NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
72.93 |
74.06 |
1.13 |
1.5% |
71.36 |
| High |
74.45 |
75.37 |
0.92 |
1.2% |
72.73 |
| Low |
72.14 |
73.60 |
1.46 |
2.0% |
67.98 |
| Close |
73.94 |
74.22 |
0.28 |
0.4% |
71.78 |
| Range |
2.31 |
1.77 |
-0.54 |
-23.4% |
4.75 |
| ATR |
2.57 |
2.52 |
-0.06 |
-2.2% |
0.00 |
| Volume |
230,042 |
273,364 |
43,322 |
18.8% |
981,554 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.71 |
78.73 |
75.19 |
|
| R3 |
77.94 |
76.96 |
74.71 |
|
| R2 |
76.17 |
76.17 |
74.54 |
|
| R1 |
75.19 |
75.19 |
74.38 |
75.68 |
| PP |
74.40 |
74.40 |
74.40 |
74.64 |
| S1 |
73.42 |
73.42 |
74.06 |
73.91 |
| S2 |
72.63 |
72.63 |
73.90 |
|
| S3 |
70.86 |
71.65 |
73.73 |
|
| S4 |
69.09 |
69.88 |
73.25 |
|
|
| 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 |
75.37 |
69.82 |
5.55 |
7.5% |
2.51 |
3.4% |
79% |
True |
False |
269,062 |
| 10 |
75.37 |
67.98 |
7.39 |
10.0% |
2.35 |
3.2% |
84% |
True |
False |
210,894 |
| 20 |
79.67 |
67.98 |
11.69 |
15.8% |
2.56 |
3.5% |
53% |
False |
False |
171,204 |
| 40 |
84.11 |
67.98 |
16.13 |
21.7% |
2.57 |
3.5% |
39% |
False |
False |
122,196 |
| 60 |
88.21 |
67.98 |
20.23 |
27.3% |
2.51 |
3.4% |
31% |
False |
False |
96,890 |
| 80 |
88.21 |
67.98 |
20.23 |
27.3% |
2.26 |
3.0% |
31% |
False |
False |
80,399 |
| 100 |
88.21 |
67.98 |
20.23 |
27.3% |
2.13 |
2.9% |
31% |
False |
False |
66,944 |
| 120 |
88.21 |
67.98 |
20.23 |
27.3% |
2.03 |
2.7% |
31% |
False |
False |
57,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.89 |
|
2.618 |
80.00 |
|
1.618 |
78.23 |
|
1.000 |
77.14 |
|
0.618 |
76.46 |
|
HIGH |
75.37 |
|
0.618 |
74.69 |
|
0.500 |
74.49 |
|
0.382 |
74.28 |
|
LOW |
73.60 |
|
0.618 |
72.51 |
|
1.000 |
71.83 |
|
1.618 |
70.74 |
|
2.618 |
68.97 |
|
4.250 |
66.08 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.49 |
73.87 |
| PP |
74.40 |
73.53 |
| S1 |
74.31 |
73.18 |
|