NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
72.80 |
73.01 |
0.21 |
0.3% |
71.60 |
| High |
73.33 |
75.27 |
1.94 |
2.6% |
73.35 |
| Low |
71.55 |
71.97 |
0.42 |
0.6% |
69.06 |
| Close |
72.65 |
73.67 |
1.02 |
1.4% |
72.65 |
| Range |
1.78 |
3.30 |
1.52 |
85.4% |
4.29 |
| ATR |
2.22 |
2.30 |
0.08 |
3.5% |
0.00 |
| Volume |
40,797 |
42,452 |
1,655 |
4.1% |
236,607 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.54 |
81.90 |
75.49 |
|
| R3 |
80.24 |
78.60 |
74.58 |
|
| R2 |
76.94 |
76.94 |
74.28 |
|
| R1 |
75.30 |
75.30 |
73.97 |
76.12 |
| PP |
73.64 |
73.64 |
73.64 |
74.05 |
| S1 |
72.00 |
72.00 |
73.37 |
72.82 |
| S2 |
70.34 |
70.34 |
73.07 |
|
| S3 |
67.04 |
68.70 |
72.76 |
|
| S4 |
63.74 |
65.40 |
71.86 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.56 |
82.89 |
75.01 |
|
| R3 |
80.27 |
78.60 |
73.83 |
|
| R2 |
75.98 |
75.98 |
73.44 |
|
| R1 |
74.31 |
74.31 |
73.04 |
75.15 |
| PP |
71.69 |
71.69 |
71.69 |
72.10 |
| S1 |
70.02 |
70.02 |
72.26 |
70.86 |
| S2 |
67.40 |
67.40 |
71.86 |
|
| S3 |
63.11 |
65.73 |
71.47 |
|
| S4 |
58.82 |
61.44 |
70.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.27 |
69.06 |
6.21 |
8.4% |
2.59 |
3.5% |
74% |
True |
False |
49,387 |
| 10 |
75.27 |
69.06 |
6.21 |
8.4% |
2.26 |
3.1% |
74% |
True |
False |
48,299 |
| 20 |
78.80 |
69.06 |
9.74 |
13.2% |
2.28 |
3.1% |
47% |
False |
False |
51,253 |
| 40 |
82.28 |
69.06 |
13.22 |
17.9% |
2.27 |
3.1% |
35% |
False |
False |
49,770 |
| 60 |
83.14 |
69.06 |
14.08 |
19.1% |
2.13 |
2.9% |
33% |
False |
False |
48,627 |
| 80 |
84.13 |
69.06 |
15.07 |
20.5% |
1.92 |
2.6% |
31% |
False |
False |
47,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.30 |
|
2.618 |
83.91 |
|
1.618 |
80.61 |
|
1.000 |
78.57 |
|
0.618 |
77.31 |
|
HIGH |
75.27 |
|
0.618 |
74.01 |
|
0.500 |
73.62 |
|
0.382 |
73.23 |
|
LOW |
71.97 |
|
0.618 |
69.93 |
|
1.000 |
68.67 |
|
1.618 |
66.63 |
|
2.618 |
63.33 |
|
4.250 |
57.95 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.65 |
73.45 |
| PP |
73.64 |
73.23 |
| S1 |
73.62 |
73.01 |
|