NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 77.50 76.36 -1.14 -1.5% 77.62
High 78.01 77.09 -0.92 -1.2% 78.12
Low 76.10 75.64 -0.46 -0.6% 76.00
Close 76.51 76.69 0.18 0.2% 76.51
Range 1.91 1.45 -0.46 -24.1% 2.12
ATR 1.65 1.63 -0.01 -0.9% 0.00
Volume 52,990 60,968 7,978 15.1% 302,232
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 80.82 80.21 77.49
R3 79.37 78.76 77.09
R2 77.92 77.92 76.96
R1 77.31 77.31 76.82 77.62
PP 76.47 76.47 76.47 76.63
S1 75.86 75.86 76.56 76.17
S2 75.02 75.02 76.42
S3 73.57 74.41 76.29
S4 72.12 72.96 75.89
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 83.24 81.99 77.68
R3 81.12 79.87 77.09
R2 79.00 79.00 76.90
R1 77.75 77.75 76.70 77.32
PP 76.88 76.88 76.88 76.66
S1 75.63 75.63 76.32 75.20
S2 74.76 74.76 76.12
S3 72.64 73.51 75.93
S4 70.52 71.39 75.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.12 75.64 2.48 3.2% 1.58 2.1% 42% False True 62,952
10 78.23 75.64 2.59 3.4% 1.51 2.0% 41% False True 52,483
20 78.23 74.66 3.57 4.7% 1.53 2.0% 57% False False 44,911
40 78.23 70.54 7.69 10.0% 1.71 2.2% 80% False False 33,714
60 78.23 69.25 8.98 11.7% 1.86 2.4% 83% False False 27,048
80 78.36 69.25 9.11 11.9% 1.92 2.5% 82% False False 23,213
100 82.36 69.25 13.11 17.1% 1.91 2.5% 57% False False 19,844
120 82.99 69.25 13.74 17.9% 1.83 2.4% 54% False False 17,463
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.25
2.618 80.89
1.618 79.44
1.000 78.54
0.618 77.99
HIGH 77.09
0.618 76.54
0.500 76.37
0.382 76.19
LOW 75.64
0.618 74.74
1.000 74.19
1.618 73.29
2.618 71.84
4.250 69.48
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 76.58 76.83
PP 76.47 76.78
S1 76.37 76.74

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

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