NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
72.43 |
73.75 |
1.32 |
1.8% |
72.38 |
| High |
74.22 |
73.90 |
-0.32 |
-0.4% |
74.22 |
| Low |
72.40 |
70.37 |
-2.03 |
-2.8% |
70.02 |
| Close |
73.81 |
71.06 |
-2.75 |
-3.7% |
73.81 |
| Range |
1.82 |
3.53 |
1.71 |
94.0% |
4.20 |
| ATR |
2.30 |
2.39 |
0.09 |
3.8% |
0.00 |
| Volume |
52,675 |
42,679 |
-9,996 |
-19.0% |
184,136 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.37 |
80.24 |
73.00 |
|
| R3 |
78.84 |
76.71 |
72.03 |
|
| R2 |
75.31 |
75.31 |
71.71 |
|
| R1 |
73.18 |
73.18 |
71.38 |
72.48 |
| PP |
71.78 |
71.78 |
71.78 |
71.43 |
| S1 |
69.65 |
69.65 |
70.74 |
68.95 |
| S2 |
68.25 |
68.25 |
70.41 |
|
| S3 |
64.72 |
66.12 |
70.09 |
|
| S4 |
61.19 |
62.59 |
69.12 |
|
|
| 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 |
5.9% |
2.97 |
4.2% |
25% |
False |
False |
45,363 |
| 10 |
76.35 |
70.02 |
6.33 |
8.9% |
2.46 |
3.5% |
16% |
False |
False |
33,770 |
| 20 |
76.35 |
68.85 |
7.50 |
10.6% |
2.31 |
3.2% |
29% |
False |
False |
27,691 |
| 40 |
79.11 |
68.85 |
10.26 |
14.4% |
2.27 |
3.2% |
22% |
False |
False |
22,166 |
| 60 |
83.87 |
68.85 |
15.02 |
21.1% |
2.22 |
3.1% |
15% |
False |
False |
18,757 |
| 80 |
84.87 |
68.85 |
16.02 |
22.5% |
2.06 |
2.9% |
14% |
False |
False |
16,640 |
| 100 |
84.87 |
68.85 |
16.02 |
22.5% |
1.88 |
2.6% |
14% |
False |
False |
14,235 |
| 120 |
84.87 |
68.85 |
16.02 |
22.5% |
1.77 |
2.5% |
14% |
False |
False |
12,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.90 |
|
2.618 |
83.14 |
|
1.618 |
79.61 |
|
1.000 |
77.43 |
|
0.618 |
76.08 |
|
HIGH |
73.90 |
|
0.618 |
72.55 |
|
0.500 |
72.14 |
|
0.382 |
71.72 |
|
LOW |
70.37 |
|
0.618 |
68.19 |
|
1.000 |
66.84 |
|
1.618 |
64.66 |
|
2.618 |
61.13 |
|
4.250 |
55.37 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.14 |
72.30 |
| PP |
71.78 |
71.88 |
| S1 |
71.42 |
71.47 |
|