NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
75.32 |
73.80 |
-1.52 |
-2.0% |
72.05 |
| High |
75.66 |
74.40 |
-1.26 |
-1.7% |
75.37 |
| Low |
73.77 |
71.72 |
-2.05 |
-2.8% |
70.99 |
| Close |
74.11 |
71.77 |
-2.34 |
-3.2% |
73.56 |
| Range |
1.89 |
2.68 |
0.79 |
41.8% |
4.38 |
| ATR |
2.43 |
2.45 |
0.02 |
0.7% |
0.00 |
| Volume |
253,323 |
262,748 |
9,425 |
3.7% |
1,332,873 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.67 |
78.90 |
73.24 |
|
| R3 |
77.99 |
76.22 |
72.51 |
|
| R2 |
75.31 |
75.31 |
72.26 |
|
| R1 |
73.54 |
73.54 |
72.02 |
73.09 |
| PP |
72.63 |
72.63 |
72.63 |
72.40 |
| S1 |
70.86 |
70.86 |
71.52 |
70.41 |
| S2 |
69.95 |
69.95 |
71.28 |
|
| S3 |
67.27 |
68.18 |
71.03 |
|
| S4 |
64.59 |
65.50 |
70.30 |
|
|
| 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 |
71.72 |
4.46 |
6.2% |
2.27 |
3.2% |
1% |
False |
True |
239,873 |
| 10 |
76.18 |
69.82 |
6.36 |
8.9% |
2.39 |
3.3% |
31% |
False |
False |
254,468 |
| 20 |
79.67 |
67.98 |
11.69 |
16.3% |
2.50 |
3.5% |
32% |
False |
False |
206,520 |
| 40 |
82.64 |
67.98 |
14.66 |
20.4% |
2.51 |
3.5% |
26% |
False |
False |
145,026 |
| 60 |
86.93 |
67.98 |
18.95 |
26.4% |
2.52 |
3.5% |
20% |
False |
False |
112,856 |
| 80 |
88.21 |
67.98 |
20.23 |
28.2% |
2.30 |
3.2% |
19% |
False |
False |
93,886 |
| 100 |
88.21 |
67.98 |
20.23 |
28.2% |
2.16 |
3.0% |
19% |
False |
False |
78,361 |
| 120 |
88.21 |
67.98 |
20.23 |
28.2% |
2.05 |
2.9% |
19% |
False |
False |
66,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.79 |
|
2.618 |
81.42 |
|
1.618 |
78.74 |
|
1.000 |
77.08 |
|
0.618 |
76.06 |
|
HIGH |
74.40 |
|
0.618 |
73.38 |
|
0.500 |
73.06 |
|
0.382 |
72.74 |
|
LOW |
71.72 |
|
0.618 |
70.06 |
|
1.000 |
69.04 |
|
1.618 |
67.38 |
|
2.618 |
64.70 |
|
4.250 |
60.33 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.06 |
73.95 |
| PP |
72.63 |
73.22 |
| S1 |
72.20 |
72.50 |
|