NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 77.80 78.09 0.29 0.4% 80.14
High 78.47 78.73 0.26 0.3% 80.67
Low 76.79 77.34 0.55 0.7% 77.52
Close 77.93 77.56 -0.37 -0.5% 78.01
Range 1.68 1.39 -0.29 -17.3% 3.15
ATR 2.03 1.98 -0.05 -2.2% 0.00
Volume 329,873 309,922 -19,951 -6.0% 1,935,240
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 82.05 81.19 78.32
R3 80.66 79.80 77.94
R2 79.27 79.27 77.81
R1 78.41 78.41 77.69 78.15
PP 77.88 77.88 77.88 77.74
S1 77.02 77.02 77.43 76.76
S2 76.49 76.49 77.31
S3 75.10 75.63 77.18
S4 73.71 74.24 76.80
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% 1.94 2.5% 20% False False 358,260
10 80.85 76.79 4.06 5.2% 1.95 2.5% 19% False False 358,643
20 80.85 75.52 5.33 6.9% 1.94 2.5% 38% False False 344,816
40 80.85 70.71 10.14 13.1% 2.01 2.6% 68% False False 243,157
60 80.85 69.79 11.06 14.3% 2.16 2.8% 70% False False 180,759
80 80.85 68.57 12.28 15.8% 2.23 2.9% 73% False False 143,787
100 84.68 68.57 16.11 20.8% 2.22 2.9% 56% False False 118,526
120 85.08 68.57 16.51 21.3% 2.16 2.8% 54% False False 101,399
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 0.46
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.64
2.618 82.37
1.618 80.98
1.000 80.12
0.618 79.59
HIGH 78.73
0.618 78.20
0.500 78.04
0.382 77.87
LOW 77.34
0.618 76.48
1.000 75.95
1.618 75.09
2.618 73.70
4.250 71.43
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 78.04 78.39
PP 77.88 78.11
S1 77.72 77.84

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

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