NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
79.87 |
80.10 |
0.23 |
0.3% |
76.93 |
| High |
80.36 |
81.89 |
1.53 |
1.9% |
80.41 |
| Low |
79.51 |
80.10 |
0.59 |
0.7% |
76.07 |
| Close |
80.14 |
81.61 |
1.47 |
1.8% |
80.14 |
| Range |
0.85 |
1.79 |
0.94 |
110.6% |
4.34 |
| ATR |
1.68 |
1.68 |
0.01 |
0.5% |
0.00 |
| Volume |
119,722 |
144,901 |
25,179 |
21.0% |
640,069 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.57 |
85.88 |
82.59 |
|
| R3 |
84.78 |
84.09 |
82.10 |
|
| R2 |
82.99 |
82.99 |
81.94 |
|
| R1 |
82.30 |
82.30 |
81.77 |
82.65 |
| PP |
81.20 |
81.20 |
81.20 |
81.37 |
| S1 |
80.51 |
80.51 |
81.45 |
80.86 |
| S2 |
79.41 |
79.41 |
81.28 |
|
| S3 |
77.62 |
78.72 |
81.12 |
|
| S4 |
75.83 |
76.93 |
80.63 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.89 |
90.36 |
82.53 |
|
| R3 |
87.55 |
86.02 |
81.33 |
|
| R2 |
83.21 |
83.21 |
80.94 |
|
| R1 |
81.68 |
81.68 |
80.54 |
82.45 |
| PP |
78.87 |
78.87 |
78.87 |
79.26 |
| S1 |
77.34 |
77.34 |
79.74 |
78.11 |
| S2 |
74.53 |
74.53 |
79.34 |
|
| S3 |
70.19 |
73.00 |
78.95 |
|
| S4 |
65.85 |
68.66 |
77.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.89 |
76.67 |
5.22 |
6.4% |
1.52 |
1.9% |
95% |
True |
False |
133,440 |
| 10 |
81.89 |
76.07 |
5.82 |
7.1% |
1.62 |
2.0% |
95% |
True |
False |
138,173 |
| 20 |
81.89 |
75.10 |
6.79 |
8.3% |
1.61 |
2.0% |
96% |
True |
False |
121,614 |
| 40 |
81.89 |
71.47 |
10.42 |
12.8% |
1.76 |
2.2% |
97% |
True |
False |
99,409 |
| 60 |
81.89 |
70.11 |
11.78 |
14.4% |
1.90 |
2.3% |
98% |
True |
False |
84,178 |
| 80 |
81.89 |
69.06 |
12.83 |
15.7% |
1.99 |
2.4% |
98% |
True |
False |
75,890 |
| 100 |
81.89 |
69.06 |
12.83 |
15.7% |
2.05 |
2.5% |
98% |
True |
False |
70,513 |
| 120 |
83.14 |
69.06 |
14.08 |
17.3% |
2.02 |
2.5% |
89% |
False |
False |
66,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.50 |
|
2.618 |
86.58 |
|
1.618 |
84.79 |
|
1.000 |
83.68 |
|
0.618 |
83.00 |
|
HIGH |
81.89 |
|
0.618 |
81.21 |
|
0.500 |
81.00 |
|
0.382 |
80.78 |
|
LOW |
80.10 |
|
0.618 |
78.99 |
|
1.000 |
78.31 |
|
1.618 |
77.20 |
|
2.618 |
75.41 |
|
4.250 |
72.49 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.41 |
81.17 |
| PP |
81.20 |
80.73 |
| S1 |
81.00 |
80.29 |
|