NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 01-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
77.75 |
75.59 |
-2.16 |
-2.8% |
75.31 |
High |
79.60 |
76.76 |
-2.84 |
-3.6% |
79.60 |
Low |
75.05 |
73.93 |
-1.12 |
-1.5% |
73.93 |
Close |
75.96 |
74.07 |
-1.89 |
-2.5% |
74.07 |
Range |
4.55 |
2.83 |
-1.72 |
-37.8% |
5.67 |
ATR |
2.74 |
2.75 |
0.01 |
0.2% |
0.00 |
Volume |
559,169 |
358,976 |
-200,193 |
-35.8% |
1,816,495 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.41 |
81.57 |
75.63 |
|
R3 |
80.58 |
78.74 |
74.85 |
|
R2 |
77.75 |
77.75 |
74.59 |
|
R1 |
75.91 |
75.91 |
74.33 |
75.42 |
PP |
74.92 |
74.92 |
74.92 |
74.67 |
S1 |
73.08 |
73.08 |
73.81 |
72.59 |
S2 |
72.09 |
72.09 |
73.55 |
|
S3 |
69.26 |
70.25 |
73.29 |
|
S4 |
66.43 |
67.42 |
72.51 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.88 |
89.14 |
77.19 |
|
R3 |
87.21 |
83.47 |
75.63 |
|
R2 |
81.54 |
81.54 |
75.11 |
|
R1 |
77.80 |
77.80 |
74.59 |
76.84 |
PP |
75.87 |
75.87 |
75.87 |
75.38 |
S1 |
72.13 |
72.13 |
73.55 |
71.17 |
S2 |
70.20 |
70.20 |
73.03 |
|
S3 |
64.53 |
66.46 |
72.51 |
|
S4 |
58.86 |
60.79 |
70.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.60 |
73.93 |
5.67 |
7.7% |
2.87 |
3.9% |
2% |
False |
True |
363,299 |
10 |
79.60 |
72.91 |
6.69 |
9.0% |
2.79 |
3.8% |
17% |
False |
False |
336,471 |
20 |
83.20 |
72.37 |
10.83 |
14.6% |
2.72 |
3.7% |
16% |
False |
False |
273,267 |
40 |
88.37 |
72.37 |
16.00 |
21.6% |
2.66 |
3.6% |
11% |
False |
False |
195,470 |
60 |
90.27 |
72.37 |
17.90 |
24.2% |
2.45 |
3.3% |
9% |
False |
False |
157,827 |
80 |
90.27 |
72.37 |
17.90 |
24.2% |
2.24 |
3.0% |
9% |
False |
False |
127,488 |
100 |
90.27 |
72.37 |
17.90 |
24.2% |
2.13 |
2.9% |
9% |
False |
False |
106,870 |
120 |
90.27 |
66.73 |
23.54 |
31.8% |
2.09 |
2.8% |
31% |
False |
False |
92,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.79 |
2.618 |
84.17 |
1.618 |
81.34 |
1.000 |
79.59 |
0.618 |
78.51 |
HIGH |
76.76 |
0.618 |
75.68 |
0.500 |
75.35 |
0.382 |
75.01 |
LOW |
73.93 |
0.618 |
72.18 |
1.000 |
71.10 |
1.618 |
69.35 |
2.618 |
66.52 |
4.250 |
61.90 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
75.35 |
76.77 |
PP |
74.92 |
75.87 |
S1 |
74.50 |
74.97 |
|