NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
71.17 |
72.16 |
0.99 |
1.4% |
72.38 |
| High |
72.94 |
73.42 |
0.48 |
0.7% |
74.22 |
| Low |
70.82 |
71.22 |
0.40 |
0.6% |
70.02 |
| Close |
72.30 |
71.54 |
-0.76 |
-1.1% |
73.81 |
| Range |
2.12 |
2.20 |
0.08 |
3.8% |
4.20 |
| ATR |
2.37 |
2.36 |
-0.01 |
-0.5% |
0.00 |
| Volume |
36,273 |
37,524 |
1,251 |
3.4% |
184,136 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.66 |
77.30 |
72.75 |
|
| R3 |
76.46 |
75.10 |
72.15 |
|
| R2 |
74.26 |
74.26 |
71.94 |
|
| R1 |
72.90 |
72.90 |
71.74 |
72.48 |
| PP |
72.06 |
72.06 |
72.06 |
71.85 |
| S1 |
70.70 |
70.70 |
71.34 |
70.28 |
| S2 |
69.86 |
69.86 |
71.14 |
|
| S3 |
67.66 |
68.50 |
70.94 |
|
| S4 |
65.46 |
66.30 |
70.33 |
|
|
| 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 |
70.37 |
3.85 |
5.4% |
2.48 |
3.5% |
30% |
False |
False |
42,481 |
| 10 |
75.87 |
70.02 |
5.85 |
8.2% |
2.46 |
3.4% |
26% |
False |
False |
36,231 |
| 20 |
76.35 |
68.85 |
7.50 |
10.5% |
2.38 |
3.3% |
36% |
False |
False |
30,016 |
| 40 |
79.11 |
68.85 |
10.26 |
14.3% |
2.29 |
3.2% |
26% |
False |
False |
23,334 |
| 60 |
83.87 |
68.85 |
15.02 |
21.0% |
2.21 |
3.1% |
18% |
False |
False |
19,690 |
| 80 |
84.73 |
68.85 |
15.88 |
22.2% |
2.08 |
2.9% |
17% |
False |
False |
17,359 |
| 100 |
84.87 |
68.85 |
16.02 |
22.4% |
1.90 |
2.6% |
17% |
False |
False |
14,889 |
| 120 |
84.87 |
68.85 |
16.02 |
22.4% |
1.79 |
2.5% |
17% |
False |
False |
13,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.77 |
|
2.618 |
79.18 |
|
1.618 |
76.98 |
|
1.000 |
75.62 |
|
0.618 |
74.78 |
|
HIGH |
73.42 |
|
0.618 |
72.58 |
|
0.500 |
72.32 |
|
0.382 |
72.06 |
|
LOW |
71.22 |
|
0.618 |
69.86 |
|
1.000 |
69.02 |
|
1.618 |
67.66 |
|
2.618 |
65.46 |
|
4.250 |
61.87 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.32 |
72.14 |
| PP |
72.06 |
71.94 |
| S1 |
71.80 |
71.74 |
|