NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
82.21 |
82.53 |
0.32 |
0.4% |
77.24 |
| High |
83.12 |
82.65 |
-0.47 |
-0.6% |
81.03 |
| Low |
81.81 |
80.83 |
-0.98 |
-1.2% |
76.43 |
| Close |
82.73 |
81.27 |
-1.46 |
-1.8% |
80.58 |
| Range |
1.31 |
1.82 |
0.51 |
38.9% |
4.60 |
| ATR |
1.76 |
1.77 |
0.01 |
0.6% |
0.00 |
| Volume |
341,700 |
351,161 |
9,461 |
2.8% |
1,028,370 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.04 |
85.98 |
82.27 |
|
| R3 |
85.22 |
84.16 |
81.77 |
|
| R2 |
83.40 |
83.40 |
81.60 |
|
| R1 |
82.34 |
82.34 |
81.44 |
81.96 |
| PP |
81.58 |
81.58 |
81.58 |
81.40 |
| S1 |
80.52 |
80.52 |
81.10 |
80.14 |
| S2 |
79.76 |
79.76 |
80.94 |
|
| S3 |
77.94 |
78.70 |
80.77 |
|
| S4 |
76.12 |
76.88 |
80.27 |
|
|
| 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 |
83.12 |
79.15 |
3.97 |
4.9% |
1.57 |
1.9% |
53% |
False |
False |
296,273 |
| 10 |
83.12 |
76.43 |
6.69 |
8.2% |
1.65 |
2.0% |
72% |
False |
False |
243,645 |
| 20 |
83.12 |
75.50 |
7.62 |
9.4% |
1.73 |
2.1% |
76% |
False |
False |
199,042 |
| 40 |
83.12 |
71.52 |
11.60 |
14.3% |
1.84 |
2.3% |
84% |
False |
False |
151,310 |
| 60 |
83.12 |
70.02 |
13.10 |
16.1% |
1.99 |
2.4% |
86% |
False |
False |
115,055 |
| 80 |
83.12 |
68.85 |
14.27 |
17.6% |
2.04 |
2.5% |
87% |
False |
False |
91,688 |
| 100 |
83.12 |
68.85 |
14.27 |
17.6% |
2.08 |
2.6% |
87% |
False |
False |
75,937 |
| 120 |
83.87 |
68.85 |
15.02 |
18.5% |
2.05 |
2.5% |
83% |
False |
False |
65,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.39 |
|
2.618 |
87.41 |
|
1.618 |
85.59 |
|
1.000 |
84.47 |
|
0.618 |
83.77 |
|
HIGH |
82.65 |
|
0.618 |
81.95 |
|
0.500 |
81.74 |
|
0.382 |
81.53 |
|
LOW |
80.83 |
|
0.618 |
79.71 |
|
1.000 |
79.01 |
|
1.618 |
77.89 |
|
2.618 |
76.07 |
|
4.250 |
73.10 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.74 |
81.84 |
| PP |
81.58 |
81.65 |
| S1 |
81.43 |
81.46 |
|