NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
72.07 |
71.49 |
-0.58 |
-0.8% |
72.22 |
| High |
73.25 |
73.59 |
0.34 |
0.5% |
74.09 |
| Low |
71.19 |
71.35 |
0.16 |
0.2% |
70.11 |
| Close |
71.49 |
72.14 |
0.65 |
0.9% |
73.66 |
| Range |
2.06 |
2.24 |
0.18 |
8.7% |
3.98 |
| ATR |
2.30 |
2.30 |
0.00 |
-0.2% |
0.00 |
| Volume |
69,034 |
65,643 |
-3,391 |
-4.9% |
258,234 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.08 |
77.85 |
73.37 |
|
| R3 |
76.84 |
75.61 |
72.76 |
|
| R2 |
74.60 |
74.60 |
72.55 |
|
| R1 |
73.37 |
73.37 |
72.35 |
73.99 |
| PP |
72.36 |
72.36 |
72.36 |
72.67 |
| S1 |
71.13 |
71.13 |
71.93 |
71.75 |
| S2 |
70.12 |
70.12 |
71.73 |
|
| S3 |
67.88 |
68.89 |
71.52 |
|
| S4 |
65.64 |
66.65 |
70.91 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.56 |
83.09 |
75.85 |
|
| R3 |
80.58 |
79.11 |
74.75 |
|
| R2 |
76.60 |
76.60 |
74.39 |
|
| R1 |
75.13 |
75.13 |
74.02 |
75.87 |
| PP |
72.62 |
72.62 |
72.62 |
72.99 |
| S1 |
71.15 |
71.15 |
73.30 |
71.89 |
| S2 |
68.64 |
68.64 |
72.93 |
|
| S3 |
64.66 |
67.17 |
72.57 |
|
| S4 |
60.68 |
63.19 |
71.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.06 |
70.31 |
3.75 |
5.2% |
2.31 |
3.2% |
49% |
False |
False |
61,470 |
| 10 |
74.85 |
70.11 |
4.74 |
6.6% |
2.46 |
3.4% |
43% |
False |
False |
56,142 |
| 20 |
76.21 |
69.06 |
7.15 |
9.9% |
2.27 |
3.1% |
43% |
False |
False |
48,777 |
| 40 |
78.80 |
69.06 |
9.74 |
13.5% |
2.28 |
3.2% |
32% |
False |
False |
50,808 |
| 60 |
83.14 |
69.06 |
14.08 |
19.5% |
2.23 |
3.1% |
22% |
False |
False |
49,133 |
| 80 |
83.95 |
69.06 |
14.89 |
20.6% |
2.11 |
2.9% |
21% |
False |
False |
49,045 |
| 100 |
84.13 |
69.06 |
15.07 |
20.9% |
1.95 |
2.7% |
20% |
False |
False |
47,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.11 |
|
2.618 |
79.45 |
|
1.618 |
77.21 |
|
1.000 |
75.83 |
|
0.618 |
74.97 |
|
HIGH |
73.59 |
|
0.618 |
72.73 |
|
0.500 |
72.47 |
|
0.382 |
72.21 |
|
LOW |
71.35 |
|
0.618 |
69.97 |
|
1.000 |
69.11 |
|
1.618 |
67.73 |
|
2.618 |
65.49 |
|
4.250 |
61.83 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.47 |
72.18 |
| PP |
72.36 |
72.17 |
| S1 |
72.25 |
72.15 |
|