NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
81.91 |
81.00 |
-0.91 |
-1.1% |
76.93 |
| High |
82.03 |
81.38 |
-0.65 |
-0.8% |
80.41 |
| Low |
80.35 |
79.91 |
-0.44 |
-0.5% |
76.07 |
| Close |
80.78 |
80.64 |
-0.14 |
-0.2% |
80.14 |
| Range |
1.68 |
1.47 |
-0.21 |
-12.5% |
4.34 |
| ATR |
1.65 |
1.64 |
-0.01 |
-0.8% |
0.00 |
| Volume |
167,536 |
115,754 |
-51,782 |
-30.9% |
640,069 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.05 |
84.32 |
81.45 |
|
| R3 |
83.58 |
82.85 |
81.04 |
|
| R2 |
82.11 |
82.11 |
80.91 |
|
| R1 |
81.38 |
81.38 |
80.77 |
81.01 |
| PP |
80.64 |
80.64 |
80.64 |
80.46 |
| S1 |
79.91 |
79.91 |
80.51 |
79.54 |
| S2 |
79.17 |
79.17 |
80.37 |
|
| S3 |
77.70 |
78.44 |
80.24 |
|
| S4 |
76.23 |
76.97 |
79.83 |
|
|
| 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 |
79.51 |
2.87 |
3.6% |
1.39 |
1.7% |
39% |
False |
False |
140,624 |
| 10 |
82.38 |
76.07 |
6.31 |
7.8% |
1.55 |
1.9% |
72% |
False |
False |
134,583 |
| 20 |
82.38 |
75.10 |
7.28 |
9.0% |
1.60 |
2.0% |
76% |
False |
False |
127,257 |
| 40 |
82.38 |
71.47 |
10.91 |
13.5% |
1.72 |
2.1% |
84% |
False |
False |
106,103 |
| 60 |
82.38 |
70.11 |
12.27 |
15.2% |
1.89 |
2.3% |
86% |
False |
False |
89,433 |
| 80 |
82.38 |
69.06 |
13.32 |
16.5% |
1.96 |
2.4% |
87% |
False |
False |
79,886 |
| 100 |
82.38 |
69.06 |
13.32 |
16.5% |
2.02 |
2.5% |
87% |
False |
False |
73,225 |
| 120 |
83.14 |
69.06 |
14.08 |
17.5% |
2.02 |
2.5% |
82% |
False |
False |
68,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.63 |
|
2.618 |
85.23 |
|
1.618 |
83.76 |
|
1.000 |
82.85 |
|
0.618 |
82.29 |
|
HIGH |
81.38 |
|
0.618 |
80.82 |
|
0.500 |
80.65 |
|
0.382 |
80.47 |
|
LOW |
79.91 |
|
0.618 |
79.00 |
|
1.000 |
78.44 |
|
1.618 |
77.53 |
|
2.618 |
76.06 |
|
4.250 |
73.66 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
80.65 |
81.15 |
| PP |
80.64 |
80.98 |
| S1 |
80.64 |
80.81 |
|