NYMEX Light Sweet Crude Oil Future May 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 77.24 77.71 0.47 0.6% 79.24
High 78.03 78.31 0.28 0.4% 79.69
Low 76.43 77.01 0.58 0.8% 77.05
Close 77.53 77.25 -0.28 -0.4% 77.50
Range 1.60 1.30 -0.30 -18.8% 2.64
ATR 1.87 1.83 -0.04 -2.2% 0.00
Volume 175,744 178,797 3,053 1.7% 966,635
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 81.42 80.64 77.97
R3 80.12 79.34 77.61
R2 78.82 78.82 77.49
R1 78.04 78.04 77.37 77.78
PP 77.52 77.52 77.52 77.40
S1 76.74 76.74 77.13 76.48
S2 76.22 76.22 77.01
S3 74.92 75.44 76.89
S4 73.62 74.14 76.54
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 86.00 84.39 78.95
R3 83.36 81.75 78.23
R2 80.72 80.72 77.98
R1 79.11 79.11 77.74 78.60
PP 78.08 78.08 78.08 77.82
S1 76.47 76.47 77.26 75.96
S2 75.44 75.44 77.02
S3 72.80 73.83 76.77
S4 70.16 71.19 76.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.69 76.43 3.26 4.2% 1.80 2.3% 25% False False 189,177
10 79.87 76.43 3.44 4.5% 1.76 2.3% 24% False False 179,489
20 79.87 75.31 4.56 5.9% 1.77 2.3% 43% False False 157,578
40 79.87 70.75 9.12 11.8% 1.88 2.4% 71% False False 117,571
60 79.87 70.02 9.85 12.8% 2.04 2.6% 73% False False 89,122
80 79.87 68.85 11.02 14.3% 2.10 2.7% 76% False False 71,420
100 83.87 68.85 15.02 19.4% 2.10 2.7% 56% False False 59,684
120 83.96 68.85 15.11 19.6% 2.04 2.6% 56% False False 51,422
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 0.45
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.84
2.618 81.71
1.618 80.41
1.000 79.61
0.618 79.11
HIGH 78.31
0.618 77.81
0.500 77.66
0.382 77.51
LOW 77.01
0.618 76.21
1.000 75.71
1.618 74.91
2.618 73.61
4.250 71.49
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 77.66 77.86
PP 77.52 77.66
S1 77.39 77.45

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

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