NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 81.49 80.84 -0.65 -0.8% 80.58
High 81.92 81.45 -0.47 -0.6% 83.12
Low 80.30 80.42 0.12 0.1% 80.30
Close 81.07 80.63 -0.44 -0.5% 80.63
Range 1.62 1.03 -0.59 -36.4% 2.82
ATR 1.76 1.71 -0.05 -3.0% 0.00
Volume 266,860 231,101 -35,759 -13.4% 1,514,737
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 83.92 83.31 81.20
R3 82.89 82.28 80.91
R2 81.86 81.86 80.82
R1 81.25 81.25 80.72 81.04
PP 80.83 80.83 80.83 80.73
S1 80.22 80.22 80.54 80.01
S2 79.80 79.80 80.44
S3 78.77 79.19 80.35
S4 77.74 78.16 80.06
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 89.81 88.04 82.18
R3 86.99 85.22 81.41
R2 84.17 84.17 81.15
R1 82.40 82.40 80.89 83.29
PP 81.35 81.35 81.35 81.79
S1 79.58 79.58 80.37 80.47
S2 78.53 78.53 80.11
S3 75.71 76.76 79.85
S4 72.89 73.94 79.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.12 80.30 2.82 3.5% 1.54 1.9% 12% False False 302,947
10 83.12 76.43 6.69 8.3% 1.55 1.9% 63% False False 254,310
20 83.12 75.50 7.62 9.5% 1.70 2.1% 67% False False 209,969
40 83.12 71.52 11.60 14.4% 1.80 2.2% 79% False False 160,803
60 83.12 70.02 13.10 16.2% 1.96 2.4% 81% False False 122,535
80 83.12 68.85 14.27 17.7% 2.03 2.5% 83% False False 97,687
100 83.12 68.85 14.27 17.7% 2.06 2.6% 83% False False 80,650
120 83.87 68.85 15.02 18.6% 2.05 2.5% 78% False False 68,938
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.83
2.618 84.15
1.618 83.12
1.000 82.48
0.618 82.09
HIGH 81.45
0.618 81.06
0.500 80.94
0.382 80.81
LOW 80.42
0.618 79.78
1.000 79.39
1.618 78.75
2.618 77.72
4.250 76.04
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 80.94 81.48
PP 80.83 81.19
S1 80.73 80.91

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

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