NYMEX Light Sweet Crude Oil Future April 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
72.24 |
71.49 |
-0.75 |
-1.0% |
72.08 |
| High |
73.51 |
73.80 |
0.29 |
0.4% |
74.31 |
| Low |
71.17 |
71.32 |
0.15 |
0.2% |
69.79 |
| Close |
71.50 |
72.17 |
0.67 |
0.9% |
73.87 |
| Range |
2.34 |
2.48 |
0.14 |
6.0% |
4.52 |
| ATR |
2.46 |
2.46 |
0.00 |
0.1% |
0.00 |
| Volume |
78,240 |
97,190 |
18,950 |
24.2% |
286,117 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.87 |
78.50 |
73.53 |
|
| R3 |
77.39 |
76.02 |
72.85 |
|
| R2 |
74.91 |
74.91 |
72.62 |
|
| R1 |
73.54 |
73.54 |
72.40 |
74.23 |
| PP |
72.43 |
72.43 |
72.43 |
72.77 |
| S1 |
71.06 |
71.06 |
71.94 |
71.75 |
| S2 |
69.95 |
69.95 |
71.72 |
|
| S3 |
67.47 |
68.58 |
71.49 |
|
| S4 |
64.99 |
66.10 |
70.81 |
|
|
| 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 |
70.34 |
3.97 |
5.5% |
2.53 |
3.5% |
46% |
False |
False |
82,418 |
| 10 |
74.78 |
69.79 |
4.99 |
6.9% |
2.65 |
3.7% |
48% |
False |
False |
68,760 |
| 20 |
76.37 |
68.57 |
7.80 |
10.8% |
2.43 |
3.4% |
46% |
False |
False |
52,711 |
| 40 |
79.36 |
68.57 |
10.79 |
15.0% |
2.41 |
3.3% |
33% |
False |
False |
42,370 |
| 60 |
84.68 |
68.57 |
16.11 |
22.3% |
2.34 |
3.2% |
22% |
False |
False |
33,938 |
| 80 |
85.62 |
68.57 |
17.05 |
23.6% |
2.21 |
3.1% |
21% |
False |
False |
29,459 |
| 100 |
85.75 |
68.57 |
17.18 |
23.8% |
2.03 |
2.8% |
21% |
False |
False |
25,166 |
| 120 |
85.75 |
68.57 |
17.18 |
23.8% |
1.91 |
2.6% |
21% |
False |
False |
21,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.34 |
|
2.618 |
80.29 |
|
1.618 |
77.81 |
|
1.000 |
76.28 |
|
0.618 |
75.33 |
|
HIGH |
73.80 |
|
0.618 |
72.85 |
|
0.500 |
72.56 |
|
0.382 |
72.27 |
|
LOW |
71.32 |
|
0.618 |
69.79 |
|
1.000 |
68.84 |
|
1.618 |
67.31 |
|
2.618 |
64.83 |
|
4.250 |
60.78 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.56 |
72.27 |
| PP |
72.43 |
72.24 |
| S1 |
72.30 |
72.20 |
|