NYMEX Light Sweet Crude Oil Future August 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 |
80.19 |
79.41 |
-0.78 |
-1.0% |
79.10 |
| High |
80.40 |
79.83 |
-0.57 |
-0.7% |
80.84 |
| Low |
79.37 |
78.81 |
-0.56 |
-0.7% |
78.79 |
| Close |
79.73 |
79.52 |
-0.21 |
-0.3% |
78.95 |
| Range |
1.03 |
1.02 |
-0.01 |
-1.0% |
2.05 |
| ATR |
1.37 |
1.34 |
-0.02 |
-1.8% |
0.00 |
| Volume |
33,639 |
22,130 |
-11,509 |
-34.2% |
151,861 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.45 |
82.00 |
80.08 |
|
| R3 |
81.43 |
80.98 |
79.80 |
|
| R2 |
80.41 |
80.41 |
79.71 |
|
| R1 |
79.96 |
79.96 |
79.61 |
80.19 |
| PP |
79.39 |
79.39 |
79.39 |
79.50 |
| S1 |
78.94 |
78.94 |
79.43 |
79.17 |
| S2 |
78.37 |
78.37 |
79.33 |
|
| S3 |
77.35 |
77.92 |
79.24 |
|
| S4 |
76.33 |
76.90 |
78.96 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.68 |
84.36 |
80.08 |
|
| R3 |
83.63 |
82.31 |
79.51 |
|
| R2 |
81.58 |
81.58 |
79.33 |
|
| R1 |
80.26 |
80.26 |
79.14 |
79.90 |
| PP |
79.53 |
79.53 |
79.53 |
79.34 |
| S1 |
78.21 |
78.21 |
78.76 |
77.85 |
| S2 |
77.48 |
77.48 |
78.57 |
|
| S3 |
75.43 |
76.16 |
78.39 |
|
| S4 |
73.38 |
74.11 |
77.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.43 |
78.79 |
1.64 |
2.1% |
1.13 |
1.4% |
45% |
False |
False |
27,959 |
| 10 |
80.84 |
77.52 |
3.32 |
4.2% |
1.18 |
1.5% |
60% |
False |
False |
29,118 |
| 20 |
80.84 |
75.11 |
5.73 |
7.2% |
1.31 |
1.6% |
77% |
False |
False |
27,030 |
| 40 |
80.84 |
71.05 |
9.79 |
12.3% |
1.43 |
1.8% |
87% |
False |
False |
20,853 |
| 60 |
80.84 |
69.89 |
10.95 |
13.8% |
1.64 |
2.1% |
88% |
False |
False |
17,119 |
| 80 |
80.84 |
69.19 |
11.65 |
14.7% |
1.70 |
2.1% |
89% |
False |
False |
14,789 |
| 100 |
80.84 |
69.19 |
11.65 |
14.7% |
1.73 |
2.2% |
89% |
False |
False |
12,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.17 |
|
2.618 |
82.50 |
|
1.618 |
81.48 |
|
1.000 |
80.85 |
|
0.618 |
80.46 |
|
HIGH |
79.83 |
|
0.618 |
79.44 |
|
0.500 |
79.32 |
|
0.382 |
79.20 |
|
LOW |
78.81 |
|
0.618 |
78.18 |
|
1.000 |
77.79 |
|
1.618 |
77.16 |
|
2.618 |
76.14 |
|
4.250 |
74.48 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
79.45 |
79.62 |
| PP |
79.39 |
79.59 |
| S1 |
79.32 |
79.55 |
|