NYMEX Light Sweet Crude Oil Future April 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 |
73.31 |
72.56 |
-0.75 |
-1.0% |
72.08 |
| High |
74.19 |
74.31 |
0.12 |
0.2% |
74.31 |
| Low |
71.37 |
72.38 |
1.01 |
1.4% |
69.79 |
| Close |
72.46 |
73.87 |
1.41 |
1.9% |
73.87 |
| Range |
2.82 |
1.93 |
-0.89 |
-31.6% |
4.52 |
| ATR |
2.43 |
2.39 |
-0.04 |
-1.5% |
0.00 |
| Volume |
80,090 |
78,925 |
-1,165 |
-1.5% |
286,117 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.31 |
78.52 |
74.93 |
|
| R3 |
77.38 |
76.59 |
74.40 |
|
| R2 |
75.45 |
75.45 |
74.22 |
|
| R1 |
74.66 |
74.66 |
74.05 |
75.06 |
| PP |
73.52 |
73.52 |
73.52 |
73.72 |
| S1 |
72.73 |
72.73 |
73.69 |
73.13 |
| S2 |
71.59 |
71.59 |
73.52 |
|
| S3 |
69.66 |
70.80 |
73.34 |
|
| S4 |
67.73 |
68.87 |
72.81 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.22 |
84.56 |
76.36 |
|
| R3 |
81.70 |
80.04 |
75.11 |
|
| R2 |
77.18 |
77.18 |
74.70 |
|
| R1 |
75.52 |
75.52 |
74.28 |
76.35 |
| PP |
72.66 |
72.66 |
72.66 |
73.07 |
| S1 |
71.00 |
71.00 |
73.46 |
71.83 |
| S2 |
68.14 |
68.14 |
73.04 |
|
| S3 |
63.62 |
66.48 |
72.63 |
|
| S4 |
59.10 |
61.96 |
71.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.31 |
69.79 |
4.52 |
6.1% |
2.62 |
3.5% |
90% |
True |
False |
62,346 |
| 10 |
76.37 |
69.79 |
6.58 |
8.9% |
2.39 |
3.2% |
62% |
False |
False |
48,755 |
| 20 |
76.37 |
68.57 |
7.80 |
10.6% |
2.31 |
3.1% |
68% |
False |
False |
42,334 |
| 40 |
79.36 |
68.57 |
10.79 |
14.6% |
2.35 |
3.2% |
49% |
False |
False |
36,163 |
| 60 |
84.68 |
68.57 |
16.11 |
21.8% |
2.31 |
3.1% |
33% |
False |
False |
29,324 |
| 80 |
85.75 |
68.57 |
17.18 |
23.3% |
2.14 |
2.9% |
31% |
False |
False |
25,916 |
| 100 |
85.75 |
68.57 |
17.18 |
23.3% |
1.99 |
2.7% |
31% |
False |
False |
22,036 |
| 120 |
85.75 |
68.57 |
17.18 |
23.3% |
1.86 |
2.5% |
31% |
False |
False |
18,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.51 |
|
2.618 |
79.36 |
|
1.618 |
77.43 |
|
1.000 |
76.24 |
|
0.618 |
75.50 |
|
HIGH |
74.31 |
|
0.618 |
73.57 |
|
0.500 |
73.35 |
|
0.382 |
73.12 |
|
LOW |
72.38 |
|
0.618 |
71.19 |
|
1.000 |
70.45 |
|
1.618 |
69.26 |
|
2.618 |
67.33 |
|
4.250 |
64.18 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.70 |
73.26 |
| PP |
73.52 |
72.66 |
| S1 |
73.35 |
72.05 |
|