NYMEX Light Sweet Crude Oil Future July 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
78.15 |
79.25 |
1.10 |
1.4% |
76.36 |
| High |
79.75 |
79.76 |
0.01 |
0.0% |
79.76 |
| Low |
78.15 |
78.93 |
0.78 |
1.0% |
75.64 |
| Close |
79.57 |
79.61 |
0.04 |
0.1% |
79.61 |
| Range |
1.60 |
0.83 |
-0.77 |
-48.1% |
4.12 |
| ATR |
1.62 |
1.57 |
-0.06 |
-3.5% |
0.00 |
| Volume |
63,677 |
41,910 |
-21,767 |
-34.2% |
264,206 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.92 |
81.60 |
80.07 |
|
| R3 |
81.09 |
80.77 |
79.84 |
|
| R2 |
80.26 |
80.26 |
79.76 |
|
| R1 |
79.94 |
79.94 |
79.69 |
80.10 |
| PP |
79.43 |
79.43 |
79.43 |
79.52 |
| S1 |
79.11 |
79.11 |
79.53 |
79.27 |
| S2 |
78.60 |
78.60 |
79.46 |
|
| S3 |
77.77 |
78.28 |
79.38 |
|
| S4 |
76.94 |
77.45 |
79.15 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.70 |
89.27 |
81.88 |
|
| R3 |
86.58 |
85.15 |
80.74 |
|
| R2 |
82.46 |
82.46 |
80.37 |
|
| R1 |
81.03 |
81.03 |
79.99 |
81.75 |
| PP |
78.34 |
78.34 |
78.34 |
78.69 |
| S1 |
76.91 |
76.91 |
79.23 |
77.63 |
| S2 |
74.22 |
74.22 |
78.85 |
|
| S3 |
70.10 |
72.79 |
78.48 |
|
| S4 |
65.98 |
68.67 |
77.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.76 |
75.64 |
4.12 |
5.2% |
1.38 |
1.7% |
96% |
True |
False |
52,841 |
| 10 |
79.76 |
75.64 |
4.12 |
5.2% |
1.46 |
1.8% |
96% |
True |
False |
56,643 |
| 20 |
79.76 |
74.66 |
5.10 |
6.4% |
1.48 |
1.9% |
97% |
True |
False |
49,036 |
| 40 |
79.76 |
71.33 |
8.43 |
10.6% |
1.65 |
2.1% |
98% |
True |
False |
36,907 |
| 60 |
79.76 |
70.16 |
9.60 |
12.1% |
1.80 |
2.3% |
98% |
True |
False |
29,418 |
| 80 |
79.76 |
69.25 |
10.51 |
13.2% |
1.88 |
2.4% |
99% |
True |
False |
25,445 |
| 100 |
81.48 |
69.25 |
12.23 |
15.4% |
1.90 |
2.4% |
85% |
False |
False |
21,720 |
| 120 |
82.36 |
69.25 |
13.11 |
16.5% |
1.84 |
2.3% |
79% |
False |
False |
18,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.29 |
|
2.618 |
81.93 |
|
1.618 |
81.10 |
|
1.000 |
80.59 |
|
0.618 |
80.27 |
|
HIGH |
79.76 |
|
0.618 |
79.44 |
|
0.500 |
79.35 |
|
0.382 |
79.25 |
|
LOW |
78.93 |
|
0.618 |
78.42 |
|
1.000 |
78.10 |
|
1.618 |
77.59 |
|
2.618 |
76.76 |
|
4.250 |
75.40 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
79.52 |
79.13 |
| PP |
79.43 |
78.64 |
| S1 |
79.35 |
78.16 |
|