NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
70.91 |
72.17 |
1.26 |
1.8% |
71.71 |
| High |
72.93 |
73.59 |
0.66 |
0.9% |
74.24 |
| Low |
70.47 |
71.01 |
0.54 |
0.8% |
69.28 |
| Close |
72.24 |
71.37 |
-0.87 |
-1.2% |
73.81 |
| Range |
2.46 |
2.58 |
0.12 |
4.9% |
4.96 |
| ATR |
2.63 |
2.63 |
0.00 |
-0.1% |
0.00 |
| Volume |
363,445 |
352,772 |
-10,673 |
-2.9% |
1,335,845 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.73 |
78.13 |
72.79 |
|
| R3 |
77.15 |
75.55 |
72.08 |
|
| R2 |
74.57 |
74.57 |
71.84 |
|
| R1 |
72.97 |
72.97 |
71.61 |
72.48 |
| PP |
71.99 |
71.99 |
71.99 |
71.75 |
| S1 |
70.39 |
70.39 |
71.13 |
69.90 |
| S2 |
69.41 |
69.41 |
70.90 |
|
| S3 |
66.83 |
67.81 |
70.66 |
|
| S4 |
64.25 |
65.23 |
69.95 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.32 |
85.53 |
76.54 |
|
| R3 |
82.36 |
80.57 |
75.17 |
|
| R2 |
77.40 |
77.40 |
74.72 |
|
| R1 |
75.61 |
75.61 |
74.26 |
76.51 |
| PP |
72.44 |
72.44 |
72.44 |
72.89 |
| S1 |
70.65 |
70.65 |
73.36 |
71.55 |
| S2 |
67.48 |
67.48 |
72.90 |
|
| S3 |
62.52 |
65.69 |
72.45 |
|
| S4 |
57.56 |
60.73 |
71.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.24 |
70.13 |
4.11 |
5.8% |
2.77 |
3.9% |
30% |
False |
False |
355,691 |
| 10 |
75.66 |
69.28 |
6.38 |
8.9% |
2.73 |
3.8% |
33% |
False |
False |
317,486 |
| 20 |
76.18 |
67.98 |
8.20 |
11.5% |
2.62 |
3.7% |
41% |
False |
False |
278,908 |
| 40 |
79.67 |
67.98 |
11.69 |
16.4% |
2.58 |
3.6% |
29% |
False |
False |
196,709 |
| 60 |
86.93 |
67.98 |
18.95 |
26.6% |
2.55 |
3.6% |
18% |
False |
False |
150,910 |
| 80 |
88.21 |
67.98 |
20.23 |
28.3% |
2.44 |
3.4% |
17% |
False |
False |
124,231 |
| 100 |
88.21 |
67.98 |
20.23 |
28.3% |
2.25 |
3.2% |
17% |
False |
False |
103,974 |
| 120 |
88.21 |
67.98 |
20.23 |
28.3% |
2.14 |
3.0% |
17% |
False |
False |
88,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.56 |
|
2.618 |
80.34 |
|
1.618 |
77.76 |
|
1.000 |
76.17 |
|
0.618 |
75.18 |
|
HIGH |
73.59 |
|
0.618 |
72.60 |
|
0.500 |
72.30 |
|
0.382 |
72.00 |
|
LOW |
71.01 |
|
0.618 |
69.42 |
|
1.000 |
68.43 |
|
1.618 |
66.84 |
|
2.618 |
64.26 |
|
4.250 |
60.05 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.30 |
72.04 |
| PP |
71.99 |
71.82 |
| S1 |
71.68 |
71.59 |
|