NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
78.11 |
78.98 |
0.87 |
1.1% |
76.60 |
| High |
79.35 |
79.90 |
0.55 |
0.7% |
79.35 |
| Low |
77.22 |
77.67 |
0.45 |
0.6% |
75.54 |
| Close |
79.19 |
78.18 |
-1.01 |
-1.3% |
79.19 |
| Range |
2.13 |
2.23 |
0.10 |
4.7% |
3.81 |
| ATR |
2.22 |
2.22 |
0.00 |
0.0% |
0.00 |
| Volume |
113,713 |
34,867 |
-78,846 |
-69.3% |
1,118,926 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.27 |
83.96 |
79.41 |
|
| R3 |
83.04 |
81.73 |
78.79 |
|
| R2 |
80.81 |
80.81 |
78.59 |
|
| R1 |
79.50 |
79.50 |
78.38 |
79.04 |
| PP |
78.58 |
78.58 |
78.58 |
78.36 |
| S1 |
77.27 |
77.27 |
77.98 |
76.81 |
| S2 |
76.35 |
76.35 |
77.77 |
|
| S3 |
74.12 |
75.04 |
77.57 |
|
| S4 |
71.89 |
72.81 |
76.95 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.46 |
88.13 |
81.29 |
|
| R3 |
85.65 |
84.32 |
80.24 |
|
| R2 |
81.84 |
81.84 |
79.89 |
|
| R1 |
80.51 |
80.51 |
79.54 |
81.18 |
| PP |
78.03 |
78.03 |
78.03 |
78.36 |
| S1 |
76.70 |
76.70 |
78.84 |
77.37 |
| S2 |
74.22 |
74.22 |
78.49 |
|
| S3 |
70.41 |
72.89 |
78.14 |
|
| S4 |
66.60 |
69.08 |
77.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.90 |
75.78 |
4.12 |
5.3% |
2.20 |
2.8% |
58% |
True |
False |
181,063 |
| 10 |
79.90 |
72.38 |
7.52 |
9.6% |
1.94 |
2.5% |
77% |
True |
False |
244,022 |
| 20 |
79.90 |
71.41 |
8.49 |
10.9% |
2.16 |
2.8% |
80% |
True |
False |
308,792 |
| 40 |
79.90 |
69.56 |
10.34 |
13.2% |
2.32 |
3.0% |
83% |
True |
False |
251,150 |
| 60 |
79.90 |
68.28 |
11.62 |
14.9% |
2.38 |
3.0% |
85% |
True |
False |
199,332 |
| 80 |
83.30 |
68.28 |
15.02 |
19.2% |
2.40 |
3.1% |
66% |
False |
False |
162,971 |
| 100 |
86.47 |
68.28 |
18.19 |
23.3% |
2.36 |
3.0% |
54% |
False |
False |
139,980 |
| 120 |
86.68 |
68.28 |
18.40 |
23.5% |
2.21 |
2.8% |
54% |
False |
False |
123,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.38 |
|
2.618 |
85.74 |
|
1.618 |
83.51 |
|
1.000 |
82.13 |
|
0.618 |
81.28 |
|
HIGH |
79.90 |
|
0.618 |
79.05 |
|
0.500 |
78.79 |
|
0.382 |
78.52 |
|
LOW |
77.67 |
|
0.618 |
76.29 |
|
1.000 |
75.44 |
|
1.618 |
74.06 |
|
2.618 |
71.83 |
|
4.250 |
68.19 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
78.79 |
78.07 |
| PP |
78.58 |
77.95 |
| S1 |
78.38 |
77.84 |
|