NYMEX Light Sweet Crude Oil Future September 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 76.86 77.80 0.94 1.2% 75.12
High 78.26 78.38 0.12 0.2% 78.38
Low 76.86 77.60 0.74 1.0% 74.50
Close 78.16 78.30 0.14 0.2% 78.30
Range 1.40 0.78 -0.62 -44.3% 3.88
ATR 1.47 1.42 -0.05 -3.3% 0.00
Volume 47,625 33,487 -14,138 -29.7% 198,614
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 80.43 80.15 78.73
R3 79.65 79.37 78.51
R2 78.87 78.87 78.44
R1 78.59 78.59 78.37 78.73
PP 78.09 78.09 78.09 78.17
S1 77.81 77.81 78.23 77.95
S2 77.31 77.31 78.16
S3 76.53 77.03 78.09
S4 75.75 76.25 77.87
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 88.70 87.38 80.43
R3 84.82 83.50 79.37
R2 80.94 80.94 79.01
R1 79.62 79.62 78.66 80.28
PP 77.06 77.06 77.06 77.39
S1 75.74 75.74 77.94 76.40
S2 73.18 73.18 77.59
S3 69.30 71.86 77.23
S4 65.42 67.98 76.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.38 74.50 3.88 5.0% 1.25 1.6% 98% True False 39,722
10 78.38 74.50 3.88 5.0% 1.30 1.7% 98% True False 41,364
20 78.38 73.62 4.76 6.1% 1.33 1.7% 98% True False 35,776
40 78.38 70.73 7.65 9.8% 1.50 1.9% 99% True False 26,721
60 78.38 69.61 8.77 11.2% 1.66 2.1% 99% True False 22,958
80 78.38 69.11 9.27 11.8% 1.74 2.2% 99% True False 20,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 81.70
2.618 80.42
1.618 79.64
1.000 79.16
0.618 78.86
HIGH 78.38
0.618 78.08
0.500 77.99
0.382 77.90
LOW 77.60
0.618 77.12
1.000 76.82
1.618 76.34
2.618 75.56
4.250 74.29
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 78.20 77.83
PP 78.09 77.37
S1 77.99 76.90

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

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