NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.59 |
72.33 |
-1.26 |
-1.7% |
75.57 |
| High |
74.34 |
72.84 |
-1.50 |
-2.0% |
79.67 |
| Low |
72.24 |
69.39 |
-2.85 |
-3.9% |
74.13 |
| Close |
72.53 |
69.65 |
-2.88 |
-4.0% |
74.25 |
| Range |
2.10 |
3.45 |
1.35 |
64.3% |
5.54 |
| ATR |
2.58 |
2.64 |
0.06 |
2.4% |
0.00 |
| Volume |
142,712 |
183,907 |
41,195 |
28.9% |
655,267 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.98 |
78.76 |
71.55 |
|
| R3 |
77.53 |
75.31 |
70.60 |
|
| R2 |
74.08 |
74.08 |
70.28 |
|
| R1 |
71.86 |
71.86 |
69.97 |
71.25 |
| PP |
70.63 |
70.63 |
70.63 |
70.32 |
| S1 |
68.41 |
68.41 |
69.33 |
67.80 |
| S2 |
67.18 |
67.18 |
69.02 |
|
| S3 |
63.73 |
64.96 |
68.70 |
|
| S4 |
60.28 |
61.51 |
67.75 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.64 |
88.98 |
77.30 |
|
| R3 |
87.10 |
83.44 |
75.77 |
|
| R2 |
81.56 |
81.56 |
75.27 |
|
| R1 |
77.90 |
77.90 |
74.76 |
76.96 |
| PP |
76.02 |
76.02 |
76.02 |
75.55 |
| S1 |
72.36 |
72.36 |
73.74 |
71.42 |
| S2 |
70.48 |
70.48 |
73.23 |
|
| S3 |
64.94 |
66.82 |
72.73 |
|
| S4 |
59.40 |
61.28 |
71.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.67 |
69.39 |
10.28 |
14.8% |
3.01 |
4.3% |
3% |
False |
True |
164,420 |
| 10 |
79.67 |
69.39 |
10.28 |
14.8% |
2.78 |
4.0% |
3% |
False |
True |
131,514 |
| 20 |
79.67 |
69.39 |
10.28 |
14.8% |
2.61 |
3.7% |
3% |
False |
True |
106,867 |
| 40 |
86.93 |
69.39 |
17.54 |
25.2% |
2.60 |
3.7% |
1% |
False |
True |
80,881 |
| 60 |
88.21 |
69.39 |
18.82 |
27.0% |
2.37 |
3.4% |
1% |
False |
True |
67,804 |
| 80 |
88.21 |
69.39 |
18.82 |
27.0% |
2.17 |
3.1% |
1% |
False |
True |
55,811 |
| 100 |
88.21 |
69.39 |
18.82 |
27.0% |
2.04 |
2.9% |
1% |
False |
True |
46,830 |
| 120 |
88.21 |
67.07 |
21.14 |
30.4% |
1.98 |
2.8% |
12% |
False |
False |
40,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.50 |
|
2.618 |
81.87 |
|
1.618 |
78.42 |
|
1.000 |
76.29 |
|
0.618 |
74.97 |
|
HIGH |
72.84 |
|
0.618 |
71.52 |
|
0.500 |
71.12 |
|
0.382 |
70.71 |
|
LOW |
69.39 |
|
0.618 |
67.26 |
|
1.000 |
65.94 |
|
1.618 |
63.81 |
|
2.618 |
60.36 |
|
4.250 |
54.73 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.12 |
72.30 |
| PP |
70.63 |
71.41 |
| S1 |
70.14 |
70.53 |
|