NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
71.61 |
71.68 |
0.07 |
0.1% |
71.15 |
| High |
72.22 |
74.26 |
2.04 |
2.8% |
72.46 |
| Low |
70.30 |
70.64 |
0.34 |
0.5% |
67.71 |
| Close |
71.43 |
72.47 |
1.04 |
1.5% |
71.43 |
| Range |
1.92 |
3.62 |
1.70 |
88.5% |
4.75 |
| ATR |
2.58 |
2.65 |
0.07 |
2.9% |
0.00 |
| Volume |
95,513 |
73,941 |
-21,572 |
-22.6% |
1,277,141 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.32 |
81.51 |
74.46 |
|
| R3 |
79.70 |
77.89 |
73.47 |
|
| R2 |
76.08 |
76.08 |
73.13 |
|
| R1 |
74.27 |
74.27 |
72.80 |
75.18 |
| PP |
72.46 |
72.46 |
72.46 |
72.91 |
| S1 |
70.65 |
70.65 |
72.14 |
71.56 |
| S2 |
68.84 |
68.84 |
71.81 |
|
| S3 |
65.22 |
67.03 |
71.47 |
|
| S4 |
61.60 |
63.41 |
70.48 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.78 |
82.86 |
74.04 |
|
| R3 |
80.03 |
78.11 |
72.74 |
|
| R2 |
75.28 |
75.28 |
72.30 |
|
| R1 |
73.36 |
73.36 |
71.87 |
74.32 |
| PP |
70.53 |
70.53 |
70.53 |
71.02 |
| S1 |
68.61 |
68.61 |
70.99 |
69.57 |
| S2 |
65.78 |
65.78 |
70.56 |
|
| S3 |
61.03 |
63.86 |
70.12 |
|
| S4 |
56.28 |
59.11 |
68.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.26 |
67.71 |
6.55 |
9.0% |
2.88 |
4.0% |
73% |
True |
False |
215,333 |
| 10 |
74.26 |
67.71 |
6.55 |
9.0% |
2.52 |
3.5% |
73% |
True |
False |
278,783 |
| 20 |
79.60 |
67.71 |
11.89 |
16.4% |
2.61 |
3.6% |
40% |
False |
False |
308,645 |
| 40 |
87.00 |
67.71 |
19.29 |
26.6% |
2.69 |
3.7% |
25% |
False |
False |
245,083 |
| 60 |
90.27 |
67.71 |
22.56 |
31.1% |
2.62 |
3.6% |
21% |
False |
False |
197,471 |
| 80 |
90.27 |
67.71 |
22.56 |
31.1% |
2.37 |
3.3% |
21% |
False |
False |
163,053 |
| 100 |
90.27 |
67.71 |
22.56 |
31.1% |
2.24 |
3.1% |
21% |
False |
False |
136,074 |
| 120 |
90.27 |
67.71 |
22.56 |
31.1% |
2.13 |
2.9% |
21% |
False |
False |
117,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.65 |
|
2.618 |
83.74 |
|
1.618 |
80.12 |
|
1.000 |
77.88 |
|
0.618 |
76.50 |
|
HIGH |
74.26 |
|
0.618 |
72.88 |
|
0.500 |
72.45 |
|
0.382 |
72.02 |
|
LOW |
70.64 |
|
0.618 |
68.40 |
|
1.000 |
67.02 |
|
1.618 |
64.78 |
|
2.618 |
61.16 |
|
4.250 |
55.26 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
72.46 |
72.28 |
| PP |
72.46 |
72.09 |
| S1 |
72.45 |
71.90 |
|