NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
76.93 |
77.34 |
0.41 |
0.5% |
78.42 |
| High |
77.59 |
77.90 |
0.31 |
0.4% |
78.90 |
| Low |
76.07 |
76.67 |
0.60 |
0.8% |
76.55 |
| Close |
77.14 |
76.90 |
-0.24 |
-0.3% |
77.03 |
| Range |
1.52 |
1.23 |
-0.29 |
-19.1% |
2.35 |
| ATR |
1.75 |
1.71 |
-0.04 |
-2.1% |
0.00 |
| Volume |
117,769 |
127,270 |
9,501 |
8.1% |
706,349 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.85 |
80.10 |
77.58 |
|
| R3 |
79.62 |
78.87 |
77.24 |
|
| R2 |
78.39 |
78.39 |
77.13 |
|
| R1 |
77.64 |
77.64 |
77.01 |
77.40 |
| PP |
77.16 |
77.16 |
77.16 |
77.04 |
| S1 |
76.41 |
76.41 |
76.79 |
76.17 |
| S2 |
75.93 |
75.93 |
76.67 |
|
| S3 |
74.70 |
75.18 |
76.56 |
|
| S4 |
73.47 |
73.95 |
76.22 |
|
|
| 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% |
1.68 |
2.2% |
29% |
False |
False |
136,658 |
| 10 |
79.02 |
76.07 |
2.95 |
3.8% |
1.62 |
2.1% |
28% |
False |
False |
130,316 |
| 20 |
79.02 |
75.04 |
3.98 |
5.2% |
1.64 |
2.1% |
47% |
False |
False |
114,383 |
| 40 |
79.02 |
70.69 |
8.33 |
10.8% |
1.78 |
2.3% |
75% |
False |
False |
92,318 |
| 60 |
79.02 |
70.11 |
8.91 |
11.6% |
1.95 |
2.5% |
76% |
False |
False |
78,053 |
| 80 |
79.02 |
69.06 |
9.96 |
13.0% |
2.04 |
2.7% |
79% |
False |
False |
71,777 |
| 100 |
83.14 |
69.06 |
14.08 |
18.3% |
2.06 |
2.7% |
56% |
False |
False |
66,670 |
| 120 |
83.26 |
69.06 |
14.20 |
18.5% |
2.01 |
2.6% |
55% |
False |
False |
63,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.13 |
|
2.618 |
81.12 |
|
1.618 |
79.89 |
|
1.000 |
79.13 |
|
0.618 |
78.66 |
|
HIGH |
77.90 |
|
0.618 |
77.43 |
|
0.500 |
77.29 |
|
0.382 |
77.14 |
|
LOW |
76.67 |
|
0.618 |
75.91 |
|
1.000 |
75.44 |
|
1.618 |
74.68 |
|
2.618 |
73.45 |
|
4.250 |
71.44 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
77.29 |
77.37 |
| PP |
77.16 |
77.21 |
| S1 |
77.03 |
77.06 |
|