NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 26-Mar-2024
Day Change Summary
Previous Current
25-Mar-2024 26-Mar-2024 Change Change % Previous Week
Open 80.40 81.44 1.04 1.3% 80.10
High 81.84 81.77 -0.07 -0.1% 82.38
Low 80.13 80.63 0.50 0.6% 79.91
Close 81.38 81.04 -0.34 -0.4% 80.17
Range 1.71 1.14 -0.57 -33.3% 2.47
ATR 1.60 1.57 -0.03 -2.1% 0.00
Volume 153,138 118,750 -34,388 -22.5% 686,838
Daily Pivots for day following 26-Mar-2024
Classic Woodie Camarilla DeMark
R4 84.57 83.94 81.67
R3 83.43 82.80 81.35
R2 82.29 82.29 81.25
R1 81.66 81.66 81.14 81.41
PP 81.15 81.15 81.15 81.02
S1 80.52 80.52 80.94 80.27
S2 80.01 80.01 80.83
S3 78.87 79.38 80.73
S4 77.73 78.24 80.41
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 88.23 86.67 81.53
R3 85.76 84.20 80.85
R2 83.29 83.29 80.62
R1 81.73 81.73 80.40 82.51
PP 80.82 80.82 80.82 81.21
S1 79.26 79.26 79.94 80.04
S2 78.35 78.35 79.72
S3 75.88 76.79 79.49
S4 73.41 74.32 78.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.03 79.91 2.12 2.6% 1.40 1.7% 53% False False 131,722
10 82.38 76.98 5.40 6.7% 1.45 1.8% 75% False False 135,375
20 82.38 76.07 6.31 7.8% 1.53 1.9% 79% False False 132,845
40 82.38 71.47 10.91 13.5% 1.65 2.0% 88% False False 110,460
60 82.38 70.11 12.27 15.1% 1.84 2.3% 89% False False 93,879
80 82.38 69.06 13.32 16.4% 1.94 2.4% 90% False False 82,901
100 82.38 69.06 13.32 16.4% 1.99 2.5% 90% False False 75,805
120 83.14 69.06 14.08 17.4% 2.01 2.5% 85% False False 70,648
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.62
2.618 84.75
1.618 83.61
1.000 82.91
0.618 82.47
HIGH 81.77
0.618 81.33
0.500 81.20
0.382 81.07
LOW 80.63
0.618 79.93
1.000 79.49
1.618 78.79
2.618 77.65
4.250 75.79
Fisher Pivots for day following 26-Mar-2024
Pivot 1 day 3 day
R1 81.20 81.00
PP 81.15 80.96
S1 81.09 80.92

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

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