NYMEX Light Sweet Crude Oil Future March 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 |
73.20 |
72.51 |
-0.69 |
-0.9% |
71.90 |
| High |
74.12 |
74.30 |
0.18 |
0.2% |
74.30 |
| Low |
71.24 |
72.34 |
1.10 |
1.5% |
69.56 |
| Close |
72.36 |
73.86 |
1.50 |
2.1% |
73.86 |
| Range |
2.88 |
1.96 |
-0.92 |
-31.9% |
4.74 |
| ATR |
2.52 |
2.48 |
-0.04 |
-1.6% |
0.00 |
| Volume |
144,596 |
164,947 |
20,351 |
14.1% |
547,120 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.38 |
78.58 |
74.94 |
|
| R3 |
77.42 |
76.62 |
74.40 |
|
| R2 |
75.46 |
75.46 |
74.22 |
|
| R1 |
74.66 |
74.66 |
74.04 |
75.06 |
| PP |
73.50 |
73.50 |
73.50 |
73.70 |
| S1 |
72.70 |
72.70 |
73.68 |
73.10 |
| S2 |
71.54 |
71.54 |
73.50 |
|
| S3 |
69.58 |
70.74 |
73.32 |
|
| S4 |
67.62 |
68.78 |
72.78 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.79 |
85.07 |
76.47 |
|
| R3 |
82.05 |
80.33 |
75.16 |
|
| R2 |
77.31 |
77.31 |
74.73 |
|
| R1 |
75.59 |
75.59 |
74.29 |
76.45 |
| PP |
72.57 |
72.57 |
72.57 |
73.01 |
| S1 |
70.85 |
70.85 |
73.43 |
71.71 |
| S2 |
67.83 |
67.83 |
72.99 |
|
| S3 |
63.09 |
66.11 |
72.56 |
|
| S4 |
58.35 |
61.37 |
71.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.30 |
69.56 |
4.74 |
6.4% |
2.69 |
3.6% |
91% |
True |
False |
122,120 |
| 10 |
76.31 |
69.56 |
6.75 |
9.1% |
2.46 |
3.3% |
64% |
False |
False |
99,993 |
| 20 |
76.31 |
68.28 |
8.03 |
10.9% |
2.38 |
3.2% |
69% |
False |
False |
95,093 |
| 40 |
79.57 |
68.28 |
11.29 |
15.3% |
2.45 |
3.3% |
49% |
False |
False |
87,544 |
| 60 |
85.71 |
68.28 |
17.43 |
23.6% |
2.44 |
3.3% |
32% |
False |
False |
74,228 |
| 80 |
86.68 |
68.28 |
18.40 |
24.9% |
2.28 |
3.1% |
30% |
False |
False |
67,400 |
| 100 |
86.68 |
68.28 |
18.40 |
24.9% |
2.12 |
2.9% |
30% |
False |
False |
59,376 |
| 120 |
86.68 |
68.28 |
18.40 |
24.9% |
2.02 |
2.7% |
30% |
False |
False |
52,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.63 |
|
2.618 |
79.43 |
|
1.618 |
77.47 |
|
1.000 |
76.26 |
|
0.618 |
75.51 |
|
HIGH |
74.30 |
|
0.618 |
73.55 |
|
0.500 |
73.32 |
|
0.382 |
73.09 |
|
LOW |
72.34 |
|
0.618 |
71.13 |
|
1.000 |
70.38 |
|
1.618 |
69.17 |
|
2.618 |
67.21 |
|
4.250 |
64.01 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.68 |
73.22 |
| PP |
73.50 |
72.57 |
| S1 |
73.32 |
71.93 |
|