NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 27-Mar-2024
Day Change Summary
Previous Current
26-Mar-2024 27-Mar-2024 Change Change % Previous Week
Open 80.78 80.12 -0.66 -0.8% 79.63
High 81.13 80.51 -0.62 -0.8% 81.64
Low 80.04 79.43 -0.61 -0.8% 79.39
Close 80.43 80.19 -0.24 -0.3% 79.61
Range 1.09 1.08 -0.01 -0.9% 2.25
ATR 1.46 1.43 -0.03 -1.9% 0.00
Volume 63,326 48,815 -14,511 -22.9% 337,037
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 83.28 82.82 80.78
R3 82.20 81.74 80.49
R2 81.12 81.12 80.39
R1 80.66 80.66 80.29 80.89
PP 80.04 80.04 80.04 80.16
S1 79.58 79.58 80.09 79.81
S2 78.96 78.96 79.99
S3 77.88 78.50 79.89
S4 76.80 77.42 79.60
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 86.96 85.54 80.85
R3 84.71 83.29 80.23
R2 82.46 82.46 80.02
R1 81.04 81.04 79.82 80.63
PP 80.21 80.21 80.21 80.01
S1 78.79 78.79 79.40 78.38
S2 77.96 77.96 79.20
S3 75.71 76.54 78.99
S4 73.46 74.29 78.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.18 79.39 1.79 2.2% 1.21 1.5% 45% False False 59,059
10 81.64 78.15 3.49 4.4% 1.27 1.6% 58% False False 61,831
20 81.64 75.64 6.00 7.5% 1.40 1.7% 76% False False 58,198
40 81.64 71.33 10.31 12.9% 1.52 1.9% 86% False False 46,251
60 81.64 70.16 11.48 14.3% 1.73 2.2% 87% False False 36,745
80 81.64 69.25 12.39 15.5% 1.79 2.2% 88% False False 30,538
100 81.64 69.25 12.39 15.5% 1.85 2.3% 88% False False 26,407
120 82.36 69.25 13.11 16.3% 1.83 2.3% 83% False False 22,871
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.10
2.618 83.34
1.618 82.26
1.000 81.59
0.618 81.18
HIGH 80.51
0.618 80.10
0.500 79.97
0.382 79.84
LOW 79.43
0.618 78.76
1.000 78.35
1.618 77.68
2.618 76.60
4.250 74.84
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 80.12 80.31
PP 80.04 80.27
S1 79.97 80.23

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

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