NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.71 |
72.52 |
-1.19 |
-1.6% |
75.72 |
| High |
74.50 |
73.01 |
-1.49 |
-2.0% |
79.57 |
| Low |
72.41 |
69.66 |
-2.75 |
-3.8% |
74.20 |
| Close |
72.70 |
69.91 |
-2.79 |
-3.8% |
74.31 |
| Range |
2.09 |
3.35 |
1.26 |
60.3% |
5.37 |
| ATR |
2.47 |
2.54 |
0.06 |
2.5% |
0.00 |
| Volume |
93,903 |
128,009 |
34,106 |
36.3% |
530,415 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.91 |
78.76 |
71.75 |
|
| R3 |
77.56 |
75.41 |
70.83 |
|
| R2 |
74.21 |
74.21 |
70.52 |
|
| R1 |
72.06 |
72.06 |
70.22 |
71.46 |
| PP |
70.86 |
70.86 |
70.86 |
70.56 |
| S1 |
68.71 |
68.71 |
69.60 |
68.11 |
| S2 |
67.51 |
67.51 |
69.30 |
|
| S3 |
64.16 |
65.36 |
68.99 |
|
| S4 |
60.81 |
62.01 |
68.07 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.14 |
88.59 |
77.26 |
|
| R3 |
86.77 |
83.22 |
75.79 |
|
| R2 |
81.40 |
81.40 |
75.29 |
|
| R1 |
77.85 |
77.85 |
74.80 |
76.94 |
| PP |
76.03 |
76.03 |
76.03 |
75.57 |
| S1 |
72.48 |
72.48 |
73.82 |
71.57 |
| S2 |
70.66 |
70.66 |
73.33 |
|
| S3 |
65.29 |
67.11 |
72.83 |
|
| S4 |
59.92 |
61.74 |
71.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.57 |
69.66 |
9.91 |
14.2% |
2.91 |
4.2% |
3% |
False |
True |
123,520 |
| 10 |
79.57 |
69.66 |
9.91 |
14.2% |
2.68 |
3.8% |
3% |
False |
True |
101,198 |
| 20 |
79.57 |
69.66 |
9.91 |
14.2% |
2.52 |
3.6% |
3% |
False |
True |
79,995 |
| 40 |
85.71 |
69.66 |
16.05 |
23.0% |
2.47 |
3.5% |
2% |
False |
True |
63,796 |
| 60 |
86.68 |
69.66 |
17.02 |
24.3% |
2.25 |
3.2% |
1% |
False |
True |
58,169 |
| 80 |
86.68 |
69.66 |
17.02 |
24.3% |
2.06 |
2.9% |
1% |
False |
True |
50,447 |
| 100 |
86.68 |
69.66 |
17.02 |
24.3% |
1.95 |
2.8% |
1% |
False |
True |
43,725 |
| 120 |
86.68 |
66.88 |
19.80 |
28.3% |
1.89 |
2.7% |
15% |
False |
False |
39,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.25 |
|
2.618 |
81.78 |
|
1.618 |
78.43 |
|
1.000 |
76.36 |
|
0.618 |
75.08 |
|
HIGH |
73.01 |
|
0.618 |
71.73 |
|
0.500 |
71.34 |
|
0.382 |
70.94 |
|
LOW |
69.66 |
|
0.618 |
67.59 |
|
1.000 |
66.31 |
|
1.618 |
64.24 |
|
2.618 |
60.89 |
|
4.250 |
55.42 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.34 |
72.44 |
| PP |
70.86 |
71.59 |
| S1 |
70.39 |
70.75 |
|