NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
74.07 |
73.74 |
-0.33 |
-0.4% |
72.37 |
| High |
75.11 |
76.31 |
1.20 |
1.6% |
75.56 |
| Low |
73.55 |
73.32 |
-0.23 |
-0.3% |
71.29 |
| Close |
73.73 |
75.71 |
1.98 |
2.7% |
73.73 |
| Range |
1.56 |
2.99 |
1.43 |
91.7% |
4.27 |
| ATR |
2.35 |
2.40 |
0.05 |
1.9% |
0.00 |
| Volume |
76,791 |
56,763 |
-20,028 |
-26.1% |
420,979 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.08 |
82.89 |
77.35 |
|
| R3 |
81.09 |
79.90 |
76.53 |
|
| R2 |
78.10 |
78.10 |
76.26 |
|
| R1 |
76.91 |
76.91 |
75.98 |
77.51 |
| PP |
75.11 |
75.11 |
75.11 |
75.41 |
| S1 |
73.92 |
73.92 |
75.44 |
74.52 |
| S2 |
72.12 |
72.12 |
75.16 |
|
| S3 |
69.13 |
70.93 |
74.89 |
|
| S4 |
66.14 |
67.94 |
74.07 |
|
|
| 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 |
76.31 |
72.44 |
3.87 |
5.1% |
2.13 |
2.8% |
84% |
True |
False |
78,310 |
| 10 |
76.31 |
68.28 |
8.03 |
10.6% |
2.47 |
3.3% |
93% |
True |
False |
88,056 |
| 20 |
79.57 |
68.28 |
11.29 |
14.9% |
2.43 |
3.2% |
66% |
False |
False |
96,137 |
| 40 |
82.78 |
68.28 |
14.50 |
19.2% |
2.45 |
3.2% |
51% |
False |
False |
76,857 |
| 60 |
85.71 |
68.28 |
17.43 |
23.0% |
2.40 |
3.2% |
43% |
False |
False |
66,478 |
| 80 |
86.68 |
68.28 |
18.40 |
24.3% |
2.19 |
2.9% |
40% |
False |
False |
60,877 |
| 100 |
86.68 |
68.28 |
18.40 |
24.3% |
2.04 |
2.7% |
40% |
False |
False |
52,784 |
| 120 |
86.68 |
68.28 |
18.40 |
24.3% |
1.95 |
2.6% |
40% |
False |
False |
46,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.02 |
|
2.618 |
84.14 |
|
1.618 |
81.15 |
|
1.000 |
79.30 |
|
0.618 |
78.16 |
|
HIGH |
76.31 |
|
0.618 |
75.17 |
|
0.500 |
74.82 |
|
0.382 |
74.46 |
|
LOW |
73.32 |
|
0.618 |
71.47 |
|
1.000 |
70.33 |
|
1.618 |
68.48 |
|
2.618 |
65.49 |
|
4.250 |
60.61 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.41 |
75.30 |
| PP |
75.11 |
74.89 |
| S1 |
74.82 |
74.48 |
|