NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 15-Mar-2024

Day Change Summary
	Previous	Current
	14-Mar-2024	15-Mar-2024	Change	Change %	Previous Week
Open	79.24	80.58	1.34	1.7%	77.24
High	81.03	80.89	-0.14	-0.2%	81.03
Low	79.15	80.01	0.86	1.1%	76.43
Close	80.74	80.58	-0.16	-0.2%	80.58
Range	1.88	0.88	-1.00	-53.2%	4.60
ATR	1.86	1.79	-0.07	-3.8%	0.00
Volume	248,796	215,797	-32,999	-13.3%	1,028,370

Daily Pivots for day following 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	83.13	82.74	81.06
R3	82.25	81.86	80.82
R2	81.37	81.37	80.74
R1	80.98	80.98	80.66	81.02
PP	80.49	80.49	80.49	80.52
S1	80.10	80.10	80.50	80.14
S2	79.61	79.61	80.42
S3	78.73	79.22	80.34
S4	77.85	78.34	80.10

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	93.15	91.46	83.11
R3	88.55	86.86	81.85
R2	83.95	83.95	81.42
R1	82.26	82.26	81.00	83.11
PP	79.35	79.35	79.35	79.77
S1	77.66	77.66	80.16	78.51
S2	74.75	74.75	79.74
S3	70.15	73.06	79.32
S4	65.55	68.46	78.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.03	76.43	4.60	5.7%	1.56	1.9%	90%	False	False	205,674
10	81.03	76.43	4.60	5.7%	1.71	2.1%	90%	False	False	199,500
20	81.03	75.50	5.53	6.9%	1.72	2.1%	92%	False	False	169,629
40	81.03	71.52	9.51	11.8%	1.86	2.3%	95%	False	False	130,498
60	81.03	70.02	11.01	13.7%	2.00	2.5%	96%	False	False	99,234
80	81.03	68.85	12.18	15.1%	2.06	2.6%	96%	False	False	79,380
100	82.97	68.85	14.12	17.5%	2.10	2.6%	83%	False	False	66,160
120	83.95	68.85	15.10	18.7%	2.04	2.5%	78%	False	False	56,772

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	84.63
2.618	83.19
1.618	82.31
1.000	81.77
0.618	81.43
HIGH	80.89
0.618	80.55
0.500	80.45
0.382	80.35
LOW	80.01
0.618	79.47
1.000	79.13
1.618	78.59
2.618	77.71
4.250	76.27

Fisher Pivots for day following 15-Mar-2024
Pivot	1 day	3 day
R1	80.54	80.11
PP	80.49	79.64
S1	80.45	79.17

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

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