NYMEX Light Sweet Crude Oil Future August 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
76.37 |
76.24 |
-0.13 |
-0.2% |
76.82 |
| High |
76.78 |
77.80 |
1.02 |
1.3% |
77.36 |
| Low |
75.68 |
76.02 |
0.34 |
0.4% |
75.39 |
| Close |
75.93 |
77.70 |
1.77 |
2.3% |
75.92 |
| Range |
1.10 |
1.78 |
0.68 |
61.8% |
1.97 |
| ATR |
1.51 |
1.53 |
0.03 |
1.7% |
0.00 |
| Volume |
24,680 |
21,690 |
-2,990 |
-12.1% |
135,947 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.51 |
81.89 |
78.68 |
|
| R3 |
80.73 |
80.11 |
78.19 |
|
| R2 |
78.95 |
78.95 |
78.03 |
|
| R1 |
78.33 |
78.33 |
77.86 |
78.64 |
| PP |
77.17 |
77.17 |
77.17 |
77.33 |
| S1 |
76.55 |
76.55 |
77.54 |
76.86 |
| S2 |
75.39 |
75.39 |
77.37 |
|
| S3 |
73.61 |
74.77 |
77.21 |
|
| S4 |
71.83 |
72.99 |
76.72 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.13 |
81.00 |
77.00 |
|
| R3 |
80.16 |
79.03 |
76.46 |
|
| R2 |
78.19 |
78.19 |
76.28 |
|
| R1 |
77.06 |
77.06 |
76.10 |
76.64 |
| PP |
76.22 |
76.22 |
76.22 |
76.02 |
| S1 |
75.09 |
75.09 |
75.74 |
74.67 |
| S2 |
74.25 |
74.25 |
75.56 |
|
| S3 |
72.28 |
73.12 |
75.38 |
|
| S4 |
70.31 |
71.15 |
74.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.80 |
75.11 |
2.69 |
3.5% |
1.45 |
1.9% |
96% |
True |
False |
25,639 |
| 10 |
77.80 |
75.11 |
2.69 |
3.5% |
1.43 |
1.8% |
96% |
True |
False |
24,943 |
| 20 |
77.80 |
74.15 |
3.65 |
4.7% |
1.48 |
1.9% |
97% |
True |
False |
21,467 |
| 40 |
77.80 |
70.30 |
7.50 |
9.7% |
1.58 |
2.0% |
99% |
True |
False |
15,768 |
| 60 |
77.80 |
69.89 |
7.91 |
10.2% |
1.76 |
2.3% |
99% |
True |
False |
13,462 |
| 80 |
77.80 |
69.19 |
8.61 |
11.1% |
1.81 |
2.3% |
99% |
True |
False |
11,907 |
| 100 |
81.75 |
69.19 |
12.56 |
16.2% |
1.79 |
2.3% |
68% |
False |
False |
10,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.37 |
|
2.618 |
82.46 |
|
1.618 |
80.68 |
|
1.000 |
79.58 |
|
0.618 |
78.90 |
|
HIGH |
77.80 |
|
0.618 |
77.12 |
|
0.500 |
76.91 |
|
0.382 |
76.70 |
|
LOW |
76.02 |
|
0.618 |
74.92 |
|
1.000 |
74.24 |
|
1.618 |
73.14 |
|
2.618 |
71.36 |
|
4.250 |
68.46 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
77.44 |
77.29 |
| PP |
77.17 |
76.87 |
| S1 |
76.91 |
76.46 |
|