NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
72.26 |
72.37 |
0.11 |
0.2% |
71.53 |
| High |
72.81 |
74.83 |
2.02 |
2.8% |
72.95 |
| Low |
70.91 |
71.29 |
0.38 |
0.5% |
68.28 |
| Close |
72.05 |
73.10 |
1.05 |
1.5% |
72.05 |
| Range |
1.90 |
3.54 |
1.64 |
86.3% |
4.67 |
| ATR |
2.43 |
2.51 |
0.08 |
3.3% |
0.00 |
| Volume |
85,804 |
86,192 |
388 |
0.5% |
468,878 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.69 |
81.94 |
75.05 |
|
| R3 |
80.15 |
78.40 |
74.07 |
|
| R2 |
76.61 |
76.61 |
73.75 |
|
| R1 |
74.86 |
74.86 |
73.42 |
75.74 |
| PP |
73.07 |
73.07 |
73.07 |
73.51 |
| S1 |
71.32 |
71.32 |
72.78 |
72.20 |
| S2 |
69.53 |
69.53 |
72.45 |
|
| S3 |
65.99 |
67.78 |
72.13 |
|
| S4 |
62.45 |
64.24 |
71.15 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.10 |
83.25 |
74.62 |
|
| R3 |
80.43 |
78.58 |
73.33 |
|
| R2 |
75.76 |
75.76 |
72.91 |
|
| R1 |
73.91 |
73.91 |
72.48 |
74.84 |
| PP |
71.09 |
71.09 |
71.09 |
71.56 |
| S1 |
69.24 |
69.24 |
71.62 |
70.17 |
| S2 |
66.42 |
66.42 |
71.19 |
|
| S3 |
61.75 |
64.57 |
70.77 |
|
| S4 |
57.08 |
59.90 |
69.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.83 |
68.28 |
6.55 |
9.0% |
2.81 |
3.8% |
74% |
True |
False |
97,803 |
| 10 |
74.83 |
68.28 |
6.55 |
9.0% |
2.44 |
3.3% |
74% |
True |
False |
94,697 |
| 20 |
79.57 |
68.28 |
11.29 |
15.4% |
2.48 |
3.4% |
43% |
False |
False |
92,174 |
| 40 |
84.68 |
68.28 |
16.40 |
22.4% |
2.50 |
3.4% |
29% |
False |
False |
72,697 |
| 60 |
86.47 |
68.28 |
18.19 |
24.9% |
2.37 |
3.2% |
26% |
False |
False |
64,126 |
| 80 |
86.68 |
68.28 |
18.40 |
25.2% |
2.14 |
2.9% |
26% |
False |
False |
57,337 |
| 100 |
86.68 |
68.28 |
18.40 |
25.2% |
2.03 |
2.8% |
26% |
False |
False |
49,693 |
| 120 |
86.68 |
68.28 |
18.40 |
25.2% |
1.93 |
2.6% |
26% |
False |
False |
44,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.88 |
|
2.618 |
84.10 |
|
1.618 |
80.56 |
|
1.000 |
78.37 |
|
0.618 |
77.02 |
|
HIGH |
74.83 |
|
0.618 |
73.48 |
|
0.500 |
73.06 |
|
0.382 |
72.64 |
|
LOW |
71.29 |
|
0.618 |
69.10 |
|
1.000 |
67.75 |
|
1.618 |
65.56 |
|
2.618 |
62.02 |
|
4.250 |
56.25 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.09 |
72.89 |
| PP |
73.07 |
72.68 |
| S1 |
73.06 |
72.47 |
|