NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
81.11 |
82.36 |
1.25 |
1.5% |
80.40 |
| High |
82.46 |
83.46 |
1.00 |
1.2% |
82.46 |
| Low |
80.91 |
81.84 |
0.93 |
1.1% |
79.99 |
| Close |
82.42 |
82.82 |
0.40 |
0.5% |
82.42 |
| Range |
1.55 |
1.62 |
0.07 |
4.5% |
2.47 |
| ATR |
1.55 |
1.55 |
0.01 |
0.3% |
0.00 |
| Volume |
148,487 |
199,888 |
51,401 |
34.6% |
529,441 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.57 |
86.81 |
83.71 |
|
| R3 |
85.95 |
85.19 |
83.27 |
|
| R2 |
84.33 |
84.33 |
83.12 |
|
| R1 |
83.57 |
83.57 |
82.97 |
83.95 |
| PP |
82.71 |
82.71 |
82.71 |
82.90 |
| S1 |
81.95 |
81.95 |
82.67 |
82.33 |
| S2 |
81.09 |
81.09 |
82.52 |
|
| S3 |
79.47 |
80.33 |
82.37 |
|
| S4 |
77.85 |
78.71 |
81.93 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.03 |
88.20 |
83.78 |
|
| R3 |
86.56 |
85.73 |
83.10 |
|
| R2 |
84.09 |
84.09 |
82.87 |
|
| R1 |
83.26 |
83.26 |
82.65 |
83.68 |
| PP |
81.62 |
81.62 |
81.62 |
81.83 |
| S1 |
80.79 |
80.79 |
82.19 |
81.21 |
| S2 |
79.15 |
79.15 |
81.97 |
|
| S3 |
76.68 |
78.32 |
81.74 |
|
| S4 |
74.21 |
75.85 |
81.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.46 |
79.99 |
3.47 |
4.2% |
1.43 |
1.7% |
82% |
True |
False |
145,865 |
| 10 |
83.46 |
79.91 |
3.55 |
4.3% |
1.42 |
1.7% |
82% |
True |
False |
141,616 |
| 20 |
83.46 |
76.07 |
7.39 |
8.9% |
1.50 |
1.8% |
91% |
True |
False |
138,129 |
| 40 |
83.46 |
71.47 |
11.99 |
14.5% |
1.58 |
1.9% |
95% |
True |
False |
115,939 |
| 60 |
83.46 |
70.31 |
13.15 |
15.9% |
1.78 |
2.1% |
95% |
True |
False |
98,951 |
| 80 |
83.46 |
69.06 |
14.40 |
17.4% |
1.89 |
2.3% |
96% |
True |
False |
85,523 |
| 100 |
83.46 |
69.06 |
14.40 |
17.4% |
1.97 |
2.4% |
96% |
True |
False |
78,970 |
| 120 |
83.46 |
69.06 |
14.40 |
17.4% |
1.98 |
2.4% |
96% |
True |
False |
73,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.35 |
|
2.618 |
87.70 |
|
1.618 |
86.08 |
|
1.000 |
85.08 |
|
0.618 |
84.46 |
|
HIGH |
83.46 |
|
0.618 |
82.84 |
|
0.500 |
82.65 |
|
0.382 |
82.46 |
|
LOW |
81.84 |
|
0.618 |
80.84 |
|
1.000 |
80.22 |
|
1.618 |
79.22 |
|
2.618 |
77.60 |
|
4.250 |
74.96 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
82.76 |
82.46 |
| PP |
82.71 |
82.09 |
| S1 |
82.65 |
81.73 |
|