NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
78.74 |
79.87 |
1.13 |
1.4% |
76.93 |
| High |
80.41 |
80.36 |
-0.05 |
-0.1% |
80.41 |
| Low |
78.68 |
79.51 |
0.83 |
1.1% |
76.07 |
| Close |
80.19 |
80.14 |
-0.05 |
-0.1% |
80.14 |
| Range |
1.73 |
0.85 |
-0.88 |
-50.9% |
4.34 |
| ATR |
1.74 |
1.68 |
-0.06 |
-3.7% |
0.00 |
| Volume |
146,893 |
119,722 |
-27,171 |
-18.5% |
640,069 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.55 |
82.20 |
80.61 |
|
| R3 |
81.70 |
81.35 |
80.37 |
|
| R2 |
80.85 |
80.85 |
80.30 |
|
| R1 |
80.50 |
80.50 |
80.22 |
80.68 |
| PP |
80.00 |
80.00 |
80.00 |
80.09 |
| S1 |
79.65 |
79.65 |
80.06 |
79.83 |
| S2 |
79.15 |
79.15 |
79.98 |
|
| S3 |
78.30 |
78.80 |
79.91 |
|
| S4 |
77.45 |
77.95 |
79.67 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.89 |
90.36 |
82.53 |
|
| R3 |
87.55 |
86.02 |
81.33 |
|
| R2 |
83.21 |
83.21 |
80.94 |
|
| R1 |
81.68 |
81.68 |
80.54 |
82.45 |
| PP |
78.87 |
78.87 |
78.87 |
79.26 |
| S1 |
77.34 |
77.34 |
79.74 |
78.11 |
| S2 |
74.53 |
74.53 |
79.34 |
|
| S3 |
70.19 |
73.00 |
78.95 |
|
| S4 |
65.85 |
68.66 |
77.75 |
|
|
| 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% |
1.47 |
1.8% |
94% |
False |
False |
128,013 |
| 10 |
80.41 |
76.07 |
4.34 |
5.4% |
1.59 |
2.0% |
94% |
False |
False |
134,641 |
| 20 |
80.41 |
75.10 |
5.31 |
6.6% |
1.60 |
2.0% |
95% |
False |
False |
120,272 |
| 40 |
80.41 |
71.47 |
8.94 |
11.2% |
1.75 |
2.2% |
97% |
False |
False |
97,173 |
| 60 |
80.41 |
70.11 |
10.30 |
12.9% |
1.90 |
2.4% |
97% |
False |
False |
82,378 |
| 80 |
80.41 |
69.06 |
11.35 |
14.2% |
2.00 |
2.5% |
98% |
False |
False |
74,597 |
| 100 |
82.28 |
69.06 |
13.22 |
16.5% |
2.05 |
2.6% |
84% |
False |
False |
69,334 |
| 120 |
83.14 |
69.06 |
14.08 |
17.6% |
2.01 |
2.5% |
79% |
False |
False |
65,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.97 |
|
2.618 |
82.59 |
|
1.618 |
81.74 |
|
1.000 |
81.21 |
|
0.618 |
80.89 |
|
HIGH |
80.36 |
|
0.618 |
80.04 |
|
0.500 |
79.94 |
|
0.382 |
79.83 |
|
LOW |
79.51 |
|
0.618 |
78.98 |
|
1.000 |
78.66 |
|
1.618 |
78.13 |
|
2.618 |
77.28 |
|
4.250 |
75.90 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
80.07 |
79.66 |
| PP |
80.00 |
79.18 |
| S1 |
79.94 |
78.70 |
|