NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
74.35 |
72.62 |
-1.73 |
-2.3% |
73.97 |
| High |
74.86 |
73.02 |
-1.84 |
-2.5% |
76.35 |
| Low |
72.23 |
71.77 |
-0.46 |
-0.6% |
71.77 |
| Close |
72.27 |
72.13 |
-0.14 |
-0.2% |
72.13 |
| Range |
2.63 |
1.25 |
-1.38 |
-52.5% |
4.58 |
| ATR |
2.20 |
2.13 |
-0.07 |
-3.1% |
0.00 |
| Volume |
27,631 |
16,333 |
-11,298 |
-40.9% |
84,548 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.06 |
75.34 |
72.82 |
|
| R3 |
74.81 |
74.09 |
72.47 |
|
| R2 |
73.56 |
73.56 |
72.36 |
|
| R1 |
72.84 |
72.84 |
72.24 |
72.58 |
| PP |
72.31 |
72.31 |
72.31 |
72.17 |
| S1 |
71.59 |
71.59 |
72.02 |
71.33 |
| S2 |
71.06 |
71.06 |
71.90 |
|
| S3 |
69.81 |
70.34 |
71.79 |
|
| S4 |
68.56 |
69.09 |
71.44 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.16 |
84.22 |
74.65 |
|
| R3 |
82.58 |
79.64 |
73.39 |
|
| R2 |
78.00 |
78.00 |
72.97 |
|
| R1 |
75.06 |
75.06 |
72.55 |
74.24 |
| PP |
73.42 |
73.42 |
73.42 |
73.01 |
| S1 |
70.48 |
70.48 |
71.71 |
69.66 |
| S2 |
68.84 |
68.84 |
71.29 |
|
| S3 |
64.26 |
65.90 |
70.87 |
|
| S4 |
59.68 |
61.32 |
69.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.35 |
71.77 |
4.58 |
6.3% |
1.94 |
2.7% |
8% |
False |
True |
22,177 |
| 10 |
76.35 |
71.44 |
4.91 |
6.8% |
2.05 |
2.8% |
14% |
False |
False |
22,310 |
| 20 |
76.41 |
68.85 |
7.56 |
10.5% |
2.11 |
2.9% |
43% |
False |
False |
22,688 |
| 40 |
80.99 |
68.85 |
12.14 |
16.8% |
2.19 |
3.0% |
27% |
False |
False |
18,339 |
| 60 |
83.87 |
68.85 |
15.02 |
20.8% |
2.10 |
2.9% |
22% |
False |
False |
15,821 |
| 80 |
84.87 |
68.85 |
16.02 |
22.2% |
1.93 |
2.7% |
20% |
False |
False |
14,144 |
| 100 |
84.87 |
68.85 |
16.02 |
22.2% |
1.78 |
2.5% |
20% |
False |
False |
12,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.33 |
|
2.618 |
76.29 |
|
1.618 |
75.04 |
|
1.000 |
74.27 |
|
0.618 |
73.79 |
|
HIGH |
73.02 |
|
0.618 |
72.54 |
|
0.500 |
72.40 |
|
0.382 |
72.25 |
|
LOW |
71.77 |
|
0.618 |
71.00 |
|
1.000 |
70.52 |
|
1.618 |
69.75 |
|
2.618 |
68.50 |
|
4.250 |
66.46 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
72.40 |
73.82 |
| PP |
72.31 |
73.26 |
| S1 |
72.22 |
72.69 |
|