NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
72.17 |
71.33 |
-0.84 |
-1.2% |
71.71 |
| High |
73.59 |
73.81 |
0.22 |
0.3% |
74.24 |
| Low |
71.01 |
71.17 |
0.16 |
0.2% |
69.28 |
| Close |
71.37 |
72.02 |
0.65 |
0.9% |
73.81 |
| Range |
2.58 |
2.64 |
0.06 |
2.3% |
4.96 |
| ATR |
2.63 |
2.63 |
0.00 |
0.0% |
0.00 |
| Volume |
352,772 |
373,645 |
20,873 |
5.9% |
1,335,845 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.25 |
78.78 |
73.47 |
|
| R3 |
77.61 |
76.14 |
72.75 |
|
| R2 |
74.97 |
74.97 |
72.50 |
|
| R1 |
73.50 |
73.50 |
72.26 |
74.24 |
| PP |
72.33 |
72.33 |
72.33 |
72.70 |
| S1 |
70.86 |
70.86 |
71.78 |
71.60 |
| S2 |
69.69 |
69.69 |
71.54 |
|
| S3 |
67.05 |
68.22 |
71.29 |
|
| S4 |
64.41 |
65.58 |
70.57 |
|
|
| 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 |
5.7% |
2.71 |
3.8% |
46% |
False |
False |
361,527 |
| 10 |
74.40 |
69.28 |
5.12 |
7.1% |
2.81 |
3.9% |
54% |
False |
False |
329,519 |
| 20 |
76.18 |
67.98 |
8.20 |
11.4% |
2.57 |
3.6% |
49% |
False |
False |
288,118 |
| 40 |
79.67 |
67.98 |
11.69 |
16.2% |
2.58 |
3.6% |
35% |
False |
False |
204,841 |
| 60 |
86.93 |
67.98 |
18.95 |
26.3% |
2.57 |
3.6% |
21% |
False |
False |
156,661 |
| 80 |
88.21 |
67.98 |
20.23 |
28.1% |
2.46 |
3.4% |
20% |
False |
False |
128,339 |
| 100 |
88.21 |
67.98 |
20.23 |
28.1% |
2.26 |
3.1% |
20% |
False |
False |
107,561 |
| 120 |
88.21 |
67.98 |
20.23 |
28.1% |
2.16 |
3.0% |
20% |
False |
False |
91,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.03 |
|
2.618 |
80.72 |
|
1.618 |
78.08 |
|
1.000 |
76.45 |
|
0.618 |
75.44 |
|
HIGH |
73.81 |
|
0.618 |
72.80 |
|
0.500 |
72.49 |
|
0.382 |
72.18 |
|
LOW |
71.17 |
|
0.618 |
69.54 |
|
1.000 |
68.53 |
|
1.618 |
66.90 |
|
2.618 |
64.26 |
|
4.250 |
59.95 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.49 |
72.14 |
| PP |
72.33 |
72.10 |
| S1 |
72.18 |
72.06 |
|