NYMEX Light Sweet Crude Oil Future July 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
79.25 |
79.63 |
0.38 |
0.5% |
76.36 |
| High |
79.76 |
81.19 |
1.43 |
1.8% |
79.76 |
| Low |
78.93 |
79.58 |
0.65 |
0.8% |
75.64 |
| Close |
79.61 |
80.96 |
1.35 |
1.7% |
79.61 |
| Range |
0.83 |
1.61 |
0.78 |
94.0% |
4.12 |
| ATR |
1.57 |
1.57 |
0.00 |
0.2% |
0.00 |
| Volume |
41,910 |
59,910 |
18,000 |
42.9% |
264,206 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.41 |
84.79 |
81.85 |
|
| R3 |
83.80 |
83.18 |
81.40 |
|
| R2 |
82.19 |
82.19 |
81.26 |
|
| R1 |
81.57 |
81.57 |
81.11 |
81.88 |
| PP |
80.58 |
80.58 |
80.58 |
80.73 |
| S1 |
79.96 |
79.96 |
80.81 |
80.27 |
| S2 |
78.97 |
78.97 |
80.66 |
|
| S3 |
77.36 |
78.35 |
80.52 |
|
| S4 |
75.75 |
76.74 |
80.07 |
|
|
| 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 |
81.19 |
76.23 |
4.96 |
6.1% |
1.42 |
1.7% |
95% |
True |
False |
52,629 |
| 10 |
81.19 |
75.64 |
5.55 |
6.9% |
1.50 |
1.9% |
96% |
True |
False |
57,790 |
| 20 |
81.19 |
74.66 |
6.53 |
8.1% |
1.49 |
1.8% |
96% |
True |
False |
49,875 |
| 40 |
81.19 |
71.33 |
9.86 |
12.2% |
1.66 |
2.0% |
98% |
True |
False |
38,069 |
| 60 |
81.19 |
70.16 |
11.03 |
13.6% |
1.80 |
2.2% |
98% |
True |
False |
30,292 |
| 80 |
81.19 |
69.25 |
11.94 |
14.7% |
1.88 |
2.3% |
98% |
True |
False |
26,136 |
| 100 |
81.19 |
69.25 |
11.94 |
14.7% |
1.90 |
2.4% |
98% |
True |
False |
22,289 |
| 120 |
82.36 |
69.25 |
13.11 |
16.2% |
1.85 |
2.3% |
89% |
False |
False |
19,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.03 |
|
2.618 |
85.40 |
|
1.618 |
83.79 |
|
1.000 |
82.80 |
|
0.618 |
82.18 |
|
HIGH |
81.19 |
|
0.618 |
80.57 |
|
0.500 |
80.39 |
|
0.382 |
80.20 |
|
LOW |
79.58 |
|
0.618 |
78.59 |
|
1.000 |
77.97 |
|
1.618 |
76.98 |
|
2.618 |
75.37 |
|
4.250 |
72.74 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
80.77 |
80.53 |
| PP |
80.58 |
80.10 |
| S1 |
80.39 |
79.67 |
|