NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 11-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
69.76 |
71.15 |
1.39 |
2.0% |
74.58 |
High |
71.63 |
71.81 |
0.18 |
0.3% |
75.03 |
Low |
69.50 |
70.35 |
0.85 |
1.2% |
68.80 |
Close |
71.23 |
71.32 |
0.09 |
0.1% |
71.23 |
Range |
2.13 |
1.46 |
-0.67 |
-31.5% |
6.23 |
ATR |
2.63 |
2.55 |
-0.08 |
-3.2% |
0.00 |
Volume |
302,250 |
274,414 |
-27,836 |
-9.2% |
1,825,588 |
|
Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.54 |
74.89 |
72.12 |
|
R3 |
74.08 |
73.43 |
71.72 |
|
R2 |
72.62 |
72.62 |
71.59 |
|
R1 |
71.97 |
71.97 |
71.45 |
72.30 |
PP |
71.16 |
71.16 |
71.16 |
71.32 |
S1 |
70.51 |
70.51 |
71.19 |
70.84 |
S2 |
69.70 |
69.70 |
71.05 |
|
S3 |
68.24 |
69.05 |
70.92 |
|
S4 |
66.78 |
67.59 |
70.52 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.38 |
87.03 |
74.66 |
|
R3 |
84.15 |
80.80 |
72.94 |
|
R2 |
77.92 |
77.92 |
72.37 |
|
R1 |
74.57 |
74.57 |
71.80 |
73.13 |
PP |
71.69 |
71.69 |
71.69 |
70.97 |
S1 |
68.34 |
68.34 |
70.66 |
66.90 |
S2 |
65.46 |
65.46 |
70.09 |
|
S3 |
59.23 |
62.11 |
69.52 |
|
S4 |
53.00 |
55.88 |
67.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.12 |
68.80 |
5.32 |
7.5% |
2.17 |
3.0% |
47% |
False |
False |
342,234 |
10 |
79.60 |
68.80 |
10.80 |
15.1% |
2.54 |
3.6% |
23% |
False |
False |
362,693 |
20 |
79.65 |
68.80 |
10.85 |
15.2% |
2.60 |
3.7% |
23% |
False |
False |
323,515 |
40 |
88.37 |
68.80 |
19.57 |
27.4% |
2.63 |
3.7% |
13% |
False |
False |
229,444 |
60 |
90.27 |
68.80 |
21.47 |
30.1% |
2.52 |
3.5% |
12% |
False |
False |
187,140 |
80 |
90.27 |
68.80 |
21.47 |
30.1% |
2.29 |
3.2% |
12% |
False |
False |
151,551 |
100 |
90.27 |
68.80 |
21.47 |
30.1% |
2.17 |
3.0% |
12% |
False |
False |
126,539 |
120 |
90.27 |
67.26 |
23.01 |
32.3% |
2.09 |
2.9% |
18% |
False |
False |
108,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.02 |
2.618 |
75.63 |
1.618 |
74.17 |
1.000 |
73.27 |
0.618 |
72.71 |
HIGH |
71.81 |
0.618 |
71.25 |
0.500 |
71.08 |
0.382 |
70.91 |
LOW |
70.35 |
0.618 |
69.45 |
1.000 |
68.89 |
1.618 |
67.99 |
2.618 |
66.53 |
4.250 |
64.15 |
|
|
Fisher Pivots for day following 11-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
71.24 |
70.98 |
PP |
71.16 |
70.64 |
S1 |
71.08 |
70.31 |
|