NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.99 |
74.07 |
0.08 |
0.1% |
72.37 |
| High |
74.78 |
75.11 |
0.33 |
0.4% |
75.56 |
| Low |
72.65 |
73.55 |
0.90 |
1.2% |
71.29 |
| Close |
74.06 |
73.73 |
-0.33 |
-0.4% |
73.73 |
| Range |
2.13 |
1.56 |
-0.57 |
-26.8% |
4.27 |
| ATR |
2.41 |
2.35 |
-0.06 |
-2.5% |
0.00 |
| Volume |
81,110 |
76,791 |
-4,319 |
-5.3% |
420,979 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.81 |
77.83 |
74.59 |
|
| R3 |
77.25 |
76.27 |
74.16 |
|
| R2 |
75.69 |
75.69 |
74.02 |
|
| R1 |
74.71 |
74.71 |
73.87 |
74.42 |
| PP |
74.13 |
74.13 |
74.13 |
73.99 |
| S1 |
73.15 |
73.15 |
73.59 |
72.86 |
| S2 |
72.57 |
72.57 |
73.44 |
|
| S3 |
71.01 |
71.59 |
73.30 |
|
| S4 |
69.45 |
70.03 |
72.87 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.34 |
84.30 |
76.08 |
|
| R3 |
82.07 |
80.03 |
74.90 |
|
| R2 |
77.80 |
77.80 |
74.51 |
|
| R1 |
75.76 |
75.76 |
74.12 |
76.78 |
| PP |
73.53 |
73.53 |
73.53 |
74.04 |
| S1 |
71.49 |
71.49 |
73.34 |
72.51 |
| S2 |
69.26 |
69.26 |
72.95 |
|
| S3 |
64.99 |
67.22 |
72.56 |
|
| S4 |
60.72 |
62.95 |
71.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.56 |
71.29 |
4.27 |
5.8% |
2.24 |
3.0% |
57% |
False |
False |
84,195 |
| 10 |
75.56 |
68.28 |
7.28 |
9.9% |
2.31 |
3.1% |
75% |
False |
False |
88,985 |
| 20 |
79.57 |
68.28 |
11.29 |
15.3% |
2.38 |
3.2% |
48% |
False |
False |
96,478 |
| 40 |
83.30 |
68.28 |
15.02 |
20.4% |
2.43 |
3.3% |
36% |
False |
False |
76,222 |
| 60 |
85.82 |
68.28 |
17.54 |
23.8% |
2.38 |
3.2% |
31% |
False |
False |
66,338 |
| 80 |
86.68 |
68.28 |
18.40 |
25.0% |
2.17 |
2.9% |
30% |
False |
False |
60,620 |
| 100 |
86.68 |
68.28 |
18.40 |
25.0% |
2.04 |
2.8% |
30% |
False |
False |
52,421 |
| 120 |
86.68 |
68.28 |
18.40 |
25.0% |
1.94 |
2.6% |
30% |
False |
False |
46,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.74 |
|
2.618 |
79.19 |
|
1.618 |
77.63 |
|
1.000 |
76.67 |
|
0.618 |
76.07 |
|
HIGH |
75.11 |
|
0.618 |
74.51 |
|
0.500 |
74.33 |
|
0.382 |
74.15 |
|
LOW |
73.55 |
|
0.618 |
72.59 |
|
1.000 |
71.99 |
|
1.618 |
71.03 |
|
2.618 |
69.47 |
|
4.250 |
66.92 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.33 |
74.11 |
| PP |
74.13 |
73.98 |
| S1 |
73.93 |
73.86 |
|