NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 20-Mar-2024
Day Change Summary
Previous Current
19-Mar-2024 20-Mar-2024 Change Change % Previous Week
Open 81.61 81.91 0.30 0.4% 76.93
High 82.38 82.03 -0.35 -0.4% 80.41
Low 81.24 80.35 -0.89 -1.1% 76.07
Close 82.08 80.78 -1.30 -1.6% 80.14
Range 1.14 1.68 0.54 47.4% 4.34
ATR 1.64 1.65 0.01 0.4% 0.00
Volume 155,211 167,536 12,325 7.9% 640,069
Daily Pivots for day following 20-Mar-2024
Classic Woodie Camarilla DeMark
R4 86.09 85.12 81.70
R3 84.41 83.44 81.24
R2 82.73 82.73 81.09
R1 81.76 81.76 80.93 81.41
PP 81.05 81.05 81.05 80.88
S1 80.08 80.08 80.63 79.73
S2 79.37 79.37 80.47
S3 77.69 78.40 80.32
S4 76.01 76.72 79.86
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 91.89 90.36 82.53
R3 87.55 86.02 81.33
R2 83.21 83.21 80.94
R1 81.68 81.68 80.54 82.45
PP 78.87 78.87 78.87 79.26
S1 77.34 77.34 79.74 78.11
S2 74.53 74.53 79.34
S3 70.19 73.00 78.95
S4 65.85 68.66 77.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.38 78.68 3.70 4.6% 1.44 1.8% 57% False False 146,852
10 82.38 76.07 6.31 7.8% 1.54 1.9% 75% False False 138,864
20 82.38 75.10 7.28 9.0% 1.60 2.0% 78% False False 127,522
40 82.38 71.47 10.91 13.5% 1.73 2.1% 85% False False 104,519
60 82.38 70.11 12.27 15.2% 1.89 2.3% 87% False False 88,135
80 82.38 69.06 13.32 16.5% 1.97 2.4% 88% False False 78,787
100 82.38 69.06 13.32 16.5% 2.02 2.5% 88% False False 72,511
120 83.14 69.06 14.08 17.4% 2.02 2.5% 83% False False 68,155
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.17
2.618 86.43
1.618 84.75
1.000 83.71
0.618 83.07
HIGH 82.03
0.618 81.39
0.500 81.19
0.382 80.99
LOW 80.35
0.618 79.31
1.000 78.67
1.618 77.63
2.618 75.95
4.250 73.21
Fisher Pivots for day following 20-Mar-2024
Pivot 1 day 3 day
R1 81.19 81.24
PP 81.05 81.09
S1 80.92 80.93

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

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