NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.97 |
75.42 |
1.45 |
2.0% |
73.00 |
| High |
76.35 |
75.87 |
-0.48 |
-0.6% |
75.77 |
| Low |
73.52 |
74.29 |
0.77 |
1.0% |
71.84 |
| Close |
75.79 |
74.60 |
-1.19 |
-1.6% |
73.88 |
| Range |
2.83 |
1.58 |
-1.25 |
-44.2% |
3.93 |
| ATR |
2.21 |
2.17 |
-0.05 |
-2.0% |
0.00 |
| Volume |
22,844 |
17,740 |
-5,104 |
-22.3% |
108,642 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.66 |
78.71 |
75.47 |
|
| R3 |
78.08 |
77.13 |
75.03 |
|
| R2 |
76.50 |
76.50 |
74.89 |
|
| R1 |
75.55 |
75.55 |
74.74 |
75.24 |
| PP |
74.92 |
74.92 |
74.92 |
74.76 |
| S1 |
73.97 |
73.97 |
74.46 |
73.66 |
| S2 |
73.34 |
73.34 |
74.31 |
|
| S3 |
71.76 |
72.39 |
74.17 |
|
| S4 |
70.18 |
70.81 |
73.73 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.62 |
83.68 |
76.04 |
|
| R3 |
81.69 |
79.75 |
74.96 |
|
| R2 |
77.76 |
77.76 |
74.60 |
|
| R1 |
75.82 |
75.82 |
74.24 |
76.79 |
| PP |
73.83 |
73.83 |
73.83 |
74.32 |
| S1 |
71.89 |
71.89 |
73.52 |
72.86 |
| S2 |
69.90 |
69.90 |
73.16 |
|
| S3 |
65.97 |
67.96 |
72.80 |
|
| S4 |
62.04 |
64.03 |
71.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.35 |
72.99 |
3.36 |
4.5% |
1.87 |
2.5% |
48% |
False |
False |
22,708 |
| 10 |
76.35 |
68.85 |
7.50 |
10.1% |
2.12 |
2.8% |
77% |
False |
False |
22,168 |
| 20 |
79.11 |
68.85 |
10.26 |
13.8% |
2.22 |
3.0% |
56% |
False |
False |
22,997 |
| 40 |
80.99 |
68.85 |
12.14 |
16.3% |
2.20 |
2.9% |
47% |
False |
False |
17,896 |
| 60 |
83.87 |
68.85 |
15.02 |
20.1% |
2.13 |
2.9% |
38% |
False |
False |
15,503 |
| 80 |
84.87 |
68.85 |
16.02 |
21.5% |
1.92 |
2.6% |
36% |
False |
False |
13,840 |
| 100 |
84.87 |
68.85 |
16.02 |
21.5% |
1.78 |
2.4% |
36% |
False |
False |
11,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.59 |
|
2.618 |
80.01 |
|
1.618 |
78.43 |
|
1.000 |
77.45 |
|
0.618 |
76.85 |
|
HIGH |
75.87 |
|
0.618 |
75.27 |
|
0.500 |
75.08 |
|
0.382 |
74.89 |
|
LOW |
74.29 |
|
0.618 |
73.31 |
|
1.000 |
72.71 |
|
1.618 |
71.73 |
|
2.618 |
70.15 |
|
4.250 |
67.58 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.08 |
74.94 |
| PP |
74.92 |
74.82 |
| S1 |
74.76 |
74.71 |
|