NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 01-Mar-2024
Day Change Summary
Previous Current
29-Feb-2024 01-Mar-2024 Change Change % Previous Week
Open 77.50 77.49 -0.01 0.0% 76.04
High 78.35 79.87 1.52 1.9% 79.87
Low 77.20 77.30 0.10 0.1% 75.50
Close 77.45 79.09 1.64 2.1% 79.09
Range 1.15 2.57 1.42 123.5% 4.37
ATR 1.84 1.90 0.05 2.8% 0.00
Volume 154,803 175,926 21,123 13.6% 689,640
Daily Pivots for day following 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 86.46 85.35 80.50
R3 83.89 82.78 79.80
R2 81.32 81.32 79.56
R1 80.21 80.21 79.33 80.77
PP 78.75 78.75 78.75 79.03
S1 77.64 77.64 78.85 78.20
S2 76.18 76.18 78.62
S3 73.61 75.07 78.38
S4 71.04 72.50 77.68
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 91.26 89.55 81.49
R3 86.89 85.18 80.29
R2 82.52 82.52 79.89
R1 80.81 80.81 79.49 81.67
PP 78.15 78.15 78.15 78.58
S1 76.44 76.44 78.69 77.30
S2 73.78 73.78 78.29
S3 69.41 72.07 77.89
S4 65.04 67.70 76.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.87 75.50 4.37 5.5% 1.82 2.3% 82% True False 137,928
10 79.87 75.50 4.37 5.5% 1.73 2.2% 82% True False 139,758
20 79.87 71.52 8.35 10.6% 1.75 2.2% 91% True False 124,883
40 79.87 70.37 9.50 12.0% 2.01 2.5% 92% True False 92,311
60 79.87 68.85 11.02 13.9% 2.09 2.6% 93% True False 69,744
80 80.20 68.85 11.35 14.4% 2.13 2.7% 90% False False 56,061
100 83.87 68.85 15.02 19.0% 2.10 2.7% 68% False False 47,121
120 84.87 68.85 16.02 20.3% 2.00 2.5% 64% False False 40,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 90.79
2.618 86.60
1.618 84.03
1.000 82.44
0.618 81.46
HIGH 79.87
0.618 78.89
0.500 78.59
0.382 78.28
LOW 77.30
0.618 75.71
1.000 74.73
1.618 73.14
2.618 70.57
4.250 66.38
Fisher Pivots for day following 01-Mar-2024
Pivot 1 day 3 day
R1 78.92 78.90
PP 78.75 78.71
S1 78.59 78.52

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

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