NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
71.90 |
70.77 |
-1.13 |
-1.6% |
73.74 |
| High |
73.80 |
73.36 |
-0.44 |
-0.6% |
76.31 |
| Low |
70.32 |
69.56 |
-0.76 |
-1.1% |
71.47 |
| Close |
70.62 |
72.89 |
2.27 |
3.2% |
71.84 |
| Range |
3.48 |
3.80 |
0.32 |
9.2% |
4.84 |
| ATR |
2.39 |
2.49 |
0.10 |
4.2% |
0.00 |
| Volume |
108,516 |
129,061 |
20,545 |
18.9% |
294,911 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.34 |
81.91 |
74.98 |
|
| R3 |
79.54 |
78.11 |
73.94 |
|
| R2 |
75.74 |
75.74 |
73.59 |
|
| R1 |
74.31 |
74.31 |
73.24 |
75.03 |
| PP |
71.94 |
71.94 |
71.94 |
72.29 |
| S1 |
70.51 |
70.51 |
72.54 |
71.23 |
| S2 |
68.14 |
68.14 |
72.19 |
|
| S3 |
64.34 |
66.71 |
71.85 |
|
| S4 |
60.54 |
62.91 |
70.80 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.73 |
84.62 |
74.50 |
|
| R3 |
82.89 |
79.78 |
73.17 |
|
| R2 |
78.05 |
78.05 |
72.73 |
|
| R1 |
74.94 |
74.94 |
72.28 |
74.08 |
| PP |
73.21 |
73.21 |
73.21 |
72.77 |
| S1 |
70.10 |
70.10 |
71.40 |
69.24 |
| S2 |
68.37 |
68.37 |
70.95 |
|
| S3 |
63.53 |
65.26 |
70.51 |
|
| S4 |
58.69 |
60.42 |
69.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.81 |
69.56 |
6.25 |
8.6% |
2.62 |
3.6% |
53% |
False |
True |
95,145 |
| 10 |
76.31 |
69.56 |
6.75 |
9.3% |
2.37 |
3.3% |
49% |
False |
True |
86,727 |
| 20 |
76.31 |
68.28 |
8.03 |
11.0% |
2.41 |
3.3% |
57% |
False |
False |
90,712 |
| 40 |
81.07 |
68.28 |
12.79 |
17.5% |
2.45 |
3.4% |
36% |
False |
False |
82,427 |
| 60 |
85.71 |
68.28 |
17.43 |
23.9% |
2.42 |
3.3% |
26% |
False |
False |
70,560 |
| 80 |
86.68 |
68.28 |
18.40 |
25.2% |
2.25 |
3.1% |
25% |
False |
False |
64,442 |
| 100 |
86.68 |
68.28 |
18.40 |
25.2% |
2.09 |
2.9% |
25% |
False |
False |
56,610 |
| 120 |
86.68 |
68.28 |
18.40 |
25.2% |
2.01 |
2.8% |
25% |
False |
False |
49,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.51 |
|
2.618 |
83.31 |
|
1.618 |
79.51 |
|
1.000 |
77.16 |
|
0.618 |
75.71 |
|
HIGH |
73.36 |
|
0.618 |
71.91 |
|
0.500 |
71.46 |
|
0.382 |
71.01 |
|
LOW |
69.56 |
|
0.618 |
67.21 |
|
1.000 |
65.76 |
|
1.618 |
63.41 |
|
2.618 |
59.61 |
|
4.250 |
53.41 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.41 |
72.49 |
| PP |
71.94 |
72.08 |
| S1 |
71.46 |
71.68 |
|