NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
82.53 |
81.49 |
-1.04 |
-1.3% |
77.24 |
| High |
82.65 |
81.92 |
-0.73 |
-0.9% |
81.03 |
| Low |
80.83 |
80.30 |
-0.53 |
-0.7% |
76.43 |
| Close |
81.27 |
81.07 |
-0.20 |
-0.2% |
80.58 |
| Range |
1.82 |
1.62 |
-0.20 |
-11.0% |
4.60 |
| ATR |
1.77 |
1.76 |
-0.01 |
-0.6% |
0.00 |
| Volume |
351,161 |
266,860 |
-84,301 |
-24.0% |
1,028,370 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.96 |
85.13 |
81.96 |
|
| R3 |
84.34 |
83.51 |
81.52 |
|
| R2 |
82.72 |
82.72 |
81.37 |
|
| R1 |
81.89 |
81.89 |
81.22 |
81.50 |
| PP |
81.10 |
81.10 |
81.10 |
80.90 |
| S1 |
80.27 |
80.27 |
80.92 |
79.88 |
| S2 |
79.48 |
79.48 |
80.77 |
|
| S3 |
77.86 |
78.65 |
80.62 |
|
| S4 |
76.24 |
77.03 |
80.18 |
|
|
| 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 |
80.01 |
3.11 |
3.8% |
1.51 |
1.9% |
34% |
False |
False |
299,886 |
| 10 |
83.12 |
76.43 |
6.69 |
8.3% |
1.67 |
2.1% |
69% |
False |
False |
248,773 |
| 20 |
83.12 |
75.50 |
7.62 |
9.4% |
1.74 |
2.1% |
73% |
False |
False |
205,116 |
| 40 |
83.12 |
71.52 |
11.60 |
14.3% |
1.83 |
2.3% |
82% |
False |
False |
156,534 |
| 60 |
83.12 |
70.02 |
13.10 |
16.2% |
1.99 |
2.5% |
84% |
False |
False |
119,064 |
| 80 |
83.12 |
68.85 |
14.27 |
17.6% |
2.04 |
2.5% |
86% |
False |
False |
94,918 |
| 100 |
83.12 |
68.85 |
14.27 |
17.6% |
2.07 |
2.6% |
86% |
False |
False |
78,465 |
| 120 |
83.87 |
68.85 |
15.02 |
18.5% |
2.05 |
2.5% |
81% |
False |
False |
67,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.81 |
|
2.618 |
86.16 |
|
1.618 |
84.54 |
|
1.000 |
83.54 |
|
0.618 |
82.92 |
|
HIGH |
81.92 |
|
0.618 |
81.30 |
|
0.500 |
81.11 |
|
0.382 |
80.92 |
|
LOW |
80.30 |
|
0.618 |
79.30 |
|
1.000 |
78.68 |
|
1.618 |
77.68 |
|
2.618 |
76.06 |
|
4.250 |
73.42 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.11 |
81.71 |
| PP |
81.10 |
81.50 |
| S1 |
81.08 |
81.28 |
|