NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
69.15 |
70.93 |
1.78 |
2.6% |
74.54 |
| High |
70.80 |
73.27 |
2.47 |
3.5% |
75.04 |
| Low |
68.85 |
70.64 |
1.79 |
2.6% |
69.75 |
| Close |
70.49 |
72.66 |
2.17 |
3.1% |
71.76 |
| Range |
1.95 |
2.63 |
0.68 |
34.9% |
5.29 |
| ATR |
2.22 |
2.26 |
0.04 |
1.8% |
0.00 |
| Volume |
20,169 |
22,374 |
2,205 |
10.9% |
124,270 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.08 |
79.00 |
74.11 |
|
| R3 |
77.45 |
76.37 |
73.38 |
|
| R2 |
74.82 |
74.82 |
73.14 |
|
| R1 |
73.74 |
73.74 |
72.90 |
74.28 |
| PP |
72.19 |
72.19 |
72.19 |
72.46 |
| S1 |
71.11 |
71.11 |
72.42 |
71.65 |
| S2 |
69.56 |
69.56 |
72.18 |
|
| S3 |
66.93 |
68.48 |
71.94 |
|
| S4 |
64.30 |
65.85 |
71.21 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.05 |
85.20 |
74.67 |
|
| R3 |
82.76 |
79.91 |
73.21 |
|
| R2 |
77.47 |
77.47 |
72.73 |
|
| R1 |
74.62 |
74.62 |
72.24 |
73.40 |
| PP |
72.18 |
72.18 |
72.18 |
71.58 |
| S1 |
69.33 |
69.33 |
71.28 |
68.11 |
| S2 |
66.89 |
66.89 |
70.79 |
|
| S3 |
61.60 |
64.04 |
70.31 |
|
| S4 |
56.31 |
58.75 |
68.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.27 |
68.85 |
4.42 |
6.1% |
2.17 |
3.0% |
86% |
True |
False |
20,782 |
| 10 |
76.41 |
68.85 |
7.56 |
10.4% |
2.16 |
3.0% |
50% |
False |
False |
23,065 |
| 20 |
79.11 |
68.85 |
10.26 |
14.1% |
2.33 |
3.2% |
37% |
False |
False |
18,857 |
| 40 |
83.87 |
68.85 |
15.02 |
20.7% |
2.22 |
3.1% |
25% |
False |
False |
15,912 |
| 60 |
83.95 |
68.85 |
15.10 |
20.8% |
2.05 |
2.8% |
25% |
False |
False |
13,957 |
| 80 |
84.87 |
68.85 |
16.02 |
22.0% |
1.83 |
2.5% |
24% |
False |
False |
11,990 |
| 100 |
84.87 |
68.85 |
16.02 |
22.0% |
1.71 |
2.4% |
24% |
False |
False |
10,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.45 |
|
2.618 |
80.16 |
|
1.618 |
77.53 |
|
1.000 |
75.90 |
|
0.618 |
74.90 |
|
HIGH |
73.27 |
|
0.618 |
72.27 |
|
0.500 |
71.96 |
|
0.382 |
71.64 |
|
LOW |
70.64 |
|
0.618 |
69.01 |
|
1.000 |
68.01 |
|
1.618 |
66.38 |
|
2.618 |
63.75 |
|
4.250 |
59.46 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
72.43 |
72.13 |
| PP |
72.19 |
71.59 |
| S1 |
71.96 |
71.06 |
|