NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 28-Feb-2024
Day Change Summary
Previous Current
27-Feb-2024 28-Feb-2024 Change Change % Previous Week
Open 76.62 77.26 0.64 0.8% 77.28
High 77.72 78.13 0.41 0.5% 77.57
Low 76.18 76.62 0.44 0.6% 75.42
Close 77.64 77.21 -0.43 -0.6% 75.62
Range 1.54 1.51 -0.03 -1.9% 2.15
ATR 1.82 1.80 -0.02 -1.2% 0.00
Volume 84,226 121,930 37,704 44.8% 421,101
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 81.85 81.04 78.04
R3 80.34 79.53 77.63
R2 78.83 78.83 77.49
R1 78.02 78.02 77.35 77.67
PP 77.32 77.32 77.32 77.15
S1 76.51 76.51 77.07 76.16
S2 75.81 75.81 76.93
S3 74.30 75.00 76.79
S4 72.79 73.49 76.38
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 82.65 81.29 76.80
R3 80.50 79.14 76.21
R2 78.35 78.35 76.01
R1 76.99 76.99 75.82 76.60
PP 76.20 76.20 76.20 76.01
S1 74.84 74.84 75.42 74.45
S2 74.05 74.05 75.23
S3 71.90 72.69 75.03
S4 69.75 70.54 74.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.13 75.10 3.03 3.9% 1.64 2.1% 70% True False 101,306
10 78.13 75.04 3.09 4.0% 1.71 2.2% 70% True False 101,888
20 78.13 71.47 6.66 8.6% 1.74 2.2% 86% True False 91,326
40 78.43 70.11 8.32 10.8% 2.00 2.6% 85% False False 76,793
60 78.43 69.06 9.37 12.1% 2.03 2.6% 87% False False 66,368
80 80.46 69.06 11.40 14.8% 2.10 2.7% 71% False False 62,588
100 83.14 69.06 14.08 18.2% 2.08 2.7% 58% False False 58,948
120 84.13 69.06 15.07 19.5% 1.98 2.6% 54% False False 57,041
Crabel Price Patterns
NR True
NR4 True
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 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.55
2.618 82.08
1.618 80.57
1.000 79.64
0.618 79.06
HIGH 78.13
0.618 77.55
0.500 77.38
0.382 77.20
LOW 76.62
0.618 75.69
1.000 75.11
1.618 74.18
2.618 72.67
4.250 70.20
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 77.38 77.01
PP 77.32 76.81
S1 77.27 76.62

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

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