NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.30 |
72.10 |
-1.20 |
-1.6% |
75.31 |
| High |
74.12 |
72.60 |
-1.52 |
-2.1% |
79.60 |
| Low |
72.02 |
69.11 |
-2.91 |
-4.0% |
73.93 |
| Close |
72.32 |
69.38 |
-2.94 |
-4.1% |
74.07 |
| Range |
2.10 |
3.49 |
1.39 |
66.2% |
5.67 |
| ATR |
2.68 |
2.74 |
0.06 |
2.2% |
0.00 |
| Volume |
358,703 |
436,803 |
78,100 |
21.8% |
1,816,495 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.83 |
78.60 |
71.30 |
|
| R3 |
77.34 |
75.11 |
70.34 |
|
| R2 |
73.85 |
73.85 |
70.02 |
|
| R1 |
71.62 |
71.62 |
69.70 |
70.99 |
| PP |
70.36 |
70.36 |
70.36 |
70.05 |
| S1 |
68.13 |
68.13 |
69.06 |
67.50 |
| S2 |
66.87 |
66.87 |
68.74 |
|
| S3 |
63.38 |
64.64 |
68.42 |
|
| S4 |
59.89 |
61.15 |
67.46 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.88 |
89.14 |
77.19 |
|
| R3 |
87.21 |
83.47 |
75.63 |
|
| R2 |
81.54 |
81.54 |
75.11 |
|
| R1 |
77.80 |
77.80 |
74.59 |
76.84 |
| PP |
75.87 |
75.87 |
75.87 |
75.38 |
| S1 |
72.13 |
72.13 |
73.55 |
71.17 |
| S2 |
70.20 |
70.20 |
73.03 |
|
| S3 |
64.53 |
66.46 |
72.51 |
|
| S4 |
58.86 |
60.79 |
70.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.60 |
69.11 |
10.49 |
15.1% |
3.07 |
4.4% |
3% |
False |
True |
420,496 |
| 10 |
79.60 |
69.11 |
10.49 |
15.1% |
2.85 |
4.1% |
3% |
False |
True |
367,130 |
| 20 |
79.65 |
69.11 |
10.54 |
15.2% |
2.68 |
3.9% |
3% |
False |
True |
305,304 |
| 40 |
88.37 |
69.11 |
19.26 |
27.8% |
2.72 |
3.9% |
1% |
False |
True |
216,443 |
| 60 |
90.27 |
69.11 |
21.16 |
30.5% |
2.51 |
3.6% |
1% |
False |
True |
174,753 |
| 80 |
90.27 |
69.11 |
21.16 |
30.5% |
2.29 |
3.3% |
1% |
False |
True |
141,311 |
| 100 |
90.27 |
69.11 |
21.16 |
30.5% |
2.16 |
3.1% |
1% |
False |
True |
118,046 |
| 120 |
90.27 |
67.26 |
23.01 |
33.2% |
2.09 |
3.0% |
9% |
False |
False |
101,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.43 |
|
2.618 |
81.74 |
|
1.618 |
78.25 |
|
1.000 |
76.09 |
|
0.618 |
74.76 |
|
HIGH |
72.60 |
|
0.618 |
71.27 |
|
0.500 |
70.86 |
|
0.382 |
70.44 |
|
LOW |
69.11 |
|
0.618 |
66.95 |
|
1.000 |
65.62 |
|
1.618 |
63.46 |
|
2.618 |
59.97 |
|
4.250 |
54.28 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.86 |
72.07 |
| PP |
70.36 |
71.17 |
| S1 |
69.87 |
70.28 |
|