NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
68.73 |
69.85 |
1.12 |
1.6% |
74.58 |
| High |
69.89 |
72.46 |
2.57 |
3.7% |
75.03 |
| Low |
67.71 |
69.54 |
1.83 |
2.7% |
68.80 |
| Close |
69.47 |
71.58 |
2.11 |
3.0% |
71.23 |
| Range |
2.18 |
2.92 |
0.74 |
33.9% |
6.23 |
| ATR |
2.60 |
2.63 |
0.03 |
1.1% |
0.00 |
| Volume |
306,996 |
275,688 |
-31,308 |
-10.2% |
1,825,588 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.95 |
78.69 |
73.19 |
|
| R3 |
77.03 |
75.77 |
72.38 |
|
| R2 |
74.11 |
74.11 |
72.12 |
|
| R1 |
72.85 |
72.85 |
71.85 |
73.48 |
| PP |
71.19 |
71.19 |
71.19 |
71.51 |
| S1 |
69.93 |
69.93 |
71.31 |
70.56 |
| S2 |
68.27 |
68.27 |
71.04 |
|
| S3 |
65.35 |
67.01 |
70.78 |
|
| S4 |
62.43 |
64.09 |
69.97 |
|
|
| 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 |
72.46 |
67.71 |
4.75 |
6.6% |
2.49 |
3.5% |
81% |
True |
False |
296,775 |
| 10 |
76.76 |
67.71 |
9.05 |
12.6% |
2.49 |
3.5% |
43% |
False |
False |
336,619 |
| 20 |
79.60 |
67.71 |
11.89 |
16.6% |
2.72 |
3.8% |
33% |
False |
False |
340,037 |
| 40 |
88.37 |
67.71 |
20.66 |
28.9% |
2.70 |
3.8% |
19% |
False |
False |
246,013 |
| 60 |
90.27 |
67.71 |
22.56 |
31.5% |
2.59 |
3.6% |
17% |
False |
False |
197,392 |
| 80 |
90.27 |
67.71 |
22.56 |
31.5% |
2.35 |
3.3% |
17% |
False |
False |
161,740 |
| 100 |
90.27 |
67.71 |
22.56 |
31.5% |
2.21 |
3.1% |
17% |
False |
False |
134,962 |
| 120 |
90.27 |
67.45 |
22.82 |
31.9% |
2.12 |
3.0% |
18% |
False |
False |
116,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.87 |
|
2.618 |
80.10 |
|
1.618 |
77.18 |
|
1.000 |
75.38 |
|
0.618 |
74.26 |
|
HIGH |
72.46 |
|
0.618 |
71.34 |
|
0.500 |
71.00 |
|
0.382 |
70.66 |
|
LOW |
69.54 |
|
0.618 |
67.74 |
|
1.000 |
66.62 |
|
1.618 |
64.82 |
|
2.618 |
61.90 |
|
4.250 |
57.13 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.39 |
71.08 |
| PP |
71.19 |
70.58 |
| S1 |
71.00 |
70.09 |
|