NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.91 |
73.56 |
-0.35 |
-0.5% |
72.05 |
| High |
74.98 |
76.18 |
1.20 |
1.6% |
75.37 |
| Low |
73.39 |
73.13 |
-0.26 |
-0.4% |
70.99 |
| Close |
73.56 |
75.57 |
2.01 |
2.7% |
73.56 |
| Range |
1.59 |
3.05 |
1.46 |
91.8% |
4.38 |
| ATR |
2.42 |
2.47 |
0.04 |
1.8% |
0.00 |
| Volume |
222,600 |
208,715 |
-13,885 |
-6.2% |
1,332,873 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.11 |
82.89 |
77.25 |
|
| R3 |
81.06 |
79.84 |
76.41 |
|
| R2 |
78.01 |
78.01 |
76.13 |
|
| R1 |
76.79 |
76.79 |
75.85 |
77.40 |
| PP |
74.96 |
74.96 |
74.96 |
75.27 |
| S1 |
73.74 |
73.74 |
75.29 |
74.35 |
| S2 |
71.91 |
71.91 |
75.01 |
|
| S3 |
68.86 |
70.69 |
74.73 |
|
| S4 |
65.81 |
67.64 |
73.89 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.45 |
84.38 |
75.97 |
|
| R3 |
82.07 |
80.00 |
74.76 |
|
| R2 |
77.69 |
77.69 |
74.36 |
|
| R1 |
75.62 |
75.62 |
73.96 |
76.66 |
| PP |
73.31 |
73.31 |
73.31 |
73.82 |
| S1 |
71.24 |
71.24 |
73.16 |
72.28 |
| S2 |
68.93 |
68.93 |
72.76 |
|
| S3 |
64.55 |
66.86 |
72.36 |
|
| S4 |
60.17 |
62.48 |
71.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.18 |
72.14 |
4.04 |
5.3% |
2.17 |
2.9% |
85% |
True |
False |
237,340 |
| 10 |
76.18 |
67.98 |
8.20 |
10.9% |
2.52 |
3.3% |
93% |
True |
False |
240,329 |
| 20 |
79.67 |
67.98 |
11.69 |
15.5% |
2.50 |
3.3% |
65% |
False |
False |
192,409 |
| 40 |
83.58 |
67.98 |
15.60 |
20.6% |
2.53 |
3.4% |
49% |
False |
False |
134,942 |
| 60 |
86.93 |
67.98 |
18.95 |
25.1% |
2.51 |
3.3% |
40% |
False |
False |
105,758 |
| 80 |
88.21 |
67.98 |
20.23 |
26.8% |
2.30 |
3.0% |
38% |
False |
False |
88,263 |
| 100 |
88.21 |
67.98 |
20.23 |
26.8% |
2.14 |
2.8% |
38% |
False |
False |
73,417 |
| 120 |
88.21 |
67.98 |
20.23 |
26.8% |
2.04 |
2.7% |
38% |
False |
False |
62,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.14 |
|
2.618 |
84.16 |
|
1.618 |
81.11 |
|
1.000 |
79.23 |
|
0.618 |
78.06 |
|
HIGH |
76.18 |
|
0.618 |
75.01 |
|
0.500 |
74.66 |
|
0.382 |
74.30 |
|
LOW |
73.13 |
|
0.618 |
71.25 |
|
1.000 |
70.08 |
|
1.618 |
68.20 |
|
2.618 |
65.15 |
|
4.250 |
60.17 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.27 |
75.15 |
| PP |
74.96 |
74.73 |
| S1 |
74.66 |
74.31 |
|