NYMEX Light Sweet Crude Oil Future May 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 79.24 78.19 -1.05 -1.3% 76.04
High 79.53 78.64 -0.89 -1.1% 79.87
Low 77.93 77.05 -0.88 -1.1% 75.50
Close 78.17 77.41 -0.76 -1.0% 79.09
Range 1.60 1.59 -0.01 -0.6% 4.37
ATR 1.87 1.85 -0.02 -1.1% 0.00
Volume 154,859 220,430 65,571 42.3% 689,640
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 82.47 81.53 78.28
R3 80.88 79.94 77.85
R2 79.29 79.29 77.70
R1 78.35 78.35 77.56 78.03
PP 77.70 77.70 77.70 77.54
S1 76.76 76.76 77.26 76.44
S2 76.11 76.11 77.12
S3 74.52 75.17 76.97
S4 72.93 73.58 76.54
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 77.05 2.82 3.6% 1.71 2.2% 13% False True 169,801
10 79.87 75.50 4.37 5.6% 1.72 2.2% 44% False False 147,807
20 79.87 72.50 7.37 9.5% 1.70 2.2% 67% False False 132,904
40 79.87 70.37 9.50 12.3% 1.98 2.6% 74% False False 99,295
60 79.87 68.85 11.02 14.2% 2.06 2.7% 78% False False 74,989
80 79.87 68.85 11.02 14.2% 2.11 2.7% 78% False False 60,405
100 83.87 68.85 15.02 19.4% 2.11 2.7% 57% False False 50,682
120 84.87 68.85 16.02 20.7% 2.01 2.6% 53% False False 43,892
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 3 trading days
Fibonacci Retracements and Extensions
4.250 85.40
2.618 82.80
1.618 81.21
1.000 80.23
0.618 79.62
HIGH 78.64
0.618 78.03
0.500 77.85
0.382 77.66
LOW 77.05
0.618 76.07
1.000 75.46
1.618 74.48
2.618 72.89
4.250 70.29
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 77.85 78.46
PP 77.70 78.11
S1 77.56 77.76

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

View Archives - Comment on this page... - Back to Index of Symbols