NYMEX Light Sweet Crude Oil Future August 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
75.69 |
76.37 |
0.68 |
0.9% |
76.82 |
| High |
76.48 |
76.78 |
0.30 |
0.4% |
77.36 |
| Low |
75.11 |
75.68 |
0.57 |
0.8% |
75.39 |
| Close |
76.15 |
75.93 |
-0.22 |
-0.3% |
75.92 |
| Range |
1.37 |
1.10 |
-0.27 |
-19.7% |
1.97 |
| ATR |
1.54 |
1.51 |
-0.03 |
-2.0% |
0.00 |
| Volume |
30,163 |
24,680 |
-5,483 |
-18.2% |
135,947 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.43 |
78.78 |
76.54 |
|
| R3 |
78.33 |
77.68 |
76.23 |
|
| R2 |
77.23 |
77.23 |
76.13 |
|
| R1 |
76.58 |
76.58 |
76.03 |
76.36 |
| PP |
76.13 |
76.13 |
76.13 |
76.02 |
| S1 |
75.48 |
75.48 |
75.83 |
75.26 |
| S2 |
75.03 |
75.03 |
75.73 |
|
| S3 |
73.93 |
74.38 |
75.63 |
|
| S4 |
72.83 |
73.28 |
75.33 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.13 |
81.00 |
77.00 |
|
| R3 |
80.16 |
79.03 |
76.46 |
|
| R2 |
78.19 |
78.19 |
76.28 |
|
| R1 |
77.06 |
77.06 |
76.10 |
76.64 |
| PP |
76.22 |
76.22 |
76.22 |
76.02 |
| S1 |
75.09 |
75.09 |
75.74 |
74.67 |
| S2 |
74.25 |
74.25 |
75.56 |
|
| S3 |
72.28 |
73.12 |
75.38 |
|
| S4 |
70.31 |
71.15 |
74.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.36 |
75.11 |
2.25 |
3.0% |
1.48 |
2.0% |
36% |
False |
False |
27,968 |
| 10 |
77.41 |
75.11 |
2.30 |
3.0% |
1.39 |
1.8% |
36% |
False |
False |
24,397 |
| 20 |
77.41 |
74.15 |
3.26 |
4.3% |
1.43 |
1.9% |
55% |
False |
False |
21,167 |
| 40 |
77.41 |
70.30 |
7.11 |
9.4% |
1.58 |
2.1% |
79% |
False |
False |
15,477 |
| 60 |
77.41 |
69.89 |
7.52 |
9.9% |
1.76 |
2.3% |
80% |
False |
False |
13,232 |
| 80 |
77.76 |
69.19 |
8.57 |
11.3% |
1.81 |
2.4% |
79% |
False |
False |
11,656 |
| 100 |
81.75 |
69.19 |
12.56 |
16.5% |
1.78 |
2.3% |
54% |
False |
False |
10,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.46 |
|
2.618 |
79.66 |
|
1.618 |
78.56 |
|
1.000 |
77.88 |
|
0.618 |
77.46 |
|
HIGH |
76.78 |
|
0.618 |
76.36 |
|
0.500 |
76.23 |
|
0.382 |
76.10 |
|
LOW |
75.68 |
|
0.618 |
75.00 |
|
1.000 |
74.58 |
|
1.618 |
73.90 |
|
2.618 |
72.80 |
|
4.250 |
71.01 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
76.23 |
76.21 |
| PP |
76.13 |
76.12 |
| S1 |
76.03 |
76.02 |
|