NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 81.00 80.39 -0.61 -0.8% 80.10
High 81.38 80.97 -0.41 -0.5% 82.38
Low 79.91 79.99 0.08 0.1% 79.91
Close 80.64 80.17 -0.47 -0.6% 80.17
Range 1.47 0.98 -0.49 -33.3% 2.47
ATR 1.64 1.59 -0.05 -2.9% 0.00
Volume 115,754 103,436 -12,318 -10.6% 686,838
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 83.32 82.72 80.71
R3 82.34 81.74 80.44
R2 81.36 81.36 80.35
R1 80.76 80.76 80.26 80.57
PP 80.38 80.38 80.38 80.28
S1 79.78 79.78 80.08 79.59
S2 79.40 79.40 79.99
S3 78.42 78.80 79.90
S4 77.44 77.82 79.63
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 88.23 86.67 81.53
R3 85.76 84.20 80.85
R2 83.29 83.29 80.62
R1 81.73 81.73 80.40 82.51
PP 80.82 80.82 80.82 81.21
S1 79.26 79.26 79.94 80.04
S2 78.35 78.35 79.72
S3 75.88 76.79 79.49
S4 73.41 74.32 78.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.38 79.91 2.47 3.1% 1.41 1.8% 11% False False 137,367
10 82.38 76.07 6.31 7.9% 1.44 1.8% 65% False False 132,690
20 82.38 75.10 7.28 9.1% 1.57 2.0% 70% False False 127,655
40 82.38 71.47 10.91 13.6% 1.69 2.1% 80% False False 107,007
60 82.38 70.11 12.27 15.3% 1.86 2.3% 82% False False 90,499
80 82.38 69.06 13.32 16.6% 1.95 2.4% 83% False False 80,804
100 82.38 69.06 13.32 16.6% 2.01 2.5% 83% False False 73,908
120 83.14 69.06 14.08 17.6% 2.01 2.5% 79% False False 69,077
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.14
2.618 83.54
1.618 82.56
1.000 81.95
0.618 81.58
HIGH 80.97
0.618 80.60
0.500 80.48
0.382 80.36
LOW 79.99
0.618 79.38
1.000 79.01
1.618 78.40
2.618 77.42
4.250 75.83
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 80.48 80.97
PP 80.38 80.70
S1 80.27 80.44

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols