NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
72.38 |
71.04 |
-1.34 |
-1.9% |
73.97 |
| High |
73.99 |
73.51 |
-0.48 |
-0.6% |
76.35 |
| Low |
70.73 |
70.02 |
-0.71 |
-1.0% |
71.77 |
| Close |
70.99 |
73.12 |
2.13 |
3.0% |
72.13 |
| Range |
3.26 |
3.49 |
0.23 |
7.1% |
4.58 |
| ATR |
2.21 |
2.30 |
0.09 |
4.1% |
0.00 |
| Volume |
30,319 |
57,888 |
27,569 |
90.9% |
84,548 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.69 |
81.39 |
75.04 |
|
| R3 |
79.20 |
77.90 |
74.08 |
|
| R2 |
75.71 |
75.71 |
73.76 |
|
| R1 |
74.41 |
74.41 |
73.44 |
75.06 |
| PP |
72.22 |
72.22 |
72.22 |
72.54 |
| S1 |
70.92 |
70.92 |
72.80 |
71.57 |
| S2 |
68.73 |
68.73 |
72.48 |
|
| S3 |
65.24 |
67.43 |
72.16 |
|
| S4 |
61.75 |
63.94 |
71.20 |
|
|
| 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 |
75.87 |
70.02 |
5.85 |
8.0% |
2.44 |
3.3% |
53% |
False |
True |
29,982 |
| 10 |
76.35 |
70.02 |
6.33 |
8.7% |
2.21 |
3.0% |
49% |
False |
True |
26,660 |
| 20 |
76.35 |
68.85 |
7.50 |
10.3% |
2.24 |
3.1% |
57% |
False |
False |
24,611 |
| 40 |
80.20 |
68.85 |
11.35 |
15.5% |
2.24 |
3.1% |
38% |
False |
False |
19,811 |
| 60 |
83.87 |
68.85 |
15.02 |
20.5% |
2.17 |
3.0% |
28% |
False |
False |
16,994 |
| 80 |
84.87 |
68.85 |
16.02 |
21.9% |
1.99 |
2.7% |
27% |
False |
False |
15,143 |
| 100 |
84.87 |
68.85 |
16.02 |
21.9% |
1.83 |
2.5% |
27% |
False |
False |
12,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.34 |
|
2.618 |
82.65 |
|
1.618 |
79.16 |
|
1.000 |
77.00 |
|
0.618 |
75.67 |
|
HIGH |
73.51 |
|
0.618 |
72.18 |
|
0.500 |
71.77 |
|
0.382 |
71.35 |
|
LOW |
70.02 |
|
0.618 |
67.86 |
|
1.000 |
66.53 |
|
1.618 |
64.37 |
|
2.618 |
60.88 |
|
4.250 |
55.19 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.67 |
72.75 |
| PP |
72.22 |
72.38 |
| S1 |
71.77 |
72.01 |
|