NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 27-Mar-2024

Day Change Summary
	Previous	Current
	26-Mar-2024	27-Mar-2024	Change	Change %	Previous Week
Open	81.44	80.71	-0.73	-0.9%	80.10
High	81.77	81.12	-0.65	-0.8%	82.38
Low	80.63	79.99	-0.64	-0.8%	79.91
Close	81.04	80.78	-0.26	-0.3%	80.17
Range	1.14	1.13	-0.01	-0.9%	2.47
ATR	1.57	1.54	-0.03	-2.0%	0.00
Volume	118,750	109,066	-9,684	-8.2%	686,838

Daily Pivots for day following 27-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	84.02	83.53	81.40
R3	82.89	82.40	81.09
R2	81.76	81.76	80.99
R1	81.27	81.27	80.88	81.52
PP	80.63	80.63	80.63	80.75
S1	80.14	80.14	80.68	80.39
S2	79.50	79.50	80.57
S3	78.37	79.01	80.47
S4	77.24	77.88	80.16

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	81.84	79.91	1.93	2.4%	1.29	1.6%	45%	False	False	120,028
10	82.38	78.68	3.70	4.6%	1.36	1.7%	57%	False	False	133,440
20	82.38	76.07	6.31	7.8%	1.52	1.9%	75%	False	False	132,202
40	82.38	71.47	10.91	13.5%	1.63	2.0%	85%	False	False	111,764
60	82.38	70.11	12.27	15.2%	1.84	2.3%	87%	False	False	95,263
80	82.38	69.06	13.32	16.5%	1.90	2.4%	88%	False	False	82,826
100	82.38	69.06	13.32	16.5%	1.98	2.5%	88%	False	False	76,511
120	83.14	69.06	14.08	17.4%	1.98	2.5%	83%	False	False	71,157

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.92
2.618	84.08
1.618	82.95
1.000	82.25
0.618	81.82
HIGH	81.12
0.618	80.69
0.500	80.56
0.382	80.42
LOW	79.99
0.618	79.29
1.000	78.86
1.618	78.16
2.618	77.03
4.250	75.19

Fisher Pivots for day following 27-Mar-2024
Pivot	1 day	3 day
R1	80.71	80.92
PP	80.63	80.87
S1	80.56	80.83

Download as Excel Spreadsheet

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

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