NYMEX Light Sweet Crude Oil Future April 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 |
70.94 |
73.31 |
2.37 |
3.3% |
73.93 |
| High |
73.47 |
74.19 |
0.72 |
1.0% |
76.37 |
| Low |
69.79 |
71.37 |
1.58 |
2.3% |
71.65 |
| Close |
73.03 |
72.46 |
-0.57 |
-0.8% |
72.01 |
| Range |
3.68 |
2.82 |
-0.86 |
-23.4% |
4.72 |
| ATR |
2.40 |
2.43 |
0.03 |
1.2% |
0.00 |
| Volume |
75,317 |
80,090 |
4,773 |
6.3% |
125,415 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.13 |
79.62 |
74.01 |
|
| R3 |
78.31 |
76.80 |
73.24 |
|
| R2 |
75.49 |
75.49 |
72.98 |
|
| R1 |
73.98 |
73.98 |
72.72 |
73.33 |
| PP |
72.67 |
72.67 |
72.67 |
72.35 |
| S1 |
71.16 |
71.16 |
72.20 |
70.51 |
| S2 |
69.85 |
69.85 |
71.94 |
|
| S3 |
67.03 |
68.34 |
71.68 |
|
| S4 |
64.21 |
65.52 |
70.91 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.50 |
84.48 |
74.61 |
|
| R3 |
82.78 |
79.76 |
73.31 |
|
| R2 |
78.06 |
78.06 |
72.88 |
|
| R1 |
75.04 |
75.04 |
72.44 |
74.19 |
| PP |
73.34 |
73.34 |
73.34 |
72.92 |
| S1 |
70.32 |
70.32 |
71.58 |
69.47 |
| S2 |
68.62 |
68.62 |
71.14 |
|
| S3 |
63.90 |
65.60 |
70.71 |
|
| S4 |
59.18 |
60.88 |
69.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.78 |
69.79 |
4.99 |
6.9% |
2.77 |
3.8% |
54% |
False |
False |
55,103 |
| 10 |
76.37 |
69.79 |
6.58 |
9.1% |
2.36 |
3.3% |
41% |
False |
False |
45,953 |
| 20 |
76.37 |
68.57 |
7.80 |
10.8% |
2.37 |
3.3% |
50% |
False |
False |
40,759 |
| 40 |
79.36 |
68.57 |
10.79 |
14.9% |
2.38 |
3.3% |
36% |
False |
False |
34,695 |
| 60 |
84.68 |
68.57 |
16.11 |
22.2% |
2.29 |
3.2% |
24% |
False |
False |
28,246 |
| 80 |
85.75 |
68.57 |
17.18 |
23.7% |
2.13 |
2.9% |
23% |
False |
False |
25,080 |
| 100 |
85.75 |
68.57 |
17.18 |
23.7% |
1.98 |
2.7% |
23% |
False |
False |
21,285 |
| 120 |
85.75 |
68.57 |
17.18 |
23.7% |
1.85 |
2.6% |
23% |
False |
False |
18,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.18 |
|
2.618 |
81.57 |
|
1.618 |
78.75 |
|
1.000 |
77.01 |
|
0.618 |
75.93 |
|
HIGH |
74.19 |
|
0.618 |
73.11 |
|
0.500 |
72.78 |
|
0.382 |
72.45 |
|
LOW |
71.37 |
|
0.618 |
69.63 |
|
1.000 |
68.55 |
|
1.618 |
66.81 |
|
2.618 |
63.99 |
|
4.250 |
59.39 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.78 |
72.30 |
| PP |
72.67 |
72.15 |
| S1 |
72.57 |
71.99 |
|