NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
77.34 |
77.34 |
0.00 |
0.0% |
78.42 |
| High |
77.90 |
78.99 |
1.09 |
1.4% |
78.90 |
| Low |
76.67 |
76.98 |
0.31 |
0.4% |
76.55 |
| Close |
76.90 |
78.84 |
1.94 |
2.5% |
77.03 |
| Range |
1.23 |
2.01 |
0.78 |
63.4% |
2.35 |
| ATR |
1.71 |
1.74 |
0.03 |
1.6% |
0.00 |
| Volume |
127,270 |
128,415 |
1,145 |
0.9% |
706,349 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.30 |
83.58 |
79.95 |
|
| R3 |
82.29 |
81.57 |
79.39 |
|
| R2 |
80.28 |
80.28 |
79.21 |
|
| R1 |
79.56 |
79.56 |
79.02 |
79.92 |
| PP |
78.27 |
78.27 |
78.27 |
78.45 |
| S1 |
77.55 |
77.55 |
78.66 |
77.91 |
| S2 |
76.26 |
76.26 |
78.47 |
|
| S3 |
74.25 |
75.54 |
78.29 |
|
| S4 |
72.24 |
73.53 |
77.73 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.54 |
83.14 |
78.32 |
|
| R3 |
82.19 |
80.79 |
77.68 |
|
| R2 |
79.84 |
79.84 |
77.46 |
|
| R1 |
78.44 |
78.44 |
77.25 |
77.97 |
| PP |
77.49 |
77.49 |
77.49 |
77.26 |
| S1 |
76.09 |
76.09 |
76.81 |
75.62 |
| S2 |
75.14 |
75.14 |
76.60 |
|
| S3 |
72.79 |
73.74 |
76.38 |
|
| S4 |
70.44 |
71.39 |
75.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.99 |
76.07 |
2.92 |
3.7% |
1.63 |
2.1% |
95% |
True |
False |
130,876 |
| 10 |
79.02 |
76.07 |
2.95 |
3.7% |
1.67 |
2.1% |
94% |
False |
False |
130,964 |
| 20 |
79.02 |
75.04 |
3.98 |
5.0% |
1.69 |
2.1% |
95% |
False |
False |
116,426 |
| 40 |
79.02 |
70.69 |
8.33 |
10.6% |
1.78 |
2.3% |
98% |
False |
False |
93,902 |
| 60 |
79.02 |
70.11 |
8.91 |
11.3% |
1.94 |
2.5% |
98% |
False |
False |
79,322 |
| 80 |
79.02 |
69.06 |
9.96 |
12.6% |
2.05 |
2.6% |
98% |
False |
False |
72,715 |
| 100 |
83.14 |
69.06 |
14.08 |
17.9% |
2.06 |
2.6% |
69% |
False |
False |
67,544 |
| 120 |
83.14 |
69.06 |
14.08 |
17.9% |
2.02 |
2.6% |
69% |
False |
False |
64,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.53 |
|
2.618 |
84.25 |
|
1.618 |
82.24 |
|
1.000 |
81.00 |
|
0.618 |
80.23 |
|
HIGH |
78.99 |
|
0.618 |
78.22 |
|
0.500 |
77.99 |
|
0.382 |
77.75 |
|
LOW |
76.98 |
|
0.618 |
75.74 |
|
1.000 |
74.97 |
|
1.618 |
73.73 |
|
2.618 |
71.72 |
|
4.250 |
68.44 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
78.56 |
78.40 |
| PP |
78.27 |
77.97 |
| S1 |
77.99 |
77.53 |
|