NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
73.16 |
72.73 |
-0.43 |
-0.6% |
73.60 |
| High |
75.28 |
73.68 |
-1.60 |
-2.1% |
75.28 |
| Low |
72.48 |
71.39 |
-1.09 |
-1.5% |
70.25 |
| Close |
72.79 |
72.52 |
-0.27 |
-0.4% |
72.79 |
| Range |
2.80 |
2.29 |
-0.51 |
-18.2% |
5.03 |
| ATR |
2.59 |
2.57 |
-0.02 |
-0.8% |
0.00 |
| Volume |
244,203 |
312,941 |
68,738 |
28.1% |
1,080,231 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.40 |
78.25 |
73.78 |
|
| R3 |
77.11 |
75.96 |
73.15 |
|
| R2 |
74.82 |
74.82 |
72.94 |
|
| R1 |
73.67 |
73.67 |
72.73 |
73.10 |
| PP |
72.53 |
72.53 |
72.53 |
72.25 |
| S1 |
71.38 |
71.38 |
72.31 |
70.81 |
| S2 |
70.24 |
70.24 |
72.10 |
|
| S3 |
67.95 |
69.09 |
71.89 |
|
| S4 |
65.66 |
66.80 |
71.26 |
|
|
| 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 |
70.63 |
4.65 |
6.4% |
2.50 |
3.4% |
41% |
False |
False |
239,980 |
| 10 |
75.28 |
69.56 |
5.72 |
7.9% |
2.83 |
3.9% |
52% |
False |
False |
194,029 |
| 20 |
76.31 |
69.56 |
6.75 |
9.3% |
2.51 |
3.5% |
44% |
False |
False |
137,099 |
| 40 |
79.57 |
68.28 |
11.29 |
15.6% |
2.54 |
3.5% |
38% |
False |
False |
114,255 |
| 60 |
85.71 |
68.28 |
17.43 |
24.0% |
2.49 |
3.4% |
24% |
False |
False |
93,074 |
| 80 |
86.47 |
68.28 |
18.19 |
25.1% |
2.38 |
3.3% |
23% |
False |
False |
81,425 |
| 100 |
86.68 |
68.28 |
18.40 |
25.4% |
2.20 |
3.0% |
23% |
False |
False |
72,127 |
| 120 |
86.68 |
68.28 |
18.40 |
25.4% |
2.08 |
2.9% |
23% |
False |
False |
63,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.41 |
|
2.618 |
79.68 |
|
1.618 |
77.39 |
|
1.000 |
75.97 |
|
0.618 |
75.10 |
|
HIGH |
73.68 |
|
0.618 |
72.81 |
|
0.500 |
72.54 |
|
0.382 |
72.26 |
|
LOW |
71.39 |
|
0.618 |
69.97 |
|
1.000 |
69.10 |
|
1.618 |
67.68 |
|
2.618 |
65.39 |
|
4.250 |
61.66 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.54 |
73.26 |
| PP |
72.53 |
73.01 |
| S1 |
72.53 |
72.77 |
|