NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 06-Mar-2024
Day Change Summary
Previous Current
05-Mar-2024 06-Mar-2024 Change Change % Previous Week
Open 77.51 76.83 -0.68 -0.9% 75.61
High 77.95 78.90 0.95 1.2% 79.02
Low 76.55 76.64 0.09 0.1% 75.10
Close 76.82 77.78 0.96 1.2% 78.33
Range 1.40 2.26 0.86 61.4% 3.92
ATR 1.74 1.77 0.04 2.1% 0.00
Volume 158,508 157,327 -1,181 -0.7% 519,860
Daily Pivots for day following 06-Mar-2024
Classic Woodie Camarilla DeMark
R4 84.55 83.43 79.02
R3 82.29 81.17 78.40
R2 80.03 80.03 78.19
R1 78.91 78.91 77.99 79.47
PP 77.77 77.77 77.77 78.06
S1 76.65 76.65 77.57 77.21
S2 75.51 75.51 77.37
S3 73.25 74.39 77.16
S4 70.99 72.13 76.54
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 76.55 2.47 3.2% 1.70 2.2% 50% False False 131,053
10 79.02 75.10 3.92 5.0% 1.67 2.1% 68% False False 116,180
20 79.02 73.15 5.87 7.5% 1.63 2.1% 79% False False 102,684
40 79.02 70.69 8.33 10.7% 1.85 2.4% 85% False False 85,200
60 79.02 69.06 9.96 12.8% 1.99 2.6% 88% False False 72,268
80 79.02 69.06 9.96 12.8% 2.06 2.6% 88% False False 67,420
100 83.14 69.06 14.08 18.1% 2.08 2.7% 62% False False 63,075
120 84.13 69.06 15.07 19.4% 2.00 2.6% 58% False False 60,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.51
2.618 84.82
1.618 82.56
1.000 81.16
0.618 80.30
HIGH 78.90
0.618 78.04
0.500 77.77
0.382 77.50
LOW 76.64
0.618 75.24
1.000 74.38
1.618 72.98
2.618 70.72
4.250 67.04
Fisher Pivots for day following 06-Mar-2024
Pivot 1 day 3 day
R1 77.78 77.76
PP 77.77 77.74
S1 77.77 77.73

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

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