NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 05-Mar-2024

Day Change Summary
	Previous	Current
	04-Mar-2024	05-Mar-2024	Change	Change %	Previous Week
Open	80.14	78.74	-1.40	-1.7%	76.40
High	80.41	79.49	-0.92	-1.1%	80.85
Low	78.56	77.52	-1.04	-1.3%	75.84
Close	78.74	78.15	-0.59	-0.7%	79.97
Range	1.85	1.97	0.12	6.5%	5.01
ATR	2.02	2.02	0.00	-0.2%	0.00
Volume	347,214	436,521	89,307	25.7%	1,555,345

Daily Pivots for day following 05-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	84.30	83.19	79.23
R3	82.33	81.22	78.69
R2	80.36	80.36	78.51
R1	79.25	79.25	78.33	78.82
PP	78.39	78.39	78.39	78.17
S1	77.28	77.28	77.97	76.85
S2	76.42	76.42	77.79
S3	74.45	75.31	77.61
S4	72.48	73.34	77.07

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	93.92	91.95	82.73
R3	88.91	86.94	81.35
R2	83.90	83.90	80.89
R1	81.93	81.93	80.43	82.92
PP	78.89	78.89	78.89	79.38
S1	76.92	76.92	79.51	77.91
S2	73.88	73.88	79.05
S3	68.87	71.91	78.59
S4	63.86	66.90	77.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.85	77.52	3.33	4.3%	1.96	2.5%	19%	False	True	359,026
10	80.85	75.84	5.01	6.4%	1.93	2.5%	46%	False	False	334,627
20	80.85	72.48	8.37	10.7%	1.85	2.4%	68%	False	False	296,679
40	80.85	70.34	10.51	13.4%	2.11	2.7%	74%	False	False	209,192
60	80.85	68.57	12.28	15.7%	2.17	2.8%	78%	False	False	153,572
80	80.85	68.57	12.28	15.7%	2.23	2.9%	78%	False	False	122,677
100	84.68	68.57	16.11	20.6%	2.23	2.9%	59%	False	False	101,271
120	85.75	68.57	17.18	22.0%	2.13	2.7%	56%	False	False	87,008

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.86
2.618	84.65
1.618	82.68
1.000	81.46
0.618	80.71
HIGH	79.49
0.618	78.74
0.500	78.51
0.382	78.27
LOW	77.52
0.618	76.30
1.000	75.55
1.618	74.33
2.618	72.36
4.250	69.15

Fisher Pivots for day following 05-Mar-2024
Pivot	1 day	3 day
R1	78.51	79.19
PP	78.39	78.84
S1	78.27	78.50

Download as Excel Spreadsheet

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

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