NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.10 |
74.31 |
1.21 |
1.7% |
71.53 |
| High |
74.70 |
75.56 |
0.86 |
1.2% |
72.95 |
| Low |
72.44 |
73.87 |
1.43 |
2.0% |
68.28 |
| Close |
74.21 |
74.45 |
0.24 |
0.3% |
72.05 |
| Range |
2.26 |
1.69 |
-0.57 |
-25.2% |
4.67 |
| ATR |
2.49 |
2.44 |
-0.06 |
-2.3% |
0.00 |
| Volume |
77,915 |
98,971 |
21,056 |
27.0% |
468,878 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.70 |
78.76 |
75.38 |
|
| R3 |
78.01 |
77.07 |
74.91 |
|
| R2 |
76.32 |
76.32 |
74.76 |
|
| R1 |
75.38 |
75.38 |
74.60 |
75.85 |
| PP |
74.63 |
74.63 |
74.63 |
74.86 |
| S1 |
73.69 |
73.69 |
74.30 |
74.16 |
| S2 |
72.94 |
72.94 |
74.14 |
|
| S3 |
71.25 |
72.00 |
73.99 |
|
| S4 |
69.56 |
70.31 |
73.52 |
|
|
| 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 |
75.56 |
70.10 |
5.46 |
7.3% |
2.45 |
3.3% |
80% |
True |
False |
93,936 |
| 10 |
75.56 |
68.28 |
7.28 |
9.8% |
2.29 |
3.1% |
85% |
True |
False |
90,194 |
| 20 |
79.57 |
68.28 |
11.29 |
15.2% |
2.49 |
3.3% |
55% |
False |
False |
95,696 |
| 40 |
83.30 |
68.28 |
15.02 |
20.2% |
2.47 |
3.3% |
41% |
False |
False |
74,793 |
| 60 |
86.47 |
68.28 |
18.19 |
24.4% |
2.39 |
3.2% |
34% |
False |
False |
65,866 |
| 80 |
86.68 |
68.28 |
18.40 |
24.7% |
2.15 |
2.9% |
34% |
False |
False |
59,089 |
| 100 |
86.68 |
68.28 |
18.40 |
24.7% |
2.04 |
2.7% |
34% |
False |
False |
51,181 |
| 120 |
86.68 |
68.28 |
18.40 |
24.7% |
1.94 |
2.6% |
34% |
False |
False |
45,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.74 |
|
2.618 |
79.98 |
|
1.618 |
78.29 |
|
1.000 |
77.25 |
|
0.618 |
76.60 |
|
HIGH |
75.56 |
|
0.618 |
74.91 |
|
0.500 |
74.72 |
|
0.382 |
74.52 |
|
LOW |
73.87 |
|
0.618 |
72.83 |
|
1.000 |
72.18 |
|
1.618 |
71.14 |
|
2.618 |
69.45 |
|
4.250 |
66.69 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.72 |
74.11 |
| PP |
74.63 |
73.77 |
| S1 |
74.54 |
73.43 |
|