NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
76.86 |
78.42 |
1.56 |
2.0% |
75.61 |
| High |
79.02 |
78.75 |
-0.27 |
-0.3% |
79.02 |
| Low |
76.69 |
77.31 |
0.62 |
0.8% |
75.10 |
| Close |
78.33 |
77.61 |
-0.72 |
-0.9% |
78.33 |
| Range |
2.33 |
1.44 |
-0.89 |
-38.2% |
3.92 |
| ATR |
1.79 |
1.76 |
-0.02 |
-1.4% |
0.00 |
| Volume |
130,586 |
109,588 |
-20,998 |
-16.1% |
519,860 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.21 |
81.35 |
78.40 |
|
| R3 |
80.77 |
79.91 |
78.01 |
|
| R2 |
79.33 |
79.33 |
77.87 |
|
| R1 |
78.47 |
78.47 |
77.74 |
78.18 |
| PP |
77.89 |
77.89 |
77.89 |
77.75 |
| S1 |
77.03 |
77.03 |
77.48 |
76.74 |
| S2 |
76.45 |
76.45 |
77.35 |
|
| S3 |
75.01 |
75.59 |
77.21 |
|
| S4 |
73.57 |
74.15 |
76.82 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.24 |
87.71 |
80.49 |
|
| R3 |
85.32 |
83.79 |
79.41 |
|
| R2 |
81.40 |
81.40 |
79.05 |
|
| R1 |
79.87 |
79.87 |
78.69 |
80.64 |
| PP |
77.48 |
77.48 |
77.48 |
77.87 |
| S1 |
75.95 |
75.95 |
77.97 |
76.72 |
| S2 |
73.56 |
73.56 |
77.61 |
|
| S3 |
69.64 |
72.03 |
77.25 |
|
| S4 |
65.72 |
68.11 |
76.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.02 |
76.18 |
2.84 |
3.7% |
1.58 |
2.0% |
50% |
False |
False |
109,117 |
| 10 |
79.02 |
75.10 |
3.92 |
5.1% |
1.60 |
2.1% |
64% |
False |
False |
105,054 |
| 20 |
79.02 |
71.47 |
7.55 |
9.7% |
1.60 |
2.1% |
81% |
False |
False |
94,349 |
| 40 |
79.02 |
70.31 |
8.71 |
11.2% |
1.89 |
2.4% |
84% |
False |
False |
80,487 |
| 60 |
79.02 |
69.06 |
9.96 |
12.8% |
2.00 |
2.6% |
86% |
False |
False |
68,797 |
| 80 |
79.02 |
69.06 |
9.96 |
12.8% |
2.08 |
2.7% |
86% |
False |
False |
65,070 |
| 100 |
83.14 |
69.06 |
14.08 |
18.1% |
2.07 |
2.7% |
61% |
False |
False |
60,893 |
| 120 |
84.13 |
69.06 |
15.07 |
19.4% |
1.99 |
2.6% |
57% |
False |
False |
58,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.87 |
|
2.618 |
82.52 |
|
1.618 |
81.08 |
|
1.000 |
80.19 |
|
0.618 |
79.64 |
|
HIGH |
78.75 |
|
0.618 |
78.20 |
|
0.500 |
78.03 |
|
0.382 |
77.86 |
|
LOW |
77.31 |
|
0.618 |
76.42 |
|
1.000 |
75.87 |
|
1.618 |
74.98 |
|
2.618 |
73.54 |
|
4.250 |
71.19 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
78.03 |
77.80 |
| PP |
77.89 |
77.74 |
| S1 |
77.75 |
77.67 |
|