NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
71.53 |
71.90 |
0.37 |
0.5% |
74.81 |
| High |
72.17 |
72.41 |
0.24 |
0.3% |
75.21 |
| Low |
70.82 |
68.77 |
-2.05 |
-2.9% |
69.35 |
| Close |
71.76 |
69.09 |
-2.67 |
-3.7% |
71.58 |
| Range |
1.35 |
3.64 |
2.29 |
169.6% |
5.86 |
| ATR |
2.37 |
2.46 |
0.09 |
3.8% |
0.00 |
| Volume |
66,052 |
109,414 |
43,362 |
65.6% |
509,302 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.01 |
78.69 |
71.09 |
|
| R3 |
77.37 |
75.05 |
70.09 |
|
| R2 |
73.73 |
73.73 |
69.76 |
|
| R1 |
71.41 |
71.41 |
69.42 |
70.75 |
| PP |
70.09 |
70.09 |
70.09 |
69.76 |
| S1 |
67.77 |
67.77 |
68.76 |
67.11 |
| S2 |
66.45 |
66.45 |
68.42 |
|
| S3 |
62.81 |
64.13 |
68.09 |
|
| S4 |
59.17 |
60.49 |
67.09 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.63 |
86.46 |
74.80 |
|
| R3 |
83.77 |
80.60 |
73.19 |
|
| R2 |
77.91 |
77.91 |
72.65 |
|
| R1 |
74.74 |
74.74 |
72.12 |
73.40 |
| PP |
72.05 |
72.05 |
72.05 |
71.37 |
| S1 |
68.88 |
68.88 |
71.04 |
67.54 |
| S2 |
66.19 |
66.19 |
70.51 |
|
| S3 |
60.33 |
63.02 |
69.97 |
|
| S4 |
54.47 |
57.16 |
68.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.01 |
68.77 |
4.24 |
6.1% |
2.38 |
3.5% |
8% |
False |
True |
94,692 |
| 10 |
79.57 |
68.77 |
10.80 |
15.6% |
2.53 |
3.7% |
3% |
False |
True |
104,972 |
| 20 |
79.57 |
68.77 |
10.80 |
15.6% |
2.51 |
3.6% |
3% |
False |
True |
86,288 |
| 40 |
85.71 |
68.77 |
16.94 |
24.5% |
2.45 |
3.5% |
2% |
False |
True |
67,751 |
| 60 |
86.68 |
68.77 |
17.91 |
25.9% |
2.30 |
3.3% |
2% |
False |
True |
61,148 |
| 80 |
86.68 |
68.77 |
17.91 |
25.9% |
2.08 |
3.0% |
2% |
False |
True |
53,773 |
| 100 |
86.68 |
68.77 |
17.91 |
25.9% |
1.98 |
2.9% |
2% |
False |
True |
46,607 |
| 120 |
86.68 |
66.88 |
19.80 |
28.7% |
1.90 |
2.7% |
11% |
False |
False |
41,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.88 |
|
2.618 |
81.94 |
|
1.618 |
78.30 |
|
1.000 |
76.05 |
|
0.618 |
74.66 |
|
HIGH |
72.41 |
|
0.618 |
71.02 |
|
0.500 |
70.59 |
|
0.382 |
70.16 |
|
LOW |
68.77 |
|
0.618 |
66.52 |
|
1.000 |
65.13 |
|
1.618 |
62.88 |
|
2.618 |
59.24 |
|
4.250 |
53.30 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.59 |
70.59 |
| PP |
70.09 |
70.09 |
| S1 |
69.59 |
69.59 |
|