NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
80.85 |
81.94 |
1.09 |
1.3% |
80.58 |
| High |
82.48 |
82.36 |
-0.12 |
-0.1% |
83.12 |
| Low |
80.59 |
81.22 |
0.63 |
0.8% |
80.30 |
| Close |
81.95 |
81.62 |
-0.33 |
-0.4% |
80.63 |
| Range |
1.89 |
1.14 |
-0.75 |
-39.7% |
2.82 |
| ATR |
1.72 |
1.68 |
-0.04 |
-2.4% |
0.00 |
| Volume |
300,360 |
235,845 |
-64,515 |
-21.5% |
1,514,737 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.15 |
84.53 |
82.25 |
|
| R3 |
84.01 |
83.39 |
81.93 |
|
| R2 |
82.87 |
82.87 |
81.83 |
|
| R1 |
82.25 |
82.25 |
81.72 |
81.99 |
| PP |
81.73 |
81.73 |
81.73 |
81.61 |
| S1 |
81.11 |
81.11 |
81.52 |
80.85 |
| S2 |
80.59 |
80.59 |
81.41 |
|
| S3 |
79.45 |
79.97 |
81.31 |
|
| S4 |
78.31 |
78.83 |
80.99 |
|
|
| 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 |
82.65 |
80.30 |
2.35 |
2.9% |
1.50 |
1.8% |
56% |
False |
False |
277,065 |
| 10 |
83.12 |
77.31 |
5.81 |
7.1% |
1.57 |
1.9% |
74% |
False |
False |
272,477 |
| 20 |
83.12 |
76.43 |
6.69 |
8.2% |
1.66 |
2.0% |
78% |
False |
False |
225,983 |
| 40 |
83.12 |
71.52 |
11.60 |
14.2% |
1.76 |
2.2% |
87% |
False |
False |
170,413 |
| 60 |
83.12 |
70.02 |
13.10 |
16.0% |
1.94 |
2.4% |
89% |
False |
False |
130,715 |
| 80 |
83.12 |
68.85 |
14.27 |
17.5% |
2.02 |
2.5% |
89% |
False |
False |
103,902 |
| 100 |
83.12 |
68.85 |
14.27 |
17.5% |
2.05 |
2.5% |
89% |
False |
False |
85,730 |
| 120 |
83.87 |
68.85 |
15.02 |
18.4% |
2.05 |
2.5% |
85% |
False |
False |
73,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.21 |
|
2.618 |
85.34 |
|
1.618 |
84.20 |
|
1.000 |
83.50 |
|
0.618 |
83.06 |
|
HIGH |
82.36 |
|
0.618 |
81.92 |
|
0.500 |
81.79 |
|
0.382 |
81.66 |
|
LOW |
81.22 |
|
0.618 |
80.52 |
|
1.000 |
80.08 |
|
1.618 |
79.38 |
|
2.618 |
78.24 |
|
4.250 |
76.38 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.79 |
81.56 |
| PP |
81.73 |
81.51 |
| S1 |
81.68 |
81.45 |
|