NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 03-Apr-2024
Day Change Summary
Previous Current
02-Apr-2024 03-Apr-2024 Change Change % Previous Week
Open 84.04 85.46 1.42 1.7% 80.85
High 85.50 86.20 0.70 0.8% 83.21
Low 83.85 84.85 1.00 1.2% 80.55
Close 85.15 85.43 0.28 0.3% 83.17
Range 1.65 1.35 -0.30 -18.2% 2.66
ATR 1.69 1.66 -0.02 -1.4% 0.00
Volume 344,040 322,549 -21,491 -6.2% 1,079,943
Daily Pivots for day following 03-Apr-2024
Classic Woodie Camarilla DeMark
R4 89.54 88.84 86.17
R3 88.19 87.49 85.80
R2 86.84 86.84 85.68
R1 86.14 86.14 85.55 85.82
PP 85.49 85.49 85.49 85.33
S1 84.79 84.79 85.31 84.47
S2 84.14 84.14 85.18
S3 82.79 83.44 85.06
S4 81.44 82.09 84.69
Weekly Pivots for week ending 29-Mar-2024
Classic Woodie Camarilla DeMark
R4 90.29 89.39 84.63
R3 87.63 86.73 83.90
R2 84.97 84.97 83.66
R1 84.07 84.07 83.41 84.52
PP 82.31 82.31 82.31 82.54
S1 81.41 81.41 82.93 81.86
S2 79.65 79.65 82.68
S3 76.99 78.75 82.44
S4 74.33 76.09 81.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.20 80.55 5.65 6.6% 1.55 1.8% 86% True False 306,277
10 86.20 80.30 5.90 6.9% 1.53 1.8% 87% True False 291,671
20 86.20 76.43 9.77 11.4% 1.62 1.9% 92% True False 260,102
40 86.20 72.50 13.70 16.0% 1.66 1.9% 94% True False 196,503
60 86.20 70.37 15.83 18.5% 1.86 2.2% 95% True False 152,897
80 86.20 68.85 17.35 20.3% 1.95 2.3% 96% True False 121,267
100 86.20 68.85 17.35 20.3% 2.01 2.4% 96% True False 100,344
120 86.20 68.85 17.35 20.3% 2.03 2.4% 96% True False 85,585
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.94
2.618 89.73
1.618 88.38
1.000 87.55
0.618 87.03
HIGH 86.20
0.618 85.68
0.500 85.53
0.382 85.37
LOW 84.85
0.618 84.02
1.000 83.50
1.618 82.67
2.618 81.32
4.250 79.11
Fisher Pivots for day following 03-Apr-2024
Pivot 1 day 3 day
R1 85.53 85.09
PP 85.49 84.74
S1 85.46 84.40

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

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