NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
75.42 |
74.35 |
-1.07 |
-1.4% |
73.00 |
| High |
75.87 |
74.86 |
-1.01 |
-1.3% |
75.77 |
| Low |
74.29 |
72.23 |
-2.06 |
-2.8% |
71.84 |
| Close |
74.60 |
72.27 |
-2.33 |
-3.1% |
73.88 |
| Range |
1.58 |
2.63 |
1.05 |
66.5% |
3.93 |
| ATR |
2.17 |
2.20 |
0.03 |
1.5% |
0.00 |
| Volume |
17,740 |
27,631 |
9,891 |
55.8% |
108,642 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.01 |
79.27 |
73.72 |
|
| R3 |
78.38 |
76.64 |
72.99 |
|
| R2 |
75.75 |
75.75 |
72.75 |
|
| R1 |
74.01 |
74.01 |
72.51 |
73.57 |
| PP |
73.12 |
73.12 |
73.12 |
72.90 |
| S1 |
71.38 |
71.38 |
72.03 |
70.94 |
| S2 |
70.49 |
70.49 |
71.79 |
|
| S3 |
67.86 |
68.75 |
71.55 |
|
| S4 |
65.23 |
66.12 |
70.82 |
|
|
| 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 |
72.23 |
4.12 |
5.7% |
2.09 |
2.9% |
1% |
False |
True |
23,599 |
| 10 |
76.35 |
70.64 |
5.71 |
7.9% |
2.19 |
3.0% |
29% |
False |
False |
22,914 |
| 20 |
79.11 |
68.85 |
10.26 |
14.2% |
2.25 |
3.1% |
33% |
False |
False |
23,461 |
| 40 |
80.99 |
68.85 |
12.14 |
16.8% |
2.22 |
3.1% |
28% |
False |
False |
18,252 |
| 60 |
83.87 |
68.85 |
15.02 |
20.8% |
2.16 |
3.0% |
23% |
False |
False |
15,708 |
| 80 |
84.87 |
68.85 |
16.02 |
22.2% |
1.93 |
2.7% |
21% |
False |
False |
14,066 |
| 100 |
84.87 |
68.85 |
16.02 |
22.2% |
1.79 |
2.5% |
21% |
False |
False |
12,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.04 |
|
2.618 |
81.75 |
|
1.618 |
79.12 |
|
1.000 |
77.49 |
|
0.618 |
76.49 |
|
HIGH |
74.86 |
|
0.618 |
73.86 |
|
0.500 |
73.55 |
|
0.382 |
73.23 |
|
LOW |
72.23 |
|
0.618 |
70.60 |
|
1.000 |
69.60 |
|
1.618 |
67.97 |
|
2.618 |
65.34 |
|
4.250 |
61.05 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.55 |
74.29 |
| PP |
73.12 |
73.62 |
| S1 |
72.70 |
72.94 |
|