NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
71.04 |
73.30 |
2.26 |
3.2% |
73.97 |
| High |
73.51 |
74.19 |
0.68 |
0.9% |
76.35 |
| Low |
70.02 |
71.45 |
1.43 |
2.0% |
71.77 |
| Close |
73.12 |
72.49 |
-0.63 |
-0.9% |
72.13 |
| Range |
3.49 |
2.74 |
-0.75 |
-21.5% |
4.58 |
| ATR |
2.30 |
2.34 |
0.03 |
1.4% |
0.00 |
| Volume |
57,888 |
43,254 |
-14,634 |
-25.3% |
84,548 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.93 |
79.45 |
74.00 |
|
| R3 |
78.19 |
76.71 |
73.24 |
|
| R2 |
75.45 |
75.45 |
72.99 |
|
| R1 |
73.97 |
73.97 |
72.74 |
73.34 |
| PP |
72.71 |
72.71 |
72.71 |
72.40 |
| S1 |
71.23 |
71.23 |
72.24 |
70.60 |
| S2 |
69.97 |
69.97 |
71.99 |
|
| S3 |
67.23 |
68.49 |
71.74 |
|
| S4 |
64.49 |
65.75 |
70.98 |
|
|
| 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 |
74.86 |
70.02 |
4.84 |
6.7% |
2.67 |
3.7% |
51% |
False |
False |
35,085 |
| 10 |
76.35 |
70.02 |
6.33 |
8.7% |
2.27 |
3.1% |
39% |
False |
False |
28,896 |
| 20 |
76.35 |
68.85 |
7.50 |
10.3% |
2.27 |
3.1% |
49% |
False |
False |
25,067 |
| 40 |
79.31 |
68.85 |
10.46 |
14.4% |
2.28 |
3.1% |
35% |
False |
False |
20,651 |
| 60 |
83.87 |
68.85 |
15.02 |
20.7% |
2.18 |
3.0% |
24% |
False |
False |
17,554 |
| 80 |
84.87 |
68.85 |
16.02 |
22.1% |
2.01 |
2.8% |
23% |
False |
False |
15,628 |
| 100 |
84.87 |
68.85 |
16.02 |
22.1% |
1.85 |
2.6% |
23% |
False |
False |
13,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.84 |
|
2.618 |
81.36 |
|
1.618 |
78.62 |
|
1.000 |
76.93 |
|
0.618 |
75.88 |
|
HIGH |
74.19 |
|
0.618 |
73.14 |
|
0.500 |
72.82 |
|
0.382 |
72.50 |
|
LOW |
71.45 |
|
0.618 |
69.76 |
|
1.000 |
68.71 |
|
1.618 |
67.02 |
|
2.618 |
64.28 |
|
4.250 |
59.81 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.82 |
72.36 |
| PP |
72.71 |
72.23 |
| S1 |
72.60 |
72.11 |
|