NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
76.90 |
76.86 |
-0.04 |
-0.1% |
75.61 |
| High |
77.67 |
79.02 |
1.35 |
1.7% |
79.02 |
| Low |
76.58 |
76.69 |
0.11 |
0.1% |
75.10 |
| Close |
76.81 |
78.33 |
1.52 |
2.0% |
78.33 |
| Range |
1.09 |
2.33 |
1.24 |
113.8% |
3.92 |
| ATR |
1.75 |
1.79 |
0.04 |
2.4% |
0.00 |
| Volume |
99,258 |
130,586 |
31,328 |
31.6% |
519,860 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.00 |
84.00 |
79.61 |
|
| R3 |
82.67 |
81.67 |
78.97 |
|
| R2 |
80.34 |
80.34 |
78.76 |
|
| R1 |
79.34 |
79.34 |
78.54 |
79.84 |
| PP |
78.01 |
78.01 |
78.01 |
78.27 |
| S1 |
77.01 |
77.01 |
78.12 |
77.51 |
| S2 |
75.68 |
75.68 |
77.90 |
|
| S3 |
73.35 |
74.68 |
77.69 |
|
| S4 |
71.02 |
72.35 |
77.05 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.24 |
87.71 |
80.49 |
|
| R3 |
85.32 |
83.79 |
79.41 |
|
| R2 |
81.40 |
81.40 |
79.05 |
|
| R1 |
79.87 |
79.87 |
78.69 |
80.64 |
| PP |
77.48 |
77.48 |
77.48 |
77.87 |
| S1 |
75.95 |
75.95 |
77.97 |
76.72 |
| S2 |
73.56 |
73.56 |
77.61 |
|
| S3 |
69.64 |
72.03 |
77.25 |
|
| S4 |
65.72 |
68.11 |
76.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.02 |
75.10 |
3.92 |
5.0% |
1.68 |
2.1% |
82% |
True |
False |
103,972 |
| 10 |
79.02 |
75.10 |
3.92 |
5.0% |
1.61 |
2.1% |
82% |
True |
False |
105,902 |
| 20 |
79.02 |
71.47 |
7.55 |
9.6% |
1.65 |
2.1% |
91% |
True |
False |
93,748 |
| 40 |
79.02 |
70.31 |
8.71 |
11.1% |
1.92 |
2.4% |
92% |
True |
False |
79,362 |
| 60 |
79.02 |
69.06 |
9.96 |
12.7% |
2.01 |
2.6% |
93% |
True |
False |
67,987 |
| 80 |
79.80 |
69.06 |
10.74 |
13.7% |
2.08 |
2.7% |
86% |
False |
False |
64,180 |
| 100 |
83.14 |
69.06 |
14.08 |
18.0% |
2.08 |
2.7% |
66% |
False |
False |
60,279 |
| 120 |
84.13 |
69.06 |
15.07 |
19.2% |
1.99 |
2.5% |
62% |
False |
False |
58,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.92 |
|
2.618 |
85.12 |
|
1.618 |
82.79 |
|
1.000 |
81.35 |
|
0.618 |
80.46 |
|
HIGH |
79.02 |
|
0.618 |
78.13 |
|
0.500 |
77.86 |
|
0.382 |
77.58 |
|
LOW |
76.69 |
|
0.618 |
75.25 |
|
1.000 |
74.36 |
|
1.618 |
72.92 |
|
2.618 |
70.59 |
|
4.250 |
66.79 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
78.17 |
78.15 |
| PP |
78.01 |
77.98 |
| S1 |
77.86 |
77.80 |
|