NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 27-Mar-2024
Day Change Summary
Previous Current
26-Mar-2024 27-Mar-2024 Change Change % Previous Week
Open 81.44 80.71 -0.73 -0.9% 80.10
High 81.77 81.12 -0.65 -0.8% 82.38
Low 80.63 79.99 -0.64 -0.8% 79.91
Close 81.04 80.78 -0.26 -0.3% 80.17
Range 1.14 1.13 -0.01 -0.9% 2.47
ATR 1.57 1.54 -0.03 -2.0% 0.00
Volume 118,750 109,066 -9,684 -8.2% 686,838
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 84.02 83.53 81.40
R3 82.89 82.40 81.09
R2 81.76 81.76 80.99
R1 81.27 81.27 80.88 81.52
PP 80.63 80.63 80.63 80.75
S1 80.14 80.14 80.68 80.39
S2 79.50 79.50 80.57
S3 78.37 79.01 80.47
S4 77.24 77.88 80.16
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 88.23 86.67 81.53
R3 85.76 84.20 80.85
R2 83.29 83.29 80.62
R1 81.73 81.73 80.40 82.51
PP 80.82 80.82 80.82 81.21
S1 79.26 79.26 79.94 80.04
S2 78.35 78.35 79.72
S3 75.88 76.79 79.49
S4 73.41 74.32 78.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.84 79.91 1.93 2.4% 1.29 1.6% 45% False False 120,028
10 82.38 78.68 3.70 4.6% 1.36 1.7% 57% False False 133,440
20 82.38 76.07 6.31 7.8% 1.52 1.9% 75% False False 132,202
40 82.38 71.47 10.91 13.5% 1.63 2.0% 85% False False 111,764
60 82.38 70.11 12.27 15.2% 1.84 2.3% 87% False False 95,263
80 82.38 69.06 13.32 16.5% 1.90 2.4% 88% False False 82,826
100 82.38 69.06 13.32 16.5% 1.98 2.5% 88% False False 76,511
120 83.14 69.06 14.08 17.4% 1.98 2.5% 83% False False 71,157
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.92
2.618 84.08
1.618 82.95
1.000 82.25
0.618 81.82
HIGH 81.12
0.618 80.69
0.500 80.56
0.382 80.42
LOW 79.99
0.618 79.29
1.000 78.86
1.618 78.16
2.618 77.03
4.250 75.19
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 80.71 80.92
PP 80.63 80.87
S1 80.56 80.83

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These figures are updated between 7pm and 10pm EST after a trading day.

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