NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
81.29 |
81.71 |
0.42 |
0.5% |
80.85 |
| High |
81.74 |
83.21 |
1.47 |
1.8% |
83.21 |
| Low |
80.55 |
81.52 |
0.97 |
1.2% |
80.55 |
| Close |
81.35 |
83.17 |
1.82 |
2.2% |
83.17 |
| Range |
1.19 |
1.69 |
0.50 |
42.0% |
2.66 |
| ATR |
1.65 |
1.66 |
0.02 |
0.9% |
0.00 |
| Volume |
249,964 |
293,774 |
43,810 |
17.5% |
1,079,943 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.70 |
87.13 |
84.10 |
|
| R3 |
86.01 |
85.44 |
83.63 |
|
| R2 |
84.32 |
84.32 |
83.48 |
|
| R1 |
83.75 |
83.75 |
83.32 |
84.04 |
| PP |
82.63 |
82.63 |
82.63 |
82.78 |
| S1 |
82.06 |
82.06 |
83.02 |
82.35 |
| S2 |
80.94 |
80.94 |
82.86 |
|
| S3 |
79.25 |
80.37 |
82.71 |
|
| S4 |
77.56 |
78.68 |
82.24 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.29 |
89.39 |
84.63 |
|
| R3 |
87.63 |
86.73 |
83.90 |
|
| R2 |
84.97 |
84.97 |
83.66 |
|
| R1 |
84.07 |
84.07 |
83.41 |
84.52 |
| PP |
82.31 |
82.31 |
82.31 |
82.54 |
| S1 |
81.41 |
81.41 |
82.93 |
81.86 |
| S2 |
79.65 |
79.65 |
82.68 |
|
| S3 |
76.99 |
78.75 |
82.44 |
|
| S4 |
74.33 |
76.09 |
81.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.21 |
80.42 |
2.79 |
3.4% |
1.39 |
1.7% |
99% |
True |
False |
262,208 |
| 10 |
83.21 |
80.01 |
3.20 |
3.8% |
1.45 |
1.7% |
99% |
True |
False |
281,047 |
| 20 |
83.21 |
76.43 |
6.78 |
8.2% |
1.67 |
2.0% |
99% |
True |
False |
238,280 |
| 40 |
83.21 |
71.52 |
11.69 |
14.1% |
1.72 |
2.1% |
100% |
True |
False |
180,812 |
| 60 |
83.21 |
70.02 |
13.19 |
15.9% |
1.91 |
2.3% |
100% |
True |
False |
139,000 |
| 80 |
83.21 |
68.85 |
14.36 |
17.3% |
1.97 |
2.4% |
100% |
True |
False |
110,091 |
| 100 |
83.21 |
68.85 |
14.36 |
17.3% |
2.04 |
2.4% |
100% |
True |
False |
90,861 |
| 120 |
83.87 |
68.85 |
15.02 |
18.1% |
2.02 |
2.4% |
95% |
False |
False |
77,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.39 |
|
2.618 |
87.63 |
|
1.618 |
85.94 |
|
1.000 |
84.90 |
|
0.618 |
84.25 |
|
HIGH |
83.21 |
|
0.618 |
82.56 |
|
0.500 |
82.37 |
|
0.382 |
82.17 |
|
LOW |
81.52 |
|
0.618 |
80.48 |
|
1.000 |
79.83 |
|
1.618 |
78.79 |
|
2.618 |
77.10 |
|
4.250 |
74.34 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
82.90 |
82.74 |
| PP |
82.63 |
82.31 |
| S1 |
82.37 |
81.88 |
|