NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 21-Mar-2024
Day Change Summary
Previous Current
20-Mar-2024 21-Mar-2024 Change Change % Previous Week
Open 81.91 81.00 -0.91 -1.1% 76.93
High 82.03 81.38 -0.65 -0.8% 80.41
Low 80.35 79.91 -0.44 -0.5% 76.07
Close 80.78 80.64 -0.14 -0.2% 80.14
Range 1.68 1.47 -0.21 -12.5% 4.34
ATR 1.65 1.64 -0.01 -0.8% 0.00
Volume 167,536 115,754 -51,782 -30.9% 640,069
Daily Pivots for day following 21-Mar-2024
Classic Woodie Camarilla DeMark
R4 85.05 84.32 81.45
R3 83.58 82.85 81.04
R2 82.11 82.11 80.91
R1 81.38 81.38 80.77 81.01
PP 80.64 80.64 80.64 80.46
S1 79.91 79.91 80.51 79.54
S2 79.17 79.17 80.37
S3 77.70 78.44 80.24
S4 76.23 76.97 79.83
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 79.51 2.87 3.6% 1.39 1.7% 39% False False 140,624
10 82.38 76.07 6.31 7.8% 1.55 1.9% 72% False False 134,583
20 82.38 75.10 7.28 9.0% 1.60 2.0% 76% False False 127,257
40 82.38 71.47 10.91 13.5% 1.72 2.1% 84% False False 106,103
60 82.38 70.11 12.27 15.2% 1.89 2.3% 86% False False 89,433
80 82.38 69.06 13.32 16.5% 1.96 2.4% 87% False False 79,886
100 82.38 69.06 13.32 16.5% 2.02 2.5% 87% False False 73,225
120 83.14 69.06 14.08 17.5% 2.02 2.5% 82% False False 68,597
Crabel Price Patterns
NR True
NR4 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.63
2.618 85.23
1.618 83.76
1.000 82.85
0.618 82.29
HIGH 81.38
0.618 80.82
0.500 80.65
0.382 80.47
LOW 79.91
0.618 79.00
1.000 78.44
1.618 77.53
2.618 76.06
4.250 73.66
Fisher Pivots for day following 21-Mar-2024
Pivot 1 day 3 day
R1 80.65 81.15
PP 80.64 80.98
S1 80.64 80.81

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

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