NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
70.77 |
73.20 |
2.43 |
3.4% |
73.74 |
| High |
73.36 |
74.12 |
0.76 |
1.0% |
76.31 |
| Low |
69.56 |
71.24 |
1.68 |
2.4% |
71.47 |
| Close |
72.89 |
72.36 |
-0.53 |
-0.7% |
71.84 |
| Range |
3.80 |
2.88 |
-0.92 |
-24.2% |
4.84 |
| ATR |
2.49 |
2.52 |
0.03 |
1.1% |
0.00 |
| Volume |
129,061 |
144,596 |
15,535 |
12.0% |
294,911 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.21 |
79.67 |
73.94 |
|
| R3 |
78.33 |
76.79 |
73.15 |
|
| R2 |
75.45 |
75.45 |
72.89 |
|
| R1 |
73.91 |
73.91 |
72.62 |
73.24 |
| PP |
72.57 |
72.57 |
72.57 |
72.24 |
| S1 |
71.03 |
71.03 |
72.10 |
70.36 |
| S2 |
69.69 |
69.69 |
71.83 |
|
| S3 |
66.81 |
68.15 |
71.57 |
|
| S4 |
63.93 |
65.27 |
70.78 |
|
|
| 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 |
74.62 |
69.56 |
5.06 |
7.0% |
2.84 |
3.9% |
55% |
False |
False |
107,987 |
| 10 |
76.31 |
69.56 |
6.75 |
9.3% |
2.44 |
3.4% |
41% |
False |
False |
93,395 |
| 20 |
76.31 |
68.28 |
8.03 |
11.1% |
2.45 |
3.4% |
51% |
False |
False |
93,246 |
| 40 |
80.08 |
68.28 |
11.80 |
16.3% |
2.49 |
3.4% |
35% |
False |
False |
84,989 |
| 60 |
85.71 |
68.28 |
17.43 |
24.1% |
2.43 |
3.4% |
23% |
False |
False |
72,214 |
| 80 |
86.68 |
68.28 |
18.40 |
25.4% |
2.27 |
3.1% |
22% |
False |
False |
65,844 |
| 100 |
86.68 |
68.28 |
18.40 |
25.4% |
2.11 |
2.9% |
22% |
False |
False |
57,870 |
| 120 |
86.68 |
68.28 |
18.40 |
25.4% |
2.02 |
2.8% |
22% |
False |
False |
51,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.36 |
|
2.618 |
81.66 |
|
1.618 |
78.78 |
|
1.000 |
77.00 |
|
0.618 |
75.90 |
|
HIGH |
74.12 |
|
0.618 |
73.02 |
|
0.500 |
72.68 |
|
0.382 |
72.34 |
|
LOW |
71.24 |
|
0.618 |
69.46 |
|
1.000 |
68.36 |
|
1.618 |
66.58 |
|
2.618 |
63.70 |
|
4.250 |
59.00 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.68 |
72.19 |
| PP |
72.57 |
72.01 |
| S1 |
72.47 |
71.84 |
|