NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
77.34 |
78.74 |
1.40 |
1.8% |
78.42 |
| High |
78.99 |
80.41 |
1.42 |
1.8% |
78.90 |
| Low |
76.98 |
78.68 |
1.70 |
2.2% |
76.55 |
| Close |
78.84 |
80.19 |
1.35 |
1.7% |
77.03 |
| Range |
2.01 |
1.73 |
-0.28 |
-13.9% |
2.35 |
| ATR |
1.74 |
1.74 |
0.00 |
0.0% |
0.00 |
| Volume |
128,415 |
146,893 |
18,478 |
14.4% |
706,349 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.95 |
84.30 |
81.14 |
|
| R3 |
83.22 |
82.57 |
80.67 |
|
| R2 |
81.49 |
81.49 |
80.51 |
|
| R1 |
80.84 |
80.84 |
80.35 |
81.17 |
| PP |
79.76 |
79.76 |
79.76 |
79.92 |
| S1 |
79.11 |
79.11 |
80.03 |
79.44 |
| S2 |
78.03 |
78.03 |
79.87 |
|
| S3 |
76.30 |
77.38 |
79.71 |
|
| S4 |
74.57 |
75.65 |
79.24 |
|
|
| 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 |
80.41 |
76.07 |
4.34 |
5.4% |
1.71 |
2.1% |
95% |
True |
False |
128,542 |
| 10 |
80.41 |
76.07 |
4.34 |
5.4% |
1.73 |
2.2% |
95% |
True |
False |
135,728 |
| 20 |
80.41 |
75.04 |
5.37 |
6.7% |
1.67 |
2.1% |
96% |
True |
False |
118,906 |
| 40 |
80.41 |
71.47 |
8.94 |
11.1% |
1.78 |
2.2% |
98% |
True |
False |
95,845 |
| 60 |
80.41 |
70.11 |
10.30 |
12.8% |
1.94 |
2.4% |
98% |
True |
False |
81,090 |
| 80 |
80.41 |
69.06 |
11.35 |
14.2% |
2.02 |
2.5% |
98% |
True |
False |
73,658 |
| 100 |
83.14 |
69.06 |
14.08 |
17.6% |
2.06 |
2.6% |
79% |
False |
False |
68,564 |
| 120 |
83.14 |
69.06 |
14.08 |
17.6% |
2.02 |
2.5% |
79% |
False |
False |
64,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.76 |
|
2.618 |
84.94 |
|
1.618 |
83.21 |
|
1.000 |
82.14 |
|
0.618 |
81.48 |
|
HIGH |
80.41 |
|
0.618 |
79.75 |
|
0.500 |
79.55 |
|
0.382 |
79.34 |
|
LOW |
78.68 |
|
0.618 |
77.61 |
|
1.000 |
76.95 |
|
1.618 |
75.88 |
|
2.618 |
74.15 |
|
4.250 |
71.33 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
79.98 |
79.64 |
| PP |
79.76 |
79.09 |
| S1 |
79.55 |
78.54 |
|