NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
72.60 |
73.00 |
0.40 |
0.6% |
72.00 |
| High |
73.23 |
75.19 |
1.96 |
2.7% |
73.27 |
| Low |
71.44 |
71.84 |
0.40 |
0.6% |
68.85 |
| Close |
72.53 |
73.56 |
1.03 |
1.4% |
72.53 |
| Range |
1.79 |
3.35 |
1.56 |
87.2% |
4.42 |
| ATR |
2.23 |
2.31 |
0.08 |
3.6% |
0.00 |
| Volume |
29,918 |
14,791 |
-15,127 |
-50.6% |
119,521 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.58 |
81.92 |
75.40 |
|
| R3 |
80.23 |
78.57 |
74.48 |
|
| R2 |
76.88 |
76.88 |
74.17 |
|
| R1 |
75.22 |
75.22 |
73.87 |
76.05 |
| PP |
73.53 |
73.53 |
73.53 |
73.95 |
| S1 |
71.87 |
71.87 |
73.25 |
72.70 |
| S2 |
70.18 |
70.18 |
72.95 |
|
| S3 |
66.83 |
68.52 |
72.64 |
|
| S4 |
63.48 |
65.17 |
71.72 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.81 |
83.09 |
74.96 |
|
| R3 |
80.39 |
78.67 |
73.75 |
|
| R2 |
75.97 |
75.97 |
73.34 |
|
| R1 |
74.25 |
74.25 |
72.94 |
75.11 |
| PP |
71.55 |
71.55 |
71.55 |
71.98 |
| S1 |
69.83 |
69.83 |
72.12 |
70.69 |
| S2 |
67.13 |
67.13 |
71.72 |
|
| S3 |
62.71 |
65.41 |
71.31 |
|
| S4 |
58.29 |
60.99 |
70.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.19 |
68.85 |
6.34 |
8.6% |
2.63 |
3.6% |
74% |
True |
False |
24,262 |
| 10 |
75.19 |
68.85 |
6.34 |
8.6% |
2.26 |
3.1% |
74% |
True |
False |
22,562 |
| 20 |
79.11 |
68.85 |
10.26 |
13.9% |
2.26 |
3.1% |
46% |
False |
False |
19,820 |
| 40 |
82.97 |
68.85 |
14.12 |
19.2% |
2.25 |
3.1% |
33% |
False |
False |
16,548 |
| 60 |
83.95 |
68.85 |
15.10 |
20.5% |
2.09 |
2.8% |
31% |
False |
False |
14,310 |
| 80 |
84.87 |
68.85 |
16.02 |
21.8% |
1.86 |
2.5% |
29% |
False |
False |
12,475 |
| 100 |
84.87 |
68.85 |
16.02 |
21.8% |
1.75 |
2.4% |
29% |
False |
False |
10,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.43 |
|
2.618 |
83.96 |
|
1.618 |
80.61 |
|
1.000 |
78.54 |
|
0.618 |
77.26 |
|
HIGH |
75.19 |
|
0.618 |
73.91 |
|
0.500 |
73.52 |
|
0.382 |
73.12 |
|
LOW |
71.84 |
|
0.618 |
69.77 |
|
1.000 |
68.49 |
|
1.618 |
66.42 |
|
2.618 |
63.07 |
|
4.250 |
57.60 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.55 |
73.35 |
| PP |
73.53 |
73.13 |
| S1 |
73.52 |
72.92 |
|