NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 12-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
71.15 |
71.43 |
0.28 |
0.4% |
74.58 |
High |
71.81 |
71.96 |
0.15 |
0.2% |
75.03 |
Low |
70.35 |
68.22 |
-2.13 |
-3.0% |
68.80 |
Close |
71.32 |
68.61 |
-2.71 |
-3.8% |
71.23 |
Range |
1.46 |
3.74 |
2.28 |
156.2% |
6.23 |
ATR |
2.55 |
2.64 |
0.08 |
3.3% |
0.00 |
Volume |
274,414 |
324,530 |
50,116 |
18.3% |
1,825,588 |
|
Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.82 |
78.45 |
70.67 |
|
R3 |
77.08 |
74.71 |
69.64 |
|
R2 |
73.34 |
73.34 |
69.30 |
|
R1 |
70.97 |
70.97 |
68.95 |
70.29 |
PP |
69.60 |
69.60 |
69.60 |
69.25 |
S1 |
67.23 |
67.23 |
68.27 |
66.55 |
S2 |
65.86 |
65.86 |
67.92 |
|
S3 |
62.12 |
63.49 |
67.58 |
|
S4 |
58.38 |
59.75 |
66.55 |
|
|
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 |
72.60 |
68.22 |
4.38 |
6.4% |
2.50 |
3.6% |
9% |
False |
True |
335,399 |
10 |
79.60 |
68.22 |
11.38 |
16.6% |
2.68 |
3.9% |
3% |
False |
True |
366,484 |
20 |
79.65 |
68.22 |
11.43 |
16.7% |
2.67 |
3.9% |
3% |
False |
True |
331,871 |
40 |
88.37 |
68.22 |
20.15 |
29.4% |
2.67 |
3.9% |
2% |
False |
True |
235,928 |
60 |
90.27 |
68.22 |
22.05 |
32.1% |
2.56 |
3.7% |
2% |
False |
True |
191,135 |
80 |
90.27 |
68.22 |
22.05 |
32.1% |
2.32 |
3.4% |
2% |
False |
True |
155,203 |
100 |
90.27 |
68.22 |
22.05 |
32.1% |
2.19 |
3.2% |
2% |
False |
True |
129,553 |
120 |
90.27 |
67.26 |
23.01 |
33.5% |
2.10 |
3.1% |
6% |
False |
False |
111,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.86 |
2.618 |
81.75 |
1.618 |
78.01 |
1.000 |
75.70 |
0.618 |
74.27 |
HIGH |
71.96 |
0.618 |
70.53 |
0.500 |
70.09 |
0.382 |
69.65 |
LOW |
68.22 |
0.618 |
65.91 |
1.000 |
64.48 |
1.618 |
62.17 |
2.618 |
58.43 |
4.250 |
52.33 |
|
|
Fisher Pivots for day following 12-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
70.09 |
70.09 |
PP |
69.60 |
69.60 |
S1 |
69.10 |
69.10 |
|