NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
71.68 |
72.48 |
0.80 |
1.1% |
71.15 |
| High |
74.26 |
74.02 |
-0.24 |
-0.3% |
72.46 |
| Low |
70.64 |
71.84 |
1.20 |
1.7% |
67.71 |
| Close |
72.47 |
73.44 |
0.97 |
1.3% |
71.43 |
| Range |
3.62 |
2.18 |
-1.44 |
-39.8% |
4.75 |
| ATR |
2.65 |
2.62 |
-0.03 |
-1.3% |
0.00 |
| Volume |
73,941 |
25,689 |
-48,252 |
-65.3% |
1,277,141 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.64 |
78.72 |
74.64 |
|
| R3 |
77.46 |
76.54 |
74.04 |
|
| R2 |
75.28 |
75.28 |
73.84 |
|
| R1 |
74.36 |
74.36 |
73.64 |
74.82 |
| PP |
73.10 |
73.10 |
73.10 |
73.33 |
| S1 |
72.18 |
72.18 |
73.24 |
72.64 |
| S2 |
70.92 |
70.92 |
73.04 |
|
| S3 |
68.74 |
70.00 |
72.84 |
|
| S4 |
66.56 |
67.82 |
72.24 |
|
|
| 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 |
8.9% |
2.56 |
3.5% |
87% |
False |
False |
155,565 |
| 10 |
74.26 |
67.71 |
6.55 |
8.9% |
2.53 |
3.4% |
87% |
False |
False |
245,482 |
| 20 |
79.60 |
67.71 |
11.89 |
16.2% |
2.57 |
3.5% |
48% |
False |
False |
296,397 |
| 40 |
85.22 |
67.71 |
17.51 |
23.8% |
2.68 |
3.6% |
33% |
False |
False |
243,196 |
| 60 |
90.27 |
67.71 |
22.56 |
30.7% |
2.63 |
3.6% |
25% |
False |
False |
196,603 |
| 80 |
90.27 |
67.71 |
22.56 |
30.7% |
2.38 |
3.2% |
25% |
False |
False |
162,930 |
| 100 |
90.27 |
67.71 |
22.56 |
30.7% |
2.25 |
3.1% |
25% |
False |
False |
136,117 |
| 120 |
90.27 |
67.71 |
22.56 |
30.7% |
2.13 |
2.9% |
25% |
False |
False |
117,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.29 |
|
2.618 |
79.73 |
|
1.618 |
77.55 |
|
1.000 |
76.20 |
|
0.618 |
75.37 |
|
HIGH |
74.02 |
|
0.618 |
73.19 |
|
0.500 |
72.93 |
|
0.382 |
72.67 |
|
LOW |
71.84 |
|
0.618 |
70.49 |
|
1.000 |
69.66 |
|
1.618 |
68.31 |
|
2.618 |
66.13 |
|
4.250 |
62.58 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.27 |
73.05 |
| PP |
73.10 |
72.67 |
| S1 |
72.93 |
72.28 |
|