NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
71.43 |
68.73 |
-2.70 |
-3.8% |
74.58 |
| High |
71.96 |
69.89 |
-2.07 |
-2.9% |
75.03 |
| Low |
68.22 |
67.71 |
-0.51 |
-0.7% |
68.80 |
| Close |
68.61 |
69.47 |
0.86 |
1.3% |
71.23 |
| Range |
3.74 |
2.18 |
-1.56 |
-41.7% |
6.23 |
| ATR |
2.64 |
2.60 |
-0.03 |
-1.2% |
0.00 |
| Volume |
324,530 |
306,996 |
-17,534 |
-5.4% |
1,825,588 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.56 |
74.70 |
70.67 |
|
| R3 |
73.38 |
72.52 |
70.07 |
|
| R2 |
71.20 |
71.20 |
69.87 |
|
| R1 |
70.34 |
70.34 |
69.67 |
70.77 |
| PP |
69.02 |
69.02 |
69.02 |
69.24 |
| S1 |
68.16 |
68.16 |
69.27 |
68.59 |
| S2 |
66.84 |
66.84 |
69.07 |
|
| S3 |
64.66 |
65.98 |
68.87 |
|
| S4 |
62.48 |
63.80 |
68.27 |
|
|
| 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 |
71.96 |
67.71 |
4.25 |
6.1% |
2.24 |
3.2% |
41% |
False |
True |
309,438 |
| 10 |
79.60 |
67.71 |
11.89 |
17.1% |
2.66 |
3.8% |
15% |
False |
True |
364,967 |
| 20 |
79.60 |
67.71 |
11.89 |
17.1% |
2.69 |
3.9% |
15% |
False |
True |
338,911 |
| 40 |
88.37 |
67.71 |
20.66 |
29.7% |
2.68 |
3.9% |
9% |
False |
True |
241,738 |
| 60 |
90.27 |
67.71 |
22.56 |
32.5% |
2.57 |
3.7% |
8% |
False |
True |
194,198 |
| 80 |
90.27 |
67.71 |
22.56 |
32.5% |
2.32 |
3.3% |
8% |
False |
True |
158,696 |
| 100 |
90.27 |
67.71 |
22.56 |
32.5% |
2.19 |
3.2% |
8% |
False |
True |
132,404 |
| 120 |
90.27 |
67.45 |
22.82 |
32.8% |
2.10 |
3.0% |
9% |
False |
False |
113,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.16 |
|
2.618 |
75.60 |
|
1.618 |
73.42 |
|
1.000 |
72.07 |
|
0.618 |
71.24 |
|
HIGH |
69.89 |
|
0.618 |
69.06 |
|
0.500 |
68.80 |
|
0.382 |
68.54 |
|
LOW |
67.71 |
|
0.618 |
66.36 |
|
1.000 |
65.53 |
|
1.618 |
64.18 |
|
2.618 |
62.00 |
|
4.250 |
58.45 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.25 |
69.84 |
| PP |
69.02 |
69.71 |
| S1 |
68.80 |
69.59 |
|