NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
85.46 |
85.66 |
0.20 |
0.2% |
80.85 |
| High |
86.20 |
87.22 |
1.02 |
1.2% |
83.21 |
| Low |
84.85 |
84.64 |
-0.21 |
-0.2% |
80.55 |
| Close |
85.43 |
86.59 |
1.16 |
1.4% |
83.17 |
| Range |
1.35 |
2.58 |
1.23 |
91.1% |
2.66 |
| ATR |
1.66 |
1.73 |
0.07 |
3.9% |
0.00 |
| Volume |
322,549 |
359,534 |
36,985 |
11.5% |
1,079,943 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.89 |
92.82 |
88.01 |
|
| R3 |
91.31 |
90.24 |
87.30 |
|
| R2 |
88.73 |
88.73 |
87.06 |
|
| R1 |
87.66 |
87.66 |
86.83 |
88.20 |
| PP |
86.15 |
86.15 |
86.15 |
86.42 |
| S1 |
85.08 |
85.08 |
86.35 |
85.62 |
| S2 |
83.57 |
83.57 |
86.12 |
|
| S3 |
80.99 |
82.50 |
85.88 |
|
| S4 |
78.41 |
79.92 |
85.17 |
|
|
| 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 |
87.22 |
81.52 |
5.70 |
6.6% |
1.83 |
2.1% |
89% |
True |
False |
328,191 |
| 10 |
87.22 |
80.30 |
6.92 |
8.0% |
1.60 |
1.9% |
91% |
True |
False |
292,508 |
| 20 |
87.22 |
76.43 |
10.79 |
12.5% |
1.63 |
1.9% |
94% |
True |
False |
268,076 |
| 40 |
87.22 |
73.27 |
13.95 |
16.1% |
1.69 |
2.0% |
95% |
True |
False |
203,809 |
| 60 |
87.22 |
70.75 |
16.47 |
19.0% |
1.84 |
2.1% |
96% |
True |
False |
158,178 |
| 80 |
87.22 |
68.85 |
18.37 |
21.2% |
1.96 |
2.3% |
97% |
True |
False |
125,556 |
| 100 |
87.22 |
68.85 |
18.37 |
21.2% |
2.02 |
2.3% |
97% |
True |
False |
103,773 |
| 120 |
87.22 |
68.85 |
18.37 |
21.2% |
2.03 |
2.3% |
97% |
True |
False |
88,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.19 |
|
2.618 |
93.97 |
|
1.618 |
91.39 |
|
1.000 |
89.80 |
|
0.618 |
88.81 |
|
HIGH |
87.22 |
|
0.618 |
86.23 |
|
0.500 |
85.93 |
|
0.382 |
85.63 |
|
LOW |
84.64 |
|
0.618 |
83.05 |
|
1.000 |
82.06 |
|
1.618 |
80.47 |
|
2.618 |
77.89 |
|
4.250 |
73.68 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
86.37 |
86.24 |
| PP |
86.15 |
85.89 |
| S1 |
85.93 |
85.54 |
|