NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
69.28 |
69.76 |
0.48 |
0.7% |
74.58 |
| High |
70.48 |
71.63 |
1.15 |
1.6% |
75.03 |
| Low |
68.80 |
69.50 |
0.70 |
1.0% |
68.80 |
| Close |
69.34 |
71.23 |
1.89 |
2.7% |
71.23 |
| Range |
1.68 |
2.13 |
0.45 |
26.8% |
6.23 |
| ATR |
2.66 |
2.63 |
-0.03 |
-1.0% |
0.00 |
| Volume |
339,000 |
302,250 |
-36,750 |
-10.8% |
1,825,588 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.18 |
76.33 |
72.40 |
|
| R3 |
75.05 |
74.20 |
71.82 |
|
| R2 |
72.92 |
72.92 |
71.62 |
|
| R1 |
72.07 |
72.07 |
71.43 |
72.50 |
| PP |
70.79 |
70.79 |
70.79 |
71.00 |
| S1 |
69.94 |
69.94 |
71.03 |
70.37 |
| S2 |
68.66 |
68.66 |
70.84 |
|
| S3 |
66.53 |
67.81 |
70.64 |
|
| S4 |
64.40 |
65.68 |
70.06 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.38 |
87.03 |
74.66 |
|
| R3 |
84.15 |
80.80 |
72.94 |
|
| R2 |
77.92 |
77.92 |
72.37 |
|
| R1 |
74.57 |
74.57 |
71.80 |
73.13 |
| PP |
71.69 |
71.69 |
71.69 |
70.97 |
| S1 |
68.34 |
68.34 |
70.66 |
66.90 |
| S2 |
65.46 |
65.46 |
70.09 |
|
| S3 |
59.23 |
62.11 |
69.52 |
|
| S4 |
53.00 |
55.88 |
67.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.03 |
68.80 |
6.23 |
8.7% |
2.36 |
3.3% |
39% |
False |
False |
365,117 |
| 10 |
79.60 |
68.80 |
10.80 |
15.2% |
2.62 |
3.7% |
23% |
False |
False |
364,208 |
| 20 |
79.65 |
68.80 |
10.85 |
15.2% |
2.65 |
3.7% |
22% |
False |
False |
317,764 |
| 40 |
88.37 |
68.80 |
19.57 |
27.5% |
2.70 |
3.8% |
12% |
False |
False |
225,848 |
| 60 |
90.27 |
68.80 |
21.47 |
30.1% |
2.52 |
3.5% |
11% |
False |
False |
183,668 |
| 80 |
90.27 |
68.80 |
21.47 |
30.1% |
2.29 |
3.2% |
11% |
False |
False |
148,544 |
| 100 |
90.27 |
68.80 |
21.47 |
30.1% |
2.17 |
3.0% |
11% |
False |
False |
124,044 |
| 120 |
90.27 |
67.26 |
23.01 |
32.3% |
2.09 |
2.9% |
17% |
False |
False |
106,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.68 |
|
2.618 |
77.21 |
|
1.618 |
75.08 |
|
1.000 |
73.76 |
|
0.618 |
72.95 |
|
HIGH |
71.63 |
|
0.618 |
70.82 |
|
0.500 |
70.57 |
|
0.382 |
70.31 |
|
LOW |
69.50 |
|
0.618 |
68.18 |
|
1.000 |
67.37 |
|
1.618 |
66.05 |
|
2.618 |
63.92 |
|
4.250 |
60.45 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.01 |
71.05 |
| PP |
70.79 |
70.88 |
| S1 |
70.57 |
70.70 |
|