NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
72.62 |
72.38 |
-0.24 |
-0.3% |
73.97 |
| High |
73.02 |
73.99 |
0.97 |
1.3% |
76.35 |
| Low |
71.77 |
70.73 |
-1.04 |
-1.4% |
71.77 |
| Close |
72.13 |
70.99 |
-1.14 |
-1.6% |
72.13 |
| Range |
1.25 |
3.26 |
2.01 |
160.8% |
4.58 |
| ATR |
2.13 |
2.21 |
0.08 |
3.8% |
0.00 |
| Volume |
16,333 |
30,319 |
13,986 |
85.6% |
84,548 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.68 |
79.60 |
72.78 |
|
| R3 |
78.42 |
76.34 |
71.89 |
|
| R2 |
75.16 |
75.16 |
71.59 |
|
| R1 |
73.08 |
73.08 |
71.29 |
72.49 |
| PP |
71.90 |
71.90 |
71.90 |
71.61 |
| S1 |
69.82 |
69.82 |
70.69 |
69.23 |
| S2 |
68.64 |
68.64 |
70.39 |
|
| S3 |
65.38 |
66.56 |
70.09 |
|
| S4 |
62.12 |
63.30 |
69.20 |
|
|
| 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 |
70.73 |
5.62 |
7.9% |
2.31 |
3.3% |
5% |
False |
True |
22,973 |
| 10 |
76.35 |
70.73 |
5.62 |
7.9% |
2.20 |
3.1% |
5% |
False |
True |
22,350 |
| 20 |
76.35 |
68.85 |
7.50 |
10.6% |
2.15 |
3.0% |
29% |
False |
False |
23,365 |
| 40 |
80.99 |
68.85 |
12.14 |
17.1% |
2.22 |
3.1% |
18% |
False |
False |
18,654 |
| 60 |
83.87 |
68.85 |
15.02 |
21.2% |
2.12 |
3.0% |
14% |
False |
False |
16,167 |
| 80 |
84.87 |
68.85 |
16.02 |
22.6% |
1.96 |
2.8% |
13% |
False |
False |
14,480 |
| 100 |
84.87 |
68.85 |
16.02 |
22.6% |
1.81 |
2.5% |
13% |
False |
False |
12,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.85 |
|
2.618 |
82.52 |
|
1.618 |
79.26 |
|
1.000 |
77.25 |
|
0.618 |
76.00 |
|
HIGH |
73.99 |
|
0.618 |
72.74 |
|
0.500 |
72.36 |
|
0.382 |
71.98 |
|
LOW |
70.73 |
|
0.618 |
68.72 |
|
1.000 |
67.47 |
|
1.618 |
65.46 |
|
2.618 |
62.20 |
|
4.250 |
56.88 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.36 |
72.80 |
| PP |
71.90 |
72.19 |
| S1 |
71.45 |
71.59 |
|