NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
81.94 |
81.29 |
-0.65 |
-0.8% |
80.58 |
| High |
82.36 |
81.74 |
-0.62 |
-0.8% |
83.12 |
| Low |
81.22 |
80.55 |
-0.67 |
-0.8% |
80.30 |
| Close |
81.62 |
81.35 |
-0.27 |
-0.3% |
80.63 |
| Range |
1.14 |
1.19 |
0.05 |
4.4% |
2.82 |
| ATR |
1.68 |
1.65 |
-0.04 |
-2.1% |
0.00 |
| Volume |
235,845 |
249,964 |
14,119 |
6.0% |
1,514,737 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.78 |
84.26 |
82.00 |
|
| R3 |
83.59 |
83.07 |
81.68 |
|
| R2 |
82.40 |
82.40 |
81.57 |
|
| R1 |
81.88 |
81.88 |
81.46 |
82.14 |
| PP |
81.21 |
81.21 |
81.21 |
81.35 |
| S1 |
80.69 |
80.69 |
81.24 |
80.95 |
| S2 |
80.02 |
80.02 |
81.13 |
|
| S3 |
78.83 |
79.50 |
81.02 |
|
| S4 |
77.64 |
78.31 |
80.70 |
|
|
| 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 |
82.48 |
80.30 |
2.18 |
2.7% |
1.37 |
1.7% |
48% |
False |
False |
256,826 |
| 10 |
83.12 |
79.15 |
3.97 |
4.9% |
1.47 |
1.8% |
55% |
False |
False |
276,549 |
| 20 |
83.12 |
76.43 |
6.69 |
8.2% |
1.64 |
2.0% |
74% |
False |
False |
231,332 |
| 40 |
83.12 |
71.52 |
11.60 |
14.3% |
1.74 |
2.1% |
85% |
False |
False |
175,006 |
| 60 |
83.12 |
70.02 |
13.10 |
16.1% |
1.94 |
2.4% |
86% |
False |
False |
134,609 |
| 80 |
83.12 |
68.85 |
14.27 |
17.5% |
1.98 |
2.4% |
88% |
False |
False |
106,629 |
| 100 |
83.12 |
68.85 |
14.27 |
17.5% |
2.04 |
2.5% |
88% |
False |
False |
88,101 |
| 120 |
83.87 |
68.85 |
15.02 |
18.5% |
2.02 |
2.5% |
83% |
False |
False |
75,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.80 |
|
2.618 |
84.86 |
|
1.618 |
83.67 |
|
1.000 |
82.93 |
|
0.618 |
82.48 |
|
HIGH |
81.74 |
|
0.618 |
81.29 |
|
0.500 |
81.15 |
|
0.382 |
81.00 |
|
LOW |
80.55 |
|
0.618 |
79.81 |
|
1.000 |
79.36 |
|
1.618 |
78.62 |
|
2.618 |
77.43 |
|
4.250 |
75.49 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.28 |
81.52 |
| PP |
81.21 |
81.46 |
| S1 |
81.15 |
81.41 |
|