NYMEX Light Sweet Crude Oil Future October 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 78.72 77.99 -0.73 -0.9% 77.73
High 78.86 78.37 -0.49 -0.6% 79.22
Low 77.93 77.43 -0.50 -0.6% 77.37
Close 78.28 78.12 -0.16 -0.2% 77.51
Range 0.93 0.94 0.01 1.1% 1.85
ATR 1.22 1.20 -0.02 -1.7% 0.00
Volume 12,403 12,519 116 0.9% 58,187
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 80.79 80.40 78.64
R3 79.85 79.46 78.38
R2 78.91 78.91 78.29
R1 78.52 78.52 78.21 78.72
PP 77.97 77.97 77.97 78.07
S1 77.58 77.58 78.03 77.78
S2 77.03 77.03 77.95
S3 76.09 76.64 77.86
S4 75.15 75.70 77.60
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 83.58 82.40 78.53
R3 81.73 80.55 78.02
R2 79.88 79.88 77.85
R1 78.70 78.70 77.68 78.37
PP 78.03 78.03 78.03 77.87
S1 76.85 76.85 77.34 76.52
S2 76.18 76.18 77.17
S3 74.33 75.00 77.00
S4 72.48 73.15 76.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.88 77.37 1.51 1.9% 1.01 1.3% 50% False False 10,127
10 79.22 76.25 2.97 3.8% 1.05 1.3% 63% False False 11,533
20 79.22 73.90 5.32 6.8% 1.16 1.5% 79% False False 11,009
40 79.22 70.43 8.79 11.3% 1.26 1.6% 87% False False 8,882
60 79.22 69.60 9.62 12.3% 1.41 1.8% 89% False False 7,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.37
2.618 80.83
1.618 79.89
1.000 79.31
0.618 78.95
HIGH 78.37
0.618 78.01
0.500 77.90
0.382 77.79
LOW 77.43
0.618 76.85
1.000 76.49
1.618 75.91
2.618 74.97
4.250 73.44
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 78.05 78.16
PP 77.97 78.14
S1 77.90 78.13

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

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