NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.56 |
75.32 |
1.76 |
2.4% |
72.05 |
| High |
76.18 |
75.66 |
-0.52 |
-0.7% |
75.37 |
| Low |
73.13 |
73.77 |
0.64 |
0.9% |
70.99 |
| Close |
75.57 |
74.11 |
-1.46 |
-1.9% |
73.56 |
| Range |
3.05 |
1.89 |
-1.16 |
-38.0% |
4.38 |
| ATR |
2.47 |
2.43 |
-0.04 |
-1.7% |
0.00 |
| Volume |
208,715 |
253,323 |
44,608 |
21.4% |
1,332,873 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.18 |
79.04 |
75.15 |
|
| R3 |
78.29 |
77.15 |
74.63 |
|
| R2 |
76.40 |
76.40 |
74.46 |
|
| R1 |
75.26 |
75.26 |
74.28 |
74.89 |
| PP |
74.51 |
74.51 |
74.51 |
74.33 |
| S1 |
73.37 |
73.37 |
73.94 |
73.00 |
| S2 |
72.62 |
72.62 |
73.76 |
|
| S3 |
70.73 |
71.48 |
73.59 |
|
| S4 |
68.84 |
69.59 |
73.07 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.45 |
84.38 |
75.97 |
|
| R3 |
82.07 |
80.00 |
74.76 |
|
| R2 |
77.69 |
77.69 |
74.36 |
|
| R1 |
75.62 |
75.62 |
73.96 |
76.66 |
| PP |
73.31 |
73.31 |
73.31 |
73.82 |
| S1 |
71.24 |
71.24 |
73.16 |
72.28 |
| S2 |
68.93 |
68.93 |
72.76 |
|
| S3 |
64.55 |
66.86 |
72.36 |
|
| S4 |
60.17 |
62.48 |
71.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.18 |
72.44 |
3.74 |
5.0% |
2.09 |
2.8% |
45% |
False |
False |
241,996 |
| 10 |
76.18 |
67.98 |
8.20 |
11.1% |
2.34 |
3.2% |
75% |
False |
False |
246,717 |
| 20 |
79.67 |
67.98 |
11.69 |
15.8% |
2.48 |
3.3% |
52% |
False |
False |
199,003 |
| 40 |
82.64 |
67.98 |
14.66 |
19.8% |
2.50 |
3.4% |
42% |
False |
False |
140,005 |
| 60 |
86.93 |
67.98 |
18.95 |
25.6% |
2.50 |
3.4% |
32% |
False |
False |
109,370 |
| 80 |
88.21 |
67.98 |
20.23 |
27.3% |
2.30 |
3.1% |
30% |
False |
False |
91,034 |
| 100 |
88.21 |
67.98 |
20.23 |
27.3% |
2.14 |
2.9% |
30% |
False |
False |
75,842 |
| 120 |
88.21 |
67.98 |
20.23 |
27.3% |
2.04 |
2.7% |
30% |
False |
False |
64,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.69 |
|
2.618 |
80.61 |
|
1.618 |
78.72 |
|
1.000 |
77.55 |
|
0.618 |
76.83 |
|
HIGH |
75.66 |
|
0.618 |
74.94 |
|
0.500 |
74.72 |
|
0.382 |
74.49 |
|
LOW |
73.77 |
|
0.618 |
72.60 |
|
1.000 |
71.88 |
|
1.618 |
70.71 |
|
2.618 |
68.82 |
|
4.250 |
65.74 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.72 |
74.66 |
| PP |
74.51 |
74.47 |
| S1 |
74.31 |
74.29 |
|