NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
80.10 |
81.61 |
1.51 |
1.9% |
76.93 |
| High |
81.89 |
82.38 |
0.49 |
0.6% |
80.41 |
| Low |
80.10 |
81.24 |
1.14 |
1.4% |
76.07 |
| Close |
81.61 |
82.08 |
0.47 |
0.6% |
80.14 |
| Range |
1.79 |
1.14 |
-0.65 |
-36.3% |
4.34 |
| ATR |
1.68 |
1.64 |
-0.04 |
-2.3% |
0.00 |
| Volume |
144,901 |
155,211 |
10,310 |
7.1% |
640,069 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.32 |
84.84 |
82.71 |
|
| R3 |
84.18 |
83.70 |
82.39 |
|
| R2 |
83.04 |
83.04 |
82.29 |
|
| R1 |
82.56 |
82.56 |
82.18 |
82.80 |
| PP |
81.90 |
81.90 |
81.90 |
82.02 |
| S1 |
81.42 |
81.42 |
81.98 |
81.66 |
| S2 |
80.76 |
80.76 |
81.87 |
|
| S3 |
79.62 |
80.28 |
81.77 |
|
| S4 |
78.48 |
79.14 |
81.45 |
|
|
| 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 |
82.38 |
76.98 |
5.40 |
6.6% |
1.50 |
1.8% |
94% |
True |
False |
139,028 |
| 10 |
82.38 |
76.07 |
6.31 |
7.7% |
1.59 |
1.9% |
95% |
True |
False |
137,843 |
| 20 |
82.38 |
75.10 |
7.28 |
8.9% |
1.59 |
1.9% |
96% |
True |
False |
124,089 |
| 40 |
82.38 |
71.47 |
10.91 |
13.3% |
1.73 |
2.1% |
97% |
True |
False |
101,638 |
| 60 |
82.38 |
70.11 |
12.27 |
14.9% |
1.89 |
2.3% |
98% |
True |
False |
86,017 |
| 80 |
82.38 |
69.06 |
13.32 |
16.2% |
1.99 |
2.4% |
98% |
True |
False |
77,379 |
| 100 |
82.38 |
69.06 |
13.32 |
16.2% |
2.04 |
2.5% |
98% |
True |
False |
71,469 |
| 120 |
83.14 |
69.06 |
14.08 |
17.2% |
2.02 |
2.5% |
92% |
False |
False |
67,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.23 |
|
2.618 |
85.36 |
|
1.618 |
84.22 |
|
1.000 |
83.52 |
|
0.618 |
83.08 |
|
HIGH |
82.38 |
|
0.618 |
81.94 |
|
0.500 |
81.81 |
|
0.382 |
81.68 |
|
LOW |
81.24 |
|
0.618 |
80.54 |
|
1.000 |
80.10 |
|
1.618 |
79.40 |
|
2.618 |
78.26 |
|
4.250 |
76.40 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.99 |
81.70 |
| PP |
81.90 |
81.32 |
| S1 |
81.81 |
80.95 |
|