NYMEX Light Sweet Crude Oil Future February 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 |
72.05 |
72.93 |
0.88 |
1.2% |
71.36 |
| High |
74.61 |
74.45 |
-0.16 |
-0.2% |
72.73 |
| Low |
70.99 |
72.14 |
1.15 |
1.6% |
67.98 |
| Close |
72.82 |
73.94 |
1.12 |
1.5% |
71.78 |
| Range |
3.62 |
2.31 |
-1.31 |
-36.2% |
4.75 |
| ATR |
2.59 |
2.57 |
-0.02 |
-0.8% |
0.00 |
| Volume |
354,885 |
230,042 |
-124,843 |
-35.2% |
981,554 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.44 |
79.50 |
75.21 |
|
| R3 |
78.13 |
77.19 |
74.58 |
|
| R2 |
75.82 |
75.82 |
74.36 |
|
| R1 |
74.88 |
74.88 |
74.15 |
75.35 |
| PP |
73.51 |
73.51 |
73.51 |
73.75 |
| S1 |
72.57 |
72.57 |
73.73 |
73.04 |
| S2 |
71.20 |
71.20 |
73.52 |
|
| S3 |
68.89 |
70.26 |
73.30 |
|
| S4 |
66.58 |
67.95 |
72.67 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.08 |
83.18 |
74.39 |
|
| R3 |
80.33 |
78.43 |
73.09 |
|
| R2 |
75.58 |
75.58 |
72.65 |
|
| R1 |
73.68 |
73.68 |
72.22 |
74.63 |
| PP |
70.83 |
70.83 |
70.83 |
71.31 |
| S1 |
68.93 |
68.93 |
71.34 |
69.88 |
| S2 |
66.08 |
66.08 |
70.91 |
|
| S3 |
61.33 |
64.18 |
70.47 |
|
| S4 |
56.58 |
59.43 |
69.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.61 |
67.98 |
6.63 |
9.0% |
2.59 |
3.5% |
90% |
False |
False |
251,438 |
| 10 |
74.61 |
67.98 |
6.63 |
9.0% |
2.52 |
3.4% |
90% |
False |
False |
201,948 |
| 20 |
79.67 |
67.98 |
11.69 |
15.8% |
2.53 |
3.4% |
51% |
False |
False |
160,988 |
| 40 |
84.18 |
67.98 |
16.20 |
21.9% |
2.60 |
3.5% |
37% |
False |
False |
117,145 |
| 60 |
88.21 |
67.98 |
20.23 |
27.4% |
2.51 |
3.4% |
29% |
False |
False |
92,769 |
| 80 |
88.21 |
67.98 |
20.23 |
27.4% |
2.25 |
3.0% |
29% |
False |
False |
77,082 |
| 100 |
88.21 |
67.98 |
20.23 |
27.4% |
2.13 |
2.9% |
29% |
False |
False |
64,283 |
| 120 |
88.21 |
67.98 |
20.23 |
27.4% |
2.02 |
2.7% |
29% |
False |
False |
55,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.27 |
|
2.618 |
80.50 |
|
1.618 |
78.19 |
|
1.000 |
76.76 |
|
0.618 |
75.88 |
|
HIGH |
74.45 |
|
0.618 |
73.57 |
|
0.500 |
73.30 |
|
0.382 |
73.02 |
|
LOW |
72.14 |
|
0.618 |
70.71 |
|
1.000 |
69.83 |
|
1.618 |
68.40 |
|
2.618 |
66.09 |
|
4.250 |
62.32 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.73 |
73.50 |
| PP |
73.51 |
73.06 |
| S1 |
73.30 |
72.63 |
|