NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
75.38 |
74.54 |
-0.84 |
-1.1% |
75.62 |
| High |
76.41 |
75.04 |
-1.37 |
-1.8% |
79.11 |
| Low |
74.08 |
73.21 |
-0.87 |
-1.2% |
74.08 |
| Close |
74.20 |
73.76 |
-0.44 |
-0.6% |
74.20 |
| Range |
2.33 |
1.83 |
-0.50 |
-21.5% |
5.03 |
| ATR |
2.28 |
2.25 |
-0.03 |
-1.4% |
0.00 |
| Volume |
16,780 |
32,962 |
16,182 |
96.4% |
97,233 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.49 |
78.46 |
74.77 |
|
| R3 |
77.66 |
76.63 |
74.26 |
|
| R2 |
75.83 |
75.83 |
74.10 |
|
| R1 |
74.80 |
74.80 |
73.93 |
74.40 |
| PP |
74.00 |
74.00 |
74.00 |
73.81 |
| S1 |
72.97 |
72.97 |
73.59 |
72.57 |
| S2 |
72.17 |
72.17 |
73.42 |
|
| S3 |
70.34 |
71.14 |
73.26 |
|
| S4 |
68.51 |
69.31 |
72.75 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.89 |
87.57 |
76.97 |
|
| R3 |
85.86 |
82.54 |
75.58 |
|
| R2 |
80.83 |
80.83 |
75.12 |
|
| R1 |
77.51 |
77.51 |
74.66 |
76.66 |
| PP |
75.80 |
75.80 |
75.80 |
75.37 |
| S1 |
72.48 |
72.48 |
73.74 |
71.63 |
| S2 |
70.77 |
70.77 |
73.28 |
|
| S3 |
65.74 |
67.45 |
72.82 |
|
| S4 |
60.71 |
62.42 |
71.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.11 |
73.21 |
5.90 |
8.0% |
2.46 |
3.3% |
9% |
False |
True |
24,110 |
| 10 |
79.11 |
73.21 |
5.90 |
8.0% |
2.25 |
3.1% |
9% |
False |
True |
17,079 |
| 20 |
80.20 |
72.58 |
7.62 |
10.3% |
2.25 |
3.0% |
15% |
False |
False |
15,011 |
| 40 |
83.87 |
72.58 |
11.29 |
15.3% |
2.13 |
2.9% |
10% |
False |
False |
13,186 |
| 60 |
84.87 |
72.58 |
12.29 |
16.7% |
1.91 |
2.6% |
10% |
False |
False |
11,987 |
| 80 |
84.87 |
72.58 |
12.29 |
16.7% |
1.73 |
2.3% |
10% |
False |
False |
10,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.82 |
|
2.618 |
79.83 |
|
1.618 |
78.00 |
|
1.000 |
76.87 |
|
0.618 |
76.17 |
|
HIGH |
75.04 |
|
0.618 |
74.34 |
|
0.500 |
74.13 |
|
0.382 |
73.91 |
|
LOW |
73.21 |
|
0.618 |
72.08 |
|
1.000 |
71.38 |
|
1.618 |
70.25 |
|
2.618 |
68.42 |
|
4.250 |
65.43 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.13 |
76.16 |
| PP |
74.00 |
75.36 |
| S1 |
73.88 |
74.56 |
|