NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
80.40 |
81.44 |
1.04 |
1.3% |
80.10 |
| High |
81.84 |
81.77 |
-0.07 |
-0.1% |
82.38 |
| Low |
80.13 |
80.63 |
0.50 |
0.6% |
79.91 |
| Close |
81.38 |
81.04 |
-0.34 |
-0.4% |
80.17 |
| Range |
1.71 |
1.14 |
-0.57 |
-33.3% |
2.47 |
| ATR |
1.60 |
1.57 |
-0.03 |
-2.1% |
0.00 |
| Volume |
153,138 |
118,750 |
-34,388 |
-22.5% |
686,838 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.57 |
83.94 |
81.67 |
|
| R3 |
83.43 |
82.80 |
81.35 |
|
| R2 |
82.29 |
82.29 |
81.25 |
|
| R1 |
81.66 |
81.66 |
81.14 |
81.41 |
| PP |
81.15 |
81.15 |
81.15 |
81.02 |
| S1 |
80.52 |
80.52 |
80.94 |
80.27 |
| S2 |
80.01 |
80.01 |
80.83 |
|
| S3 |
78.87 |
79.38 |
80.73 |
|
| S4 |
77.73 |
78.24 |
80.41 |
|
|
| 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 |
82.03 |
79.91 |
2.12 |
2.6% |
1.40 |
1.7% |
53% |
False |
False |
131,722 |
| 10 |
82.38 |
76.98 |
5.40 |
6.7% |
1.45 |
1.8% |
75% |
False |
False |
135,375 |
| 20 |
82.38 |
76.07 |
6.31 |
7.8% |
1.53 |
1.9% |
79% |
False |
False |
132,845 |
| 40 |
82.38 |
71.47 |
10.91 |
13.5% |
1.65 |
2.0% |
88% |
False |
False |
110,460 |
| 60 |
82.38 |
70.11 |
12.27 |
15.1% |
1.84 |
2.3% |
89% |
False |
False |
93,879 |
| 80 |
82.38 |
69.06 |
13.32 |
16.4% |
1.94 |
2.4% |
90% |
False |
False |
82,901 |
| 100 |
82.38 |
69.06 |
13.32 |
16.4% |
1.99 |
2.5% |
90% |
False |
False |
75,805 |
| 120 |
83.14 |
69.06 |
14.08 |
17.4% |
2.01 |
2.5% |
85% |
False |
False |
70,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.62 |
|
2.618 |
84.75 |
|
1.618 |
83.61 |
|
1.000 |
82.91 |
|
0.618 |
82.47 |
|
HIGH |
81.77 |
|
0.618 |
81.33 |
|
0.500 |
81.20 |
|
0.382 |
81.07 |
|
LOW |
80.63 |
|
0.618 |
79.93 |
|
1.000 |
79.49 |
|
1.618 |
78.79 |
|
2.618 |
77.65 |
|
4.250 |
75.79 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.20 |
81.00 |
| PP |
81.15 |
80.96 |
| S1 |
81.09 |
80.92 |
|