NYMEX Light Sweet Crude Oil Future September 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
75.98 |
75.12 |
-0.86 |
-1.1% |
76.08 |
| High |
76.60 |
75.82 |
-0.78 |
-1.0% |
76.60 |
| Low |
74.85 |
74.50 |
-0.35 |
-0.5% |
74.77 |
| Close |
75.29 |
75.55 |
0.26 |
0.3% |
75.29 |
| Range |
1.75 |
1.32 |
-0.43 |
-24.6% |
1.83 |
| ATR |
1.49 |
1.48 |
-0.01 |
-0.8% |
0.00 |
| Volume |
34,378 |
39,547 |
5,169 |
15.0% |
215,027 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.25 |
78.72 |
76.28 |
|
| R3 |
77.93 |
77.40 |
75.91 |
|
| R2 |
76.61 |
76.61 |
75.79 |
|
| R1 |
76.08 |
76.08 |
75.67 |
76.35 |
| PP |
75.29 |
75.29 |
75.29 |
75.42 |
| S1 |
74.76 |
74.76 |
75.43 |
75.03 |
| S2 |
73.97 |
73.97 |
75.31 |
|
| S3 |
72.65 |
73.44 |
75.19 |
|
| S4 |
71.33 |
72.12 |
74.82 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.04 |
80.00 |
76.30 |
|
| R3 |
79.21 |
78.17 |
75.79 |
|
| R2 |
77.38 |
77.38 |
75.63 |
|
| R1 |
76.34 |
76.34 |
75.46 |
75.95 |
| PP |
75.55 |
75.55 |
75.55 |
75.36 |
| S1 |
74.51 |
74.51 |
75.12 |
74.12 |
| S2 |
73.72 |
73.72 |
74.95 |
|
| S3 |
71.89 |
72.68 |
74.79 |
|
| S4 |
70.06 |
70.85 |
74.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.60 |
74.50 |
2.10 |
2.8% |
1.41 |
1.9% |
50% |
False |
True |
41,835 |
| 10 |
76.63 |
74.48 |
2.15 |
2.8% |
1.33 |
1.8% |
50% |
False |
False |
37,256 |
| 20 |
76.63 |
73.62 |
3.01 |
4.0% |
1.38 |
1.8% |
64% |
False |
False |
32,616 |
| 40 |
76.89 |
70.01 |
6.88 |
9.1% |
1.56 |
2.1% |
81% |
False |
False |
24,346 |
| 60 |
76.89 |
69.11 |
7.78 |
10.3% |
1.72 |
2.3% |
83% |
False |
False |
21,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.43 |
|
2.618 |
79.28 |
|
1.618 |
77.96 |
|
1.000 |
77.14 |
|
0.618 |
76.64 |
|
HIGH |
75.82 |
|
0.618 |
75.32 |
|
0.500 |
75.16 |
|
0.382 |
75.00 |
|
LOW |
74.50 |
|
0.618 |
73.68 |
|
1.000 |
73.18 |
|
1.618 |
72.36 |
|
2.618 |
71.04 |
|
4.250 |
68.89 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
75.42 |
75.55 |
| PP |
75.29 |
75.55 |
| S1 |
75.16 |
75.55 |
|