NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
76.04 |
77.11 |
1.07 |
1.4% |
77.90 |
| High |
77.55 |
78.33 |
0.78 |
1.0% |
78.17 |
| Low |
75.50 |
76.67 |
1.17 |
1.5% |
75.89 |
| Close |
77.09 |
78.23 |
1.14 |
1.5% |
76.08 |
| Range |
2.05 |
1.66 |
-0.39 |
-19.0% |
2.28 |
| ATR |
1.93 |
1.92 |
-0.02 |
-1.0% |
0.00 |
| Volume |
117,046 |
98,875 |
-18,171 |
-15.5% |
556,564 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.72 |
82.14 |
79.14 |
|
| R3 |
81.06 |
80.48 |
78.69 |
|
| R2 |
79.40 |
79.40 |
78.53 |
|
| R1 |
78.82 |
78.82 |
78.38 |
79.11 |
| PP |
77.74 |
77.74 |
77.74 |
77.89 |
| S1 |
77.16 |
77.16 |
78.08 |
77.45 |
| S2 |
76.08 |
76.08 |
77.93 |
|
| S3 |
74.42 |
75.50 |
77.77 |
|
| S4 |
72.76 |
73.84 |
77.32 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.55 |
82.10 |
77.33 |
|
| R3 |
81.27 |
79.82 |
76.71 |
|
| R2 |
78.99 |
78.99 |
76.50 |
|
| R1 |
77.54 |
77.54 |
76.29 |
77.13 |
| PP |
76.71 |
76.71 |
76.71 |
76.51 |
| S1 |
75.26 |
75.26 |
75.87 |
74.85 |
| S2 |
74.43 |
74.43 |
75.66 |
|
| S3 |
72.15 |
72.98 |
75.45 |
|
| S4 |
69.87 |
70.70 |
74.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.33 |
75.50 |
2.83 |
3.6% |
1.72 |
2.2% |
96% |
True |
False |
125,813 |
| 10 |
78.33 |
75.31 |
3.02 |
3.9% |
1.78 |
2.3% |
97% |
True |
False |
135,668 |
| 20 |
78.33 |
71.52 |
6.81 |
8.7% |
1.86 |
2.4% |
99% |
True |
False |
114,843 |
| 40 |
78.80 |
70.02 |
8.78 |
11.2% |
2.08 |
2.7% |
94% |
False |
False |
83,081 |
| 60 |
79.11 |
68.85 |
10.26 |
13.1% |
2.14 |
2.7% |
91% |
False |
False |
63,208 |
| 80 |
80.99 |
68.85 |
12.14 |
15.5% |
2.15 |
2.7% |
77% |
False |
False |
50,667 |
| 100 |
83.87 |
68.85 |
15.02 |
19.2% |
2.13 |
2.7% |
62% |
False |
False |
42,657 |
| 120 |
84.87 |
68.85 |
16.02 |
20.5% |
1.98 |
2.5% |
59% |
False |
False |
37,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.39 |
|
2.618 |
82.68 |
|
1.618 |
81.02 |
|
1.000 |
79.99 |
|
0.618 |
79.36 |
|
HIGH |
78.33 |
|
0.618 |
77.70 |
|
0.500 |
77.50 |
|
0.382 |
77.30 |
|
LOW |
76.67 |
|
0.618 |
75.64 |
|
1.000 |
75.01 |
|
1.618 |
73.98 |
|
2.618 |
72.32 |
|
4.250 |
69.62 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
77.99 |
77.79 |
| PP |
77.74 |
77.35 |
| S1 |
77.50 |
76.92 |
|