NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 20-Mar-2024
Day Change Summary
Previous Current
19-Mar-2024 20-Mar-2024 Change Change % Previous Week
Open 79.41 79.75 0.34 0.4% 75.12
High 80.04 79.84 -0.20 -0.2% 78.38
Low 79.20 78.40 -0.80 -1.0% 74.50
Close 79.81 78.79 -1.02 -1.3% 78.30
Range 0.84 1.44 0.60 71.4% 3.88
ATR 1.37 1.38 0.00 0.4% 0.00
Volume 39,192 46,183 6,991 17.8% 198,614
Daily Pivots for day following 20-Mar-2024
Classic Woodie Camarilla DeMark
R4 83.33 82.50 79.58
R3 81.89 81.06 79.19
R2 80.45 80.45 79.05
R1 79.62 79.62 78.92 79.32
PP 79.01 79.01 79.01 78.86
S1 78.18 78.18 78.66 77.88
S2 77.57 77.57 78.53
S3 76.13 76.74 78.39
S4 74.69 75.30 78.00
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 80.04 76.86 3.18 4.0% 1.14 1.5% 61% False False 42,390
10 80.04 74.50 5.54 7.0% 1.27 1.6% 77% False False 40,756
20 80.04 73.62 6.42 8.1% 1.31 1.7% 81% False False 38,084
40 80.04 70.73 9.31 11.8% 1.47 1.9% 87% False False 29,058
60 80.04 69.61 10.43 13.2% 1.64 2.1% 88% False False 24,510
80 80.04 69.11 10.93 13.9% 1.71 2.2% 89% False False 21,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.96
2.618 83.61
1.618 82.17
1.000 81.28
0.618 80.73
HIGH 79.84
0.618 79.29
0.500 79.12
0.382 78.95
LOW 78.40
0.618 77.51
1.000 76.96
1.618 76.07
2.618 74.63
4.250 72.28
Fisher Pivots for day following 20-Mar-2024
Pivot 1 day 3 day
R1 79.12 79.21
PP 79.01 79.07
S1 78.90 78.93

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

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