NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
71.35 |
73.16 |
1.81 |
2.5% |
73.60 |
| High |
73.81 |
75.28 |
1.47 |
2.0% |
75.28 |
| Low |
71.24 |
72.48 |
1.24 |
1.7% |
70.25 |
| Close |
72.09 |
72.79 |
0.70 |
1.0% |
72.79 |
| Range |
2.57 |
2.80 |
0.23 |
8.9% |
5.03 |
| ATR |
2.55 |
2.59 |
0.05 |
1.8% |
0.00 |
| Volume |
240,344 |
244,203 |
3,859 |
1.6% |
1,080,231 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.92 |
80.15 |
74.33 |
|
| R3 |
79.12 |
77.35 |
73.56 |
|
| R2 |
76.32 |
76.32 |
73.30 |
|
| R1 |
74.55 |
74.55 |
73.05 |
74.04 |
| PP |
73.52 |
73.52 |
73.52 |
73.26 |
| S1 |
71.75 |
71.75 |
72.53 |
71.24 |
| S2 |
70.72 |
70.72 |
72.28 |
|
| S3 |
67.92 |
68.95 |
72.02 |
|
| S4 |
65.12 |
66.15 |
71.25 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.86 |
85.36 |
75.56 |
|
| R3 |
82.83 |
80.33 |
74.17 |
|
| R2 |
77.80 |
77.80 |
73.71 |
|
| R1 |
75.30 |
75.30 |
73.25 |
74.04 |
| PP |
72.77 |
72.77 |
72.77 |
72.14 |
| S1 |
70.27 |
70.27 |
72.33 |
69.01 |
| S2 |
67.74 |
67.74 |
71.87 |
|
| S3 |
62.71 |
65.24 |
71.41 |
|
| S4 |
57.68 |
60.21 |
70.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.28 |
70.25 |
5.03 |
6.9% |
2.78 |
3.8% |
50% |
True |
False |
216,046 |
| 10 |
75.28 |
69.56 |
5.72 |
7.9% |
2.74 |
3.8% |
56% |
True |
False |
169,083 |
| 20 |
76.31 |
69.56 |
6.75 |
9.3% |
2.54 |
3.5% |
48% |
False |
False |
127,492 |
| 40 |
79.57 |
68.28 |
11.29 |
15.5% |
2.53 |
3.5% |
40% |
False |
False |
107,985 |
| 60 |
85.71 |
68.28 |
17.43 |
23.9% |
2.48 |
3.4% |
26% |
False |
False |
88,522 |
| 80 |
86.47 |
68.28 |
18.19 |
25.0% |
2.37 |
3.3% |
25% |
False |
False |
77,999 |
| 100 |
86.68 |
68.28 |
18.40 |
25.3% |
2.18 |
3.0% |
25% |
False |
False |
69,200 |
| 120 |
86.68 |
68.28 |
18.40 |
25.3% |
2.07 |
2.8% |
25% |
False |
False |
60,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.18 |
|
2.618 |
82.61 |
|
1.618 |
79.81 |
|
1.000 |
78.08 |
|
0.618 |
77.01 |
|
HIGH |
75.28 |
|
0.618 |
74.21 |
|
0.500 |
73.88 |
|
0.382 |
73.55 |
|
LOW |
72.48 |
|
0.618 |
70.75 |
|
1.000 |
69.68 |
|
1.618 |
67.95 |
|
2.618 |
65.15 |
|
4.250 |
60.58 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.88 |
73.19 |
| PP |
73.52 |
73.05 |
| S1 |
73.15 |
72.92 |
|