NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.64 |
74.71 |
1.07 |
1.5% |
72.00 |
| High |
75.08 |
75.77 |
0.69 |
0.9% |
73.27 |
| Low |
72.93 |
74.24 |
1.31 |
1.8% |
68.85 |
| Close |
74.62 |
74.73 |
0.11 |
0.1% |
72.53 |
| Range |
2.15 |
1.53 |
-0.62 |
-28.8% |
4.42 |
| ATR |
2.30 |
2.24 |
-0.05 |
-2.4% |
0.00 |
| Volume |
20,892 |
23,176 |
2,284 |
10.9% |
119,521 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.50 |
78.65 |
75.57 |
|
| R3 |
77.97 |
77.12 |
75.15 |
|
| R2 |
76.44 |
76.44 |
75.01 |
|
| R1 |
75.59 |
75.59 |
74.87 |
76.02 |
| PP |
74.91 |
74.91 |
74.91 |
75.13 |
| S1 |
74.06 |
74.06 |
74.59 |
74.49 |
| S2 |
73.38 |
73.38 |
74.45 |
|
| S3 |
71.85 |
72.53 |
74.31 |
|
| S4 |
70.32 |
71.00 |
73.89 |
|
|
| 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 |
75.77 |
70.64 |
5.13 |
6.9% |
2.29 |
3.1% |
80% |
True |
False |
22,230 |
| 10 |
75.77 |
68.85 |
6.92 |
9.3% |
2.11 |
2.8% |
85% |
True |
False |
20,908 |
| 20 |
79.11 |
68.85 |
10.26 |
13.7% |
2.30 |
3.1% |
57% |
False |
False |
21,126 |
| 40 |
81.95 |
68.85 |
13.10 |
17.5% |
2.23 |
3.0% |
45% |
False |
False |
17,098 |
| 60 |
83.95 |
68.85 |
15.10 |
20.2% |
2.11 |
2.8% |
39% |
False |
False |
14,839 |
| 80 |
84.87 |
68.85 |
16.02 |
21.4% |
1.88 |
2.5% |
37% |
False |
False |
12,966 |
| 100 |
84.87 |
68.85 |
16.02 |
21.4% |
1.77 |
2.4% |
37% |
False |
False |
11,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.27 |
|
2.618 |
79.78 |
|
1.618 |
78.25 |
|
1.000 |
77.30 |
|
0.618 |
76.72 |
|
HIGH |
75.77 |
|
0.618 |
75.19 |
|
0.500 |
75.01 |
|
0.382 |
74.82 |
|
LOW |
74.24 |
|
0.618 |
73.29 |
|
1.000 |
72.71 |
|
1.618 |
71.76 |
|
2.618 |
70.23 |
|
4.250 |
67.74 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.01 |
74.42 |
| PP |
74.91 |
74.11 |
| S1 |
74.82 |
73.81 |
|