NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 79.51 77.80 -1.71 -2.2% 80.14
High 79.99 78.47 -1.52 -1.9% 80.67
Low 77.56 76.79 -0.77 -1.0% 77.52
Close 78.01 77.93 -0.08 -0.1% 78.01
Range 2.43 1.68 -0.75 -30.9% 3.15
ATR 2.06 2.03 -0.03 -1.3% 0.00
Volume 347,533 329,873 -17,660 -5.1% 1,935,240
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 82.77 82.03 78.85
R3 81.09 80.35 78.39
R2 79.41 79.41 78.24
R1 78.67 78.67 78.08 79.04
PP 77.73 77.73 77.73 77.92
S1 76.99 76.99 77.78 77.36
S2 76.05 76.05 77.62
S3 74.37 75.31 77.47
S4 72.69 73.63 77.01
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 88.18 86.25 79.74
R3 85.03 83.10 78.88
R2 81.88 81.88 78.59
R1 79.95 79.95 78.30 79.34
PP 78.73 78.73 78.73 78.43
S1 76.80 76.80 77.72 76.19
S2 75.58 75.58 77.43
S3 72.43 73.65 77.14
S4 69.28 70.50 76.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.67 76.79 3.88 5.0% 2.05 2.6% 29% False True 383,579
10 80.85 76.79 4.06 5.2% 1.99 2.6% 28% False True 354,574
20 80.85 75.49 5.36 6.9% 1.95 2.5% 46% False False 337,801
40 80.85 70.71 10.14 13.0% 2.05 2.6% 71% False False 237,897
60 80.85 68.57 12.28 15.8% 2.17 2.8% 76% False False 176,168
80 80.85 68.57 12.28 15.8% 2.23 2.9% 76% False False 140,133
100 84.68 68.57 16.11 20.7% 2.22 2.9% 58% False False 115,522
120 85.62 68.57 17.05 21.9% 2.16 2.8% 55% False False 98,938
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.61
2.618 82.87
1.618 81.19
1.000 80.15
0.618 79.51
HIGH 78.47
0.618 77.83
0.500 77.63
0.382 77.43
LOW 76.79
0.618 75.75
1.000 75.11
1.618 74.07
2.618 72.39
4.250 69.65
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 77.83 78.39
PP 77.73 78.24
S1 77.63 78.08

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

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