NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
68.99 |
70.08 |
1.09 |
1.6% |
74.76 |
| High |
70.15 |
72.73 |
2.58 |
3.7% |
75.20 |
| Low |
67.98 |
69.82 |
1.84 |
2.7% |
69.08 |
| Close |
69.72 |
71.91 |
2.19 |
3.1% |
71.44 |
| Range |
2.17 |
2.91 |
0.74 |
34.1% |
6.12 |
| ATR |
2.53 |
2.56 |
0.03 |
1.4% |
0.00 |
| Volume |
185,243 |
224,155 |
38,912 |
21.0% |
754,133 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.22 |
78.97 |
73.51 |
|
| R3 |
77.31 |
76.06 |
72.71 |
|
| R2 |
74.40 |
74.40 |
72.44 |
|
| R1 |
73.15 |
73.15 |
72.18 |
73.78 |
| PP |
71.49 |
71.49 |
71.49 |
71.80 |
| S1 |
70.24 |
70.24 |
71.64 |
70.87 |
| S2 |
68.58 |
68.58 |
71.38 |
|
| S3 |
65.67 |
67.33 |
71.11 |
|
| S4 |
62.76 |
64.42 |
70.31 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.27 |
86.97 |
74.81 |
|
| R3 |
84.15 |
80.85 |
73.12 |
|
| R2 |
78.03 |
78.03 |
72.56 |
|
| R1 |
74.73 |
74.73 |
72.00 |
73.32 |
| PP |
71.91 |
71.91 |
71.91 |
71.20 |
| S1 |
68.61 |
68.61 |
70.88 |
67.20 |
| S2 |
65.79 |
65.79 |
70.32 |
|
| S3 |
59.67 |
62.49 |
69.76 |
|
| S4 |
53.55 |
56.37 |
68.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.73 |
67.98 |
4.75 |
6.6% |
2.45 |
3.4% |
83% |
True |
False |
168,682 |
| 10 |
76.81 |
67.98 |
8.83 |
12.3% |
2.45 |
3.4% |
45% |
False |
False |
160,044 |
| 20 |
79.67 |
67.98 |
11.69 |
16.3% |
2.66 |
3.7% |
34% |
False |
False |
134,535 |
| 40 |
86.93 |
67.98 |
18.95 |
26.4% |
2.59 |
3.6% |
21% |
False |
False |
99,500 |
| 60 |
88.21 |
67.98 |
20.23 |
28.1% |
2.46 |
3.4% |
19% |
False |
False |
80,479 |
| 80 |
88.21 |
67.98 |
20.23 |
28.1% |
2.22 |
3.1% |
19% |
False |
False |
67,169 |
| 100 |
88.21 |
67.98 |
20.23 |
28.1% |
2.09 |
2.9% |
19% |
False |
False |
56,109 |
| 120 |
88.21 |
67.38 |
20.83 |
29.0% |
2.00 |
2.8% |
22% |
False |
False |
48,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.10 |
|
2.618 |
80.35 |
|
1.618 |
77.44 |
|
1.000 |
75.64 |
|
0.618 |
74.53 |
|
HIGH |
72.73 |
|
0.618 |
71.62 |
|
0.500 |
71.28 |
|
0.382 |
70.93 |
|
LOW |
69.82 |
|
0.618 |
68.02 |
|
1.000 |
66.91 |
|
1.618 |
65.11 |
|
2.618 |
62.20 |
|
4.250 |
57.45 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.70 |
71.39 |
| PP |
71.49 |
70.87 |
| S1 |
71.28 |
70.36 |
|