NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 26-Mar-2024
Day Change Summary
Previous Current
25-Mar-2024 26-Mar-2024 Change Change % Previous Week
Open 80.85 81.94 1.09 1.3% 80.58
High 82.48 82.36 -0.12 -0.1% 83.12
Low 80.59 81.22 0.63 0.8% 80.30
Close 81.95 81.62 -0.33 -0.4% 80.63
Range 1.89 1.14 -0.75 -39.7% 2.82
ATR 1.72 1.68 -0.04 -2.4% 0.00
Volume 300,360 235,845 -64,515 -21.5% 1,514,737
Daily Pivots for day following 26-Mar-2024
Classic Woodie Camarilla DeMark
R4 85.15 84.53 82.25
R3 84.01 83.39 81.93
R2 82.87 82.87 81.83
R1 82.25 82.25 81.72 81.99
PP 81.73 81.73 81.73 81.61
S1 81.11 81.11 81.52 80.85
S2 80.59 80.59 81.41
S3 79.45 79.97 81.31
S4 78.31 78.83 80.99
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 89.81 88.04 82.18
R3 86.99 85.22 81.41
R2 84.17 84.17 81.15
R1 82.40 82.40 80.89 83.29
PP 81.35 81.35 81.35 81.79
S1 79.58 79.58 80.37 80.47
S2 78.53 78.53 80.11
S3 75.71 76.76 79.85
S4 72.89 73.94 79.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.65 80.30 2.35 2.9% 1.50 1.8% 56% False False 277,065
10 83.12 77.31 5.81 7.1% 1.57 1.9% 74% False False 272,477
20 83.12 76.43 6.69 8.2% 1.66 2.0% 78% False False 225,983
40 83.12 71.52 11.60 14.2% 1.76 2.2% 87% False False 170,413
60 83.12 70.02 13.10 16.0% 1.94 2.4% 89% False False 130,715
80 83.12 68.85 14.27 17.5% 2.02 2.5% 89% False False 103,902
100 83.12 68.85 14.27 17.5% 2.05 2.5% 89% False False 85,730
120 83.87 68.85 15.02 18.4% 2.05 2.5% 85% False False 73,212
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.21
2.618 85.34
1.618 84.20
1.000 83.50
0.618 83.06
HIGH 82.36
0.618 81.92
0.500 81.79
0.382 81.66
LOW 81.22
0.618 80.52
1.000 80.08
1.618 79.38
2.618 78.24
4.250 76.38
Fisher Pivots for day following 26-Mar-2024
Pivot 1 day 3 day
R1 81.79 81.56
PP 81.73 81.51
S1 81.68 81.45

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

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