NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
75.67 |
74.81 |
-0.86 |
-1.1% |
75.72 |
| High |
76.71 |
75.21 |
-1.50 |
-2.0% |
79.57 |
| Low |
74.20 |
73.04 |
-1.16 |
-1.6% |
74.20 |
| Close |
74.31 |
73.53 |
-0.78 |
-1.0% |
74.31 |
| Range |
2.51 |
2.17 |
-0.34 |
-13.5% |
5.37 |
| ATR |
2.53 |
2.50 |
-0.03 |
-1.0% |
0.00 |
| Volume |
96,431 |
117,401 |
20,970 |
21.7% |
530,415 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.44 |
79.15 |
74.72 |
|
| R3 |
78.27 |
76.98 |
74.13 |
|
| R2 |
76.10 |
76.10 |
73.93 |
|
| R1 |
74.81 |
74.81 |
73.73 |
74.37 |
| PP |
73.93 |
73.93 |
73.93 |
73.71 |
| S1 |
72.64 |
72.64 |
73.33 |
72.20 |
| S2 |
71.76 |
71.76 |
73.13 |
|
| S3 |
69.59 |
70.47 |
72.93 |
|
| S4 |
67.42 |
68.30 |
72.34 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.14 |
88.59 |
77.26 |
|
| R3 |
86.77 |
83.22 |
75.79 |
|
| R2 |
81.40 |
81.40 |
75.29 |
|
| R1 |
77.85 |
77.85 |
74.80 |
76.94 |
| PP |
76.03 |
76.03 |
76.03 |
75.57 |
| S1 |
72.48 |
72.48 |
73.82 |
71.57 |
| S2 |
70.66 |
70.66 |
73.33 |
|
| S3 |
65.29 |
67.11 |
72.83 |
|
| S4 |
59.92 |
61.74 |
71.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.57 |
73.04 |
6.53 |
8.9% |
2.69 |
3.7% |
8% |
False |
True |
116,845 |
| 10 |
79.57 |
73.04 |
6.53 |
8.9% |
2.52 |
3.4% |
8% |
False |
True |
89,652 |
| 20 |
81.07 |
72.62 |
8.45 |
11.5% |
2.50 |
3.4% |
11% |
False |
False |
74,143 |
| 40 |
85.71 |
72.62 |
13.09 |
17.8% |
2.43 |
3.3% |
7% |
False |
False |
60,484 |
| 60 |
86.68 |
72.62 |
14.06 |
19.1% |
2.20 |
3.0% |
6% |
False |
False |
55,686 |
| 80 |
86.68 |
72.62 |
14.06 |
19.1% |
2.02 |
2.7% |
6% |
False |
False |
48,084 |
| 100 |
86.68 |
72.18 |
14.50 |
19.7% |
1.93 |
2.6% |
9% |
False |
False |
41,767 |
| 120 |
86.68 |
66.88 |
19.80 |
26.9% |
1.88 |
2.6% |
34% |
False |
False |
37,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.43 |
|
2.618 |
80.89 |
|
1.618 |
78.72 |
|
1.000 |
77.38 |
|
0.618 |
76.55 |
|
HIGH |
75.21 |
|
0.618 |
74.38 |
|
0.500 |
74.13 |
|
0.382 |
73.87 |
|
LOW |
73.04 |
|
0.618 |
71.70 |
|
1.000 |
70.87 |
|
1.618 |
69.53 |
|
2.618 |
67.36 |
|
4.250 |
63.82 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.13 |
76.31 |
| PP |
73.93 |
75.38 |
| S1 |
73.73 |
74.46 |
|