NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
72.20 |
71.35 |
-0.85 |
-1.2% |
71.90 |
| High |
73.55 |
73.81 |
0.26 |
0.4% |
74.30 |
| Low |
71.09 |
71.24 |
0.15 |
0.2% |
69.56 |
| Close |
71.44 |
72.09 |
0.65 |
0.9% |
73.86 |
| Range |
2.46 |
2.57 |
0.11 |
4.5% |
4.74 |
| ATR |
2.55 |
2.55 |
0.00 |
0.1% |
0.00 |
| Volume |
198,043 |
240,344 |
42,301 |
21.4% |
547,120 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.09 |
78.66 |
73.50 |
|
| R3 |
77.52 |
76.09 |
72.80 |
|
| R2 |
74.95 |
74.95 |
72.56 |
|
| R1 |
73.52 |
73.52 |
72.33 |
74.24 |
| PP |
72.38 |
72.38 |
72.38 |
72.74 |
| S1 |
70.95 |
70.95 |
71.85 |
71.67 |
| S2 |
69.81 |
69.81 |
71.62 |
|
| S3 |
67.24 |
68.38 |
71.38 |
|
| S4 |
64.67 |
65.81 |
70.68 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.79 |
85.07 |
76.47 |
|
| R3 |
82.05 |
80.33 |
75.16 |
|
| R2 |
77.31 |
77.31 |
74.73 |
|
| R1 |
75.59 |
75.59 |
74.29 |
76.45 |
| PP |
72.57 |
72.57 |
72.57 |
73.01 |
| S1 |
70.85 |
70.85 |
73.43 |
71.71 |
| S2 |
67.83 |
67.83 |
72.99 |
|
| S3 |
63.09 |
66.11 |
72.56 |
|
| S4 |
58.35 |
61.37 |
71.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.30 |
70.25 |
4.05 |
5.6% |
2.62 |
3.6% |
45% |
False |
False |
200,195 |
| 10 |
74.62 |
69.56 |
5.06 |
7.0% |
2.73 |
3.8% |
50% |
False |
False |
154,091 |
| 20 |
76.31 |
68.28 |
8.03 |
11.1% |
2.51 |
3.5% |
47% |
False |
False |
119,622 |
| 40 |
79.57 |
68.28 |
11.29 |
15.7% |
2.51 |
3.5% |
34% |
False |
False |
102,955 |
| 60 |
85.71 |
68.28 |
17.43 |
24.2% |
2.47 |
3.4% |
22% |
False |
False |
85,041 |
| 80 |
86.68 |
68.28 |
18.40 |
25.5% |
2.35 |
3.3% |
21% |
False |
False |
75,767 |
| 100 |
86.68 |
68.28 |
18.40 |
25.5% |
2.17 |
3.0% |
21% |
False |
False |
66,943 |
| 120 |
86.68 |
68.28 |
18.40 |
25.5% |
2.07 |
2.9% |
21% |
False |
False |
58,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.73 |
|
2.618 |
80.54 |
|
1.618 |
77.97 |
|
1.000 |
76.38 |
|
0.618 |
75.40 |
|
HIGH |
73.81 |
|
0.618 |
72.83 |
|
0.500 |
72.53 |
|
0.382 |
72.22 |
|
LOW |
71.24 |
|
0.618 |
69.65 |
|
1.000 |
68.67 |
|
1.618 |
67.08 |
|
2.618 |
64.51 |
|
4.250 |
60.32 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.53 |
72.22 |
| PP |
72.38 |
72.18 |
| S1 |
72.24 |
72.13 |
|