NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
73.30 |
72.43 |
-0.87 |
-1.2% |
72.38 |
| High |
74.19 |
74.22 |
0.03 |
0.0% |
74.22 |
| Low |
71.45 |
72.40 |
0.95 |
1.3% |
70.02 |
| Close |
72.49 |
73.81 |
1.32 |
1.8% |
73.81 |
| Range |
2.74 |
1.82 |
-0.92 |
-33.6% |
4.20 |
| ATR |
2.34 |
2.30 |
-0.04 |
-1.6% |
0.00 |
| Volume |
43,254 |
52,675 |
9,421 |
21.8% |
184,136 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.94 |
78.19 |
74.81 |
|
| R3 |
77.12 |
76.37 |
74.31 |
|
| R2 |
75.30 |
75.30 |
74.14 |
|
| R1 |
74.55 |
74.55 |
73.98 |
74.93 |
| PP |
73.48 |
73.48 |
73.48 |
73.66 |
| S1 |
72.73 |
72.73 |
73.64 |
73.11 |
| S2 |
71.66 |
71.66 |
73.48 |
|
| S3 |
69.84 |
70.91 |
73.31 |
|
| S4 |
68.02 |
69.09 |
72.81 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.28 |
83.75 |
76.12 |
|
| R3 |
81.08 |
79.55 |
74.97 |
|
| R2 |
76.88 |
76.88 |
74.58 |
|
| R1 |
75.35 |
75.35 |
74.20 |
76.12 |
| PP |
72.68 |
72.68 |
72.68 |
73.07 |
| S1 |
71.15 |
71.15 |
73.43 |
71.92 |
| S2 |
68.48 |
68.48 |
73.04 |
|
| S3 |
64.28 |
66.95 |
72.66 |
|
| S4 |
60.08 |
62.75 |
71.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.22 |
70.02 |
4.20 |
5.7% |
2.51 |
3.4% |
90% |
True |
False |
40,093 |
| 10 |
76.35 |
70.02 |
6.33 |
8.6% |
2.30 |
3.1% |
60% |
False |
False |
31,846 |
| 20 |
76.35 |
68.85 |
7.50 |
10.2% |
2.21 |
3.0% |
66% |
False |
False |
26,377 |
| 40 |
79.11 |
68.85 |
10.26 |
13.9% |
2.24 |
3.0% |
48% |
False |
False |
21,515 |
| 60 |
83.87 |
68.85 |
15.02 |
20.3% |
2.20 |
3.0% |
33% |
False |
False |
18,273 |
| 80 |
84.87 |
68.85 |
16.02 |
21.7% |
2.02 |
2.7% |
31% |
False |
False |
16,190 |
| 100 |
84.87 |
68.85 |
16.02 |
21.7% |
1.86 |
2.5% |
31% |
False |
False |
13,834 |
| 120 |
84.87 |
68.85 |
16.02 |
21.7% |
1.76 |
2.4% |
31% |
False |
False |
12,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.96 |
|
2.618 |
78.98 |
|
1.618 |
77.16 |
|
1.000 |
76.04 |
|
0.618 |
75.34 |
|
HIGH |
74.22 |
|
0.618 |
73.52 |
|
0.500 |
73.31 |
|
0.382 |
73.10 |
|
LOW |
72.40 |
|
0.618 |
71.28 |
|
1.000 |
70.58 |
|
1.618 |
69.46 |
|
2.618 |
67.64 |
|
4.250 |
64.67 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.64 |
73.25 |
| PP |
73.48 |
72.68 |
| S1 |
73.31 |
72.12 |
|