NYMEX Light Sweet Crude Oil Future July 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
71.36 |
72.83 |
1.47 |
2.1% |
73.23 |
| High |
73.36 |
74.77 |
1.41 |
1.9% |
74.77 |
| Low |
71.19 |
72.46 |
1.27 |
1.8% |
70.16 |
| Close |
71.98 |
72.70 |
0.72 |
1.0% |
72.70 |
| Range |
2.17 |
2.31 |
0.14 |
6.5% |
4.61 |
| ATR |
2.19 |
2.23 |
0.04 |
2.0% |
0.00 |
| Volume |
14,595 |
18,741 |
4,146 |
28.4% |
83,189 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.24 |
78.78 |
73.97 |
|
| R3 |
77.93 |
76.47 |
73.34 |
|
| R2 |
75.62 |
75.62 |
73.12 |
|
| R1 |
74.16 |
74.16 |
72.91 |
73.74 |
| PP |
73.31 |
73.31 |
73.31 |
73.10 |
| S1 |
71.85 |
71.85 |
72.49 |
71.43 |
| S2 |
71.00 |
71.00 |
72.28 |
|
| S3 |
68.69 |
69.54 |
72.06 |
|
| S4 |
66.38 |
67.23 |
71.43 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.37 |
84.15 |
75.24 |
|
| R3 |
81.76 |
79.54 |
73.97 |
|
| R2 |
77.15 |
77.15 |
73.55 |
|
| R1 |
74.93 |
74.93 |
73.12 |
73.74 |
| PP |
72.54 |
72.54 |
72.54 |
71.95 |
| S1 |
70.32 |
70.32 |
72.28 |
69.13 |
| S2 |
67.93 |
67.93 |
71.85 |
|
| S3 |
63.32 |
65.71 |
71.43 |
|
| S4 |
58.71 |
61.10 |
70.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.77 |
70.16 |
4.61 |
6.3% |
2.34 |
3.2% |
55% |
True |
False |
16,637 |
| 10 |
74.77 |
70.16 |
4.61 |
6.3% |
2.33 |
3.2% |
55% |
True |
False |
16,609 |
| 20 |
75.95 |
70.16 |
5.79 |
8.0% |
2.19 |
3.0% |
44% |
False |
False |
13,859 |
| 40 |
78.36 |
69.25 |
9.11 |
12.5% |
2.16 |
3.0% |
38% |
False |
False |
13,062 |
| 60 |
82.36 |
69.25 |
13.11 |
18.0% |
2.06 |
2.8% |
26% |
False |
False |
10,849 |
| 80 |
82.47 |
69.25 |
13.22 |
18.2% |
1.92 |
2.6% |
26% |
False |
False |
9,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.59 |
|
2.618 |
80.82 |
|
1.618 |
78.51 |
|
1.000 |
77.08 |
|
0.618 |
76.20 |
|
HIGH |
74.77 |
|
0.618 |
73.89 |
|
0.500 |
73.62 |
|
0.382 |
73.34 |
|
LOW |
72.46 |
|
0.618 |
71.03 |
|
1.000 |
70.15 |
|
1.618 |
68.72 |
|
2.618 |
66.41 |
|
4.250 |
62.64 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.62 |
72.91 |
| PP |
73.31 |
72.84 |
| S1 |
73.01 |
72.77 |
|