NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
74.58 |
73.30 |
-1.28 |
-1.7% |
75.31 |
| High |
75.03 |
74.12 |
-0.91 |
-1.2% |
79.60 |
| Low |
72.63 |
72.02 |
-0.61 |
-0.8% |
73.93 |
| Close |
73.04 |
72.32 |
-0.72 |
-1.0% |
74.07 |
| Range |
2.40 |
2.10 |
-0.30 |
-12.5% |
5.67 |
| ATR |
2.72 |
2.68 |
-0.04 |
-1.6% |
0.00 |
| Volume |
388,832 |
358,703 |
-30,129 |
-7.7% |
1,816,495 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.12 |
77.82 |
73.48 |
|
| R3 |
77.02 |
75.72 |
72.90 |
|
| R2 |
74.92 |
74.92 |
72.71 |
|
| R1 |
73.62 |
73.62 |
72.51 |
73.22 |
| PP |
72.82 |
72.82 |
72.82 |
72.62 |
| S1 |
71.52 |
71.52 |
72.13 |
71.12 |
| S2 |
70.72 |
70.72 |
71.94 |
|
| S3 |
68.62 |
69.42 |
71.74 |
|
| S4 |
66.52 |
67.32 |
71.17 |
|
|
| 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 |
72.02 |
7.58 |
10.5% |
2.86 |
4.0% |
4% |
False |
True |
397,570 |
| 10 |
79.60 |
72.02 |
7.58 |
10.5% |
2.61 |
3.6% |
4% |
False |
True |
347,313 |
| 20 |
80.79 |
72.02 |
8.77 |
12.1% |
2.70 |
3.7% |
3% |
False |
True |
293,412 |
| 40 |
88.37 |
72.02 |
16.35 |
22.6% |
2.67 |
3.7% |
2% |
False |
True |
208,388 |
| 60 |
90.27 |
72.02 |
18.25 |
25.2% |
2.48 |
3.4% |
2% |
False |
True |
168,488 |
| 80 |
90.27 |
72.02 |
18.25 |
25.2% |
2.26 |
3.1% |
2% |
False |
True |
136,091 |
| 100 |
90.27 |
72.02 |
18.25 |
25.2% |
2.14 |
3.0% |
2% |
False |
True |
113,844 |
| 120 |
90.27 |
67.26 |
23.01 |
31.8% |
2.09 |
2.9% |
22% |
False |
False |
98,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.05 |
|
2.618 |
79.62 |
|
1.618 |
77.52 |
|
1.000 |
76.22 |
|
0.618 |
75.42 |
|
HIGH |
74.12 |
|
0.618 |
73.32 |
|
0.500 |
73.07 |
|
0.382 |
72.82 |
|
LOW |
72.02 |
|
0.618 |
70.72 |
|
1.000 |
69.92 |
|
1.618 |
68.62 |
|
2.618 |
66.52 |
|
4.250 |
63.10 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.07 |
74.39 |
| PP |
72.82 |
73.70 |
| S1 |
72.57 |
73.01 |
|