NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
80.71 |
81.11 |
0.40 |
0.5% |
80.40 |
| High |
81.12 |
82.46 |
1.34 |
1.7% |
82.46 |
| Low |
79.99 |
80.91 |
0.92 |
1.2% |
79.99 |
| Close |
80.78 |
82.42 |
1.64 |
2.0% |
82.42 |
| Range |
1.13 |
1.55 |
0.42 |
37.2% |
2.47 |
| ATR |
1.54 |
1.55 |
0.01 |
0.7% |
0.00 |
| Volume |
109,066 |
148,487 |
39,421 |
36.1% |
529,441 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.58 |
86.05 |
83.27 |
|
| R3 |
85.03 |
84.50 |
82.85 |
|
| R2 |
83.48 |
83.48 |
82.70 |
|
| R1 |
82.95 |
82.95 |
82.56 |
83.22 |
| PP |
81.93 |
81.93 |
81.93 |
82.06 |
| S1 |
81.40 |
81.40 |
82.28 |
81.67 |
| S2 |
80.38 |
80.38 |
82.14 |
|
| S3 |
78.83 |
79.85 |
81.99 |
|
| S4 |
77.28 |
78.30 |
81.57 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.03 |
88.20 |
83.78 |
|
| R3 |
86.56 |
85.73 |
83.10 |
|
| R2 |
84.09 |
84.09 |
82.87 |
|
| R1 |
83.26 |
83.26 |
82.65 |
83.68 |
| PP |
81.62 |
81.62 |
81.62 |
81.83 |
| S1 |
80.79 |
80.79 |
82.19 |
81.21 |
| S2 |
79.15 |
79.15 |
81.97 |
|
| S3 |
76.68 |
78.32 |
81.74 |
|
| S4 |
74.21 |
75.85 |
81.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.46 |
79.99 |
2.47 |
3.0% |
1.30 |
1.6% |
98% |
True |
False |
126,575 |
| 10 |
82.46 |
79.51 |
2.95 |
3.6% |
1.34 |
1.6% |
99% |
True |
False |
133,600 |
| 20 |
82.46 |
76.07 |
6.39 |
7.8% |
1.54 |
1.9% |
99% |
True |
False |
134,664 |
| 40 |
82.46 |
71.47 |
10.99 |
13.3% |
1.61 |
1.9% |
100% |
True |
False |
114,106 |
| 60 |
82.46 |
70.11 |
12.35 |
15.0% |
1.81 |
2.2% |
100% |
True |
False |
96,829 |
| 80 |
82.46 |
69.06 |
13.40 |
16.3% |
1.89 |
2.3% |
100% |
True |
False |
83,944 |
| 100 |
82.46 |
69.06 |
13.40 |
16.3% |
1.98 |
2.4% |
100% |
True |
False |
77,445 |
| 120 |
83.14 |
69.06 |
14.08 |
17.1% |
1.98 |
2.4% |
95% |
False |
False |
71,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.05 |
|
2.618 |
86.52 |
|
1.618 |
84.97 |
|
1.000 |
84.01 |
|
0.618 |
83.42 |
|
HIGH |
82.46 |
|
0.618 |
81.87 |
|
0.500 |
81.69 |
|
0.382 |
81.50 |
|
LOW |
80.91 |
|
0.618 |
79.95 |
|
1.000 |
79.36 |
|
1.618 |
78.40 |
|
2.618 |
76.85 |
|
4.250 |
74.32 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
82.18 |
82.02 |
| PP |
81.93 |
81.62 |
| S1 |
81.69 |
81.23 |
|