NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
73.04 |
72.40 |
-0.64 |
-0.9% |
71.71 |
| High |
74.00 |
74.24 |
0.24 |
0.3% |
74.24 |
| Low |
71.06 |
72.21 |
1.15 |
1.6% |
69.28 |
| Close |
72.19 |
73.81 |
1.62 |
2.2% |
73.81 |
| Range |
2.94 |
2.03 |
-0.91 |
-31.0% |
4.96 |
| ATR |
2.59 |
2.55 |
-0.04 |
-1.5% |
0.00 |
| Volume |
344,467 |
325,525 |
-18,942 |
-5.5% |
1,335,845 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.51 |
78.69 |
74.93 |
|
| R3 |
77.48 |
76.66 |
74.37 |
|
| R2 |
75.45 |
75.45 |
74.18 |
|
| R1 |
74.63 |
74.63 |
74.00 |
75.04 |
| PP |
73.42 |
73.42 |
73.42 |
73.63 |
| S1 |
72.60 |
72.60 |
73.62 |
73.01 |
| S2 |
71.39 |
71.39 |
73.44 |
|
| S3 |
69.36 |
70.57 |
73.25 |
|
| S4 |
67.33 |
68.54 |
72.69 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.32 |
85.53 |
76.54 |
|
| R3 |
82.36 |
80.57 |
75.17 |
|
| R2 |
77.40 |
77.40 |
74.72 |
|
| R1 |
75.61 |
75.61 |
74.26 |
76.51 |
| PP |
72.44 |
72.44 |
72.44 |
72.89 |
| S1 |
70.65 |
70.65 |
73.36 |
71.55 |
| S2 |
67.48 |
67.48 |
72.90 |
|
| S3 |
62.52 |
65.69 |
72.45 |
|
| S4 |
57.56 |
60.73 |
71.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.24 |
69.28 |
4.96 |
6.7% |
2.77 |
3.8% |
91% |
True |
False |
310,066 |
| 10 |
76.18 |
69.28 |
6.90 |
9.3% |
2.52 |
3.4% |
66% |
False |
False |
274,969 |
| 20 |
76.18 |
67.98 |
8.20 |
11.1% |
2.44 |
3.3% |
71% |
False |
False |
242,932 |
| 40 |
79.67 |
67.98 |
11.69 |
15.8% |
2.52 |
3.4% |
50% |
False |
False |
174,899 |
| 60 |
86.93 |
67.98 |
18.95 |
25.7% |
2.54 |
3.4% |
31% |
False |
False |
134,898 |
| 80 |
88.21 |
67.98 |
20.23 |
27.4% |
2.38 |
3.2% |
29% |
False |
False |
111,586 |
| 100 |
88.21 |
67.98 |
20.23 |
27.4% |
2.22 |
3.0% |
29% |
False |
False |
93,235 |
| 120 |
88.21 |
67.98 |
20.23 |
27.4% |
2.11 |
2.9% |
29% |
False |
False |
79,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.87 |
|
2.618 |
79.55 |
|
1.618 |
77.52 |
|
1.000 |
76.27 |
|
0.618 |
75.49 |
|
HIGH |
74.24 |
|
0.618 |
73.46 |
|
0.500 |
73.23 |
|
0.382 |
72.99 |
|
LOW |
72.21 |
|
0.618 |
70.96 |
|
1.000 |
70.18 |
|
1.618 |
68.93 |
|
2.618 |
66.90 |
|
4.250 |
63.58 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.62 |
73.13 |
| PP |
73.42 |
72.44 |
| S1 |
73.23 |
71.76 |
|