4.60
ATR 1.77 1.76 -0.01 -0.6% 0.00
Volume 351,161 266,860 -84,301 -24.0% 1,028,370
Daily Pivots for day following 21-Mar-2024
Classic Woodie Camarilla DeMark
R4 85.96 85.13 81.96
R3 84.34 83.51 81.52
R2 82.72 82.72 81.37
R1 81.89 81.89 81.22 81.50
PP 81.10 81.10 81.10 80.90
S1 80.27 80.27 80.92 79.88
S2 79.48 79.48 80.77
S3 77.86 78.65 80.62
S4 76.24 77.03 80.18
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 80.01 3.11 3.8% 1.51 1.9% 34% False False 299,886
10 83.12 76.43 6.69 8.3% 1.67 2.1% 69% False False 248,773
20 83.12 75.50 7.62 9.4% 1.74 2.1% 73% False False 205,116
40 83.12 71.52 11.60 14.3% 1.83 2.3% 82% False False 156,534
60 83.12 70.02 13.10 16.2% 1.99 2.5% 84% False False 119,064
80 83.12 68.85 14.27 17.6% 2.04 2.5% 86% False False 94,918
100 83.12 68.85 14.27 17.6% 2.07 2.6% 86% False False 78,465
120 83.87 68.85 15.02 18.5% 2.05 2.5% 81% False False 67,109
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.81
2.618 86.16
1.618 84.54
1.000 83.54
0.618 82.92
HIGH 81.92
0.618 81.30
0.500 81.11
0.382 80.92
LOW 80.30
0.618 79.30
1.000 78.68
1.618 77.68
2.618 76.06
4.250 73.42
Fisher Pivots for day following 21-Mar-2024
Pivot 1 day 3 day
R1 81.11 81.71
PP 81.10 81.50
S1 81.08 81.28

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

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