NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
70.92 |
72.20 |
1.28 |
1.8% |
71.90 |
| High |
72.99 |
73.55 |
0.56 |
0.8% |
74.30 |
| Low |
70.63 |
71.09 |
0.46 |
0.7% |
69.56 |
| Close |
72.29 |
71.44 |
-0.85 |
-1.2% |
73.86 |
| Range |
2.36 |
2.46 |
0.10 |
4.2% |
4.74 |
| ATR |
2.55 |
2.55 |
-0.01 |
-0.3% |
0.00 |
| Volume |
204,370 |
198,043 |
-6,327 |
-3.1% |
547,120 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.41 |
77.88 |
72.79 |
|
| R3 |
76.95 |
75.42 |
72.12 |
|
| R2 |
74.49 |
74.49 |
71.89 |
|
| R1 |
72.96 |
72.96 |
71.67 |
72.50 |
| PP |
72.03 |
72.03 |
72.03 |
71.79 |
| S1 |
70.50 |
70.50 |
71.21 |
70.04 |
| S2 |
69.57 |
69.57 |
70.99 |
|
| S3 |
67.11 |
68.04 |
70.76 |
|
| S4 |
64.65 |
65.58 |
70.09 |
|
|
| 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 |
70.25 |
4.05 |
5.7% |
2.68 |
3.7% |
29% |
False |
False |
181,045 |
| 10 |
75.81 |
69.56 |
6.25 |
8.7% |
2.65 |
3.7% |
30% |
False |
False |
138,095 |
| 20 |
76.31 |
68.28 |
8.03 |
11.2% |
2.56 |
3.6% |
39% |
False |
False |
113,076 |
| 40 |
79.57 |
68.28 |
11.29 |
15.8% |
2.50 |
3.5% |
28% |
False |
False |
97,893 |
| 60 |
85.71 |
68.28 |
17.43 |
24.4% |
2.45 |
3.4% |
18% |
False |
False |
81,448 |
| 80 |
86.68 |
68.28 |
18.40 |
25.8% |
2.33 |
3.3% |
17% |
False |
False |
73,441 |
| 100 |
86.68 |
68.28 |
18.40 |
25.8% |
2.16 |
3.0% |
17% |
False |
False |
64,814 |
| 120 |
86.68 |
68.28 |
18.40 |
25.8% |
2.05 |
2.9% |
17% |
False |
False |
56,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.01 |
|
2.618 |
79.99 |
|
1.618 |
77.53 |
|
1.000 |
76.01 |
|
0.618 |
75.07 |
|
HIGH |
73.55 |
|
0.618 |
72.61 |
|
0.500 |
72.32 |
|
0.382 |
72.03 |
|
LOW |
71.09 |
|
0.618 |
69.57 |
|
1.000 |
68.63 |
|
1.618 |
67.11 |
|
2.618 |
64.65 |
|
4.250 |
60.64 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.32 |
72.12 |
| PP |
72.03 |
71.89 |
| S1 |
71.73 |
71.67 |
|