NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
81.61 |
81.91 |
0.30 |
0.4% |
76.93 |
| High |
82.38 |
82.03 |
-0.35 |
-0.4% |
80.41 |
| Low |
81.24 |
80.35 |
-0.89 |
-1.1% |
76.07 |
| Close |
82.08 |
80.78 |
-1.30 |
-1.6% |
80.14 |
| Range |
1.14 |
1.68 |
0.54 |
47.4% |
4.34 |
| ATR |
1.64 |
1.65 |
0.01 |
0.4% |
0.00 |
| Volume |
155,211 |
167,536 |
12,325 |
7.9% |
640,069 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.09 |
85.12 |
81.70 |
|
| R3 |
84.41 |
83.44 |
81.24 |
|
| R2 |
82.73 |
82.73 |
81.09 |
|
| R1 |
81.76 |
81.76 |
80.93 |
81.41 |
| PP |
81.05 |
81.05 |
81.05 |
80.88 |
| S1 |
80.08 |
80.08 |
80.63 |
79.73 |
| S2 |
79.37 |
79.37 |
80.47 |
|
| S3 |
77.69 |
78.40 |
80.32 |
|
| S4 |
76.01 |
76.72 |
79.86 |
|
|
| 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 |
78.68 |
3.70 |
4.6% |
1.44 |
1.8% |
57% |
False |
False |
146,852 |
| 10 |
82.38 |
76.07 |
6.31 |
7.8% |
1.54 |
1.9% |
75% |
False |
False |
138,864 |
| 20 |
82.38 |
75.10 |
7.28 |
9.0% |
1.60 |
2.0% |
78% |
False |
False |
127,522 |
| 40 |
82.38 |
71.47 |
10.91 |
13.5% |
1.73 |
2.1% |
85% |
False |
False |
104,519 |
| 60 |
82.38 |
70.11 |
12.27 |
15.2% |
1.89 |
2.3% |
87% |
False |
False |
88,135 |
| 80 |
82.38 |
69.06 |
13.32 |
16.5% |
1.97 |
2.4% |
88% |
False |
False |
78,787 |
| 100 |
82.38 |
69.06 |
13.32 |
16.5% |
2.02 |
2.5% |
88% |
False |
False |
72,511 |
| 120 |
83.14 |
69.06 |
14.08 |
17.4% |
2.02 |
2.5% |
83% |
False |
False |
68,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.17 |
|
2.618 |
86.43 |
|
1.618 |
84.75 |
|
1.000 |
83.71 |
|
0.618 |
83.07 |
|
HIGH |
82.03 |
|
0.618 |
81.39 |
|
0.500 |
81.19 |
|
0.382 |
80.99 |
|
LOW |
80.35 |
|
0.618 |
79.31 |
|
1.000 |
78.67 |
|
1.618 |
77.63 |
|
2.618 |
75.95 |
|
4.250 |
73.21 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.19 |
81.24 |
| PP |
81.05 |
81.09 |
| S1 |
80.92 |
80.93 |
|