NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
78.15 |
76.93 |
-1.22 |
-1.6% |
78.42 |
| High |
78.66 |
77.59 |
-1.07 |
-1.4% |
78.90 |
| Low |
76.61 |
76.07 |
-0.54 |
-0.7% |
76.55 |
| Close |
77.03 |
77.14 |
0.11 |
0.1% |
77.03 |
| Range |
2.05 |
1.52 |
-0.53 |
-25.9% |
2.35 |
| ATR |
1.77 |
1.75 |
-0.02 |
-1.0% |
0.00 |
| Volume |
122,367 |
117,769 |
-4,598 |
-3.8% |
706,349 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.49 |
80.84 |
77.98 |
|
| R3 |
79.97 |
79.32 |
77.56 |
|
| R2 |
78.45 |
78.45 |
77.42 |
|
| R1 |
77.80 |
77.80 |
77.28 |
78.13 |
| PP |
76.93 |
76.93 |
76.93 |
77.10 |
| S1 |
76.28 |
76.28 |
77.00 |
76.61 |
| S2 |
75.41 |
75.41 |
76.86 |
|
| S3 |
73.89 |
74.76 |
76.72 |
|
| S4 |
72.37 |
73.24 |
76.30 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.54 |
83.14 |
78.32 |
|
| R3 |
82.19 |
80.79 |
77.68 |
|
| R2 |
79.84 |
79.84 |
77.46 |
|
| R1 |
78.44 |
78.44 |
77.25 |
77.97 |
| PP |
77.49 |
77.49 |
77.49 |
77.26 |
| S1 |
76.09 |
76.09 |
76.81 |
75.62 |
| S2 |
75.14 |
75.14 |
76.60 |
|
| S3 |
72.79 |
73.74 |
76.38 |
|
| S4 |
70.44 |
71.39 |
75.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.90 |
76.07 |
2.83 |
3.7% |
1.72 |
2.2% |
38% |
False |
True |
142,906 |
| 10 |
79.02 |
76.07 |
2.95 |
3.8% |
1.65 |
2.1% |
36% |
False |
True |
126,011 |
| 20 |
79.02 |
75.04 |
3.98 |
5.2% |
1.65 |
2.1% |
53% |
False |
False |
111,086 |
| 40 |
79.02 |
70.69 |
8.33 |
10.8% |
1.81 |
2.4% |
77% |
False |
False |
90,666 |
| 60 |
79.02 |
69.06 |
9.96 |
12.9% |
1.97 |
2.5% |
81% |
False |
False |
76,703 |
| 80 |
79.02 |
69.06 |
9.96 |
12.9% |
2.05 |
2.7% |
81% |
False |
False |
70,737 |
| 100 |
83.14 |
69.06 |
14.08 |
18.3% |
2.06 |
2.7% |
57% |
False |
False |
65,747 |
| 120 |
83.95 |
69.06 |
14.89 |
19.3% |
2.01 |
2.6% |
54% |
False |
False |
62,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.05 |
|
2.618 |
81.57 |
|
1.618 |
80.05 |
|
1.000 |
79.11 |
|
0.618 |
78.53 |
|
HIGH |
77.59 |
|
0.618 |
77.01 |
|
0.500 |
76.83 |
|
0.382 |
76.65 |
|
LOW |
76.07 |
|
0.618 |
75.13 |
|
1.000 |
74.55 |
|
1.618 |
73.61 |
|
2.618 |
72.09 |
|
4.250 |
69.61 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
77.04 |
77.37 |
| PP |
76.93 |
77.29 |
| S1 |
76.83 |
77.22 |
|