NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
69.24 |
70.40 |
1.16 |
1.7% |
74.81 |
| High |
70.41 |
72.95 |
2.54 |
3.6% |
75.21 |
| Low |
68.28 |
70.10 |
1.82 |
2.7% |
69.35 |
| Close |
69.98 |
72.21 |
2.23 |
3.2% |
71.58 |
| Range |
2.13 |
2.85 |
0.72 |
33.8% |
5.86 |
| ATR |
2.44 |
2.47 |
0.04 |
1.6% |
0.00 |
| Volume |
86,807 |
120,801 |
33,994 |
39.2% |
509,302 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.30 |
79.11 |
73.78 |
|
| R3 |
77.45 |
76.26 |
72.99 |
|
| R2 |
74.60 |
74.60 |
72.73 |
|
| R1 |
73.41 |
73.41 |
72.47 |
74.01 |
| PP |
71.75 |
71.75 |
71.75 |
72.05 |
| S1 |
70.56 |
70.56 |
71.95 |
71.16 |
| S2 |
68.90 |
68.90 |
71.69 |
|
| S3 |
66.05 |
67.71 |
71.43 |
|
| S4 |
63.20 |
64.86 |
70.64 |
|
|
| 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 |
72.95 |
68.28 |
4.67 |
6.5% |
2.39 |
3.3% |
84% |
True |
False |
92,871 |
| 10 |
76.71 |
68.28 |
8.43 |
11.7% |
2.37 |
3.3% |
47% |
False |
False |
98,880 |
| 20 |
79.57 |
68.28 |
11.29 |
15.6% |
2.57 |
3.6% |
35% |
False |
False |
91,412 |
| 40 |
85.71 |
68.28 |
17.43 |
24.1% |
2.48 |
3.4% |
23% |
False |
False |
71,062 |
| 60 |
86.47 |
68.28 |
18.19 |
25.2% |
2.34 |
3.2% |
22% |
False |
False |
62,867 |
| 80 |
86.68 |
68.28 |
18.40 |
25.5% |
2.12 |
2.9% |
21% |
False |
False |
55,884 |
| 100 |
86.68 |
68.28 |
18.40 |
25.5% |
1.99 |
2.8% |
21% |
False |
False |
48,327 |
| 120 |
86.68 |
67.32 |
19.36 |
26.8% |
1.91 |
2.6% |
25% |
False |
False |
43,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.06 |
|
2.618 |
80.41 |
|
1.618 |
77.56 |
|
1.000 |
75.80 |
|
0.618 |
74.71 |
|
HIGH |
72.95 |
|
0.618 |
71.86 |
|
0.500 |
71.53 |
|
0.382 |
71.19 |
|
LOW |
70.10 |
|
0.618 |
68.34 |
|
1.000 |
67.25 |
|
1.618 |
65.49 |
|
2.618 |
62.64 |
|
4.250 |
57.99 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.98 |
71.68 |
| PP |
71.75 |
71.15 |
| S1 |
71.53 |
70.62 |
|