NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
77.02 |
77.84 |
0.82 |
1.1% |
73.60 |
| High |
78.14 |
78.11 |
-0.03 |
0.0% |
78.26 |
| Low |
75.85 |
75.52 |
-0.33 |
-0.4% |
72.56 |
| Close |
77.82 |
75.85 |
-1.97 |
-2.5% |
78.01 |
| Range |
2.29 |
2.59 |
0.30 |
13.1% |
5.70 |
| ATR |
2.41 |
2.43 |
0.01 |
0.5% |
0.00 |
| Volume |
347,242 |
344,493 |
-2,749 |
-0.8% |
1,687,703 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.26 |
82.65 |
77.27 |
|
| R3 |
81.67 |
80.06 |
76.56 |
|
| R2 |
79.08 |
79.08 |
76.32 |
|
| R1 |
77.47 |
77.47 |
76.09 |
76.98 |
| PP |
76.49 |
76.49 |
76.49 |
76.25 |
| S1 |
74.88 |
74.88 |
75.61 |
74.39 |
| S2 |
73.90 |
73.90 |
75.38 |
|
| S3 |
71.31 |
72.29 |
75.14 |
|
| S4 |
68.72 |
69.70 |
74.43 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.38 |
91.39 |
81.15 |
|
| R3 |
87.68 |
85.69 |
79.58 |
|
| R2 |
81.98 |
81.98 |
79.06 |
|
| R1 |
79.99 |
79.99 |
78.53 |
80.99 |
| PP |
76.28 |
76.28 |
76.28 |
76.77 |
| S1 |
74.29 |
74.29 |
77.49 |
75.29 |
| S2 |
70.58 |
70.58 |
76.97 |
|
| S3 |
64.88 |
68.59 |
76.44 |
|
| S4 |
59.18 |
62.89 |
74.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.29 |
75.16 |
4.13 |
5.4% |
2.46 |
3.2% |
17% |
False |
False |
341,858 |
| 10 |
79.29 |
72.10 |
7.19 |
9.5% |
2.27 |
3.0% |
52% |
False |
False |
346,766 |
| 20 |
79.29 |
69.56 |
9.73 |
12.8% |
2.49 |
3.3% |
65% |
False |
False |
282,396 |
| 40 |
79.29 |
68.28 |
11.01 |
14.5% |
2.41 |
3.2% |
69% |
False |
False |
186,262 |
| 60 |
82.04 |
68.28 |
13.76 |
18.1% |
2.45 |
3.2% |
55% |
False |
False |
147,784 |
| 80 |
85.71 |
68.28 |
17.43 |
23.0% |
2.40 |
3.2% |
43% |
False |
False |
122,523 |
| 100 |
86.68 |
68.28 |
18.40 |
24.3% |
2.27 |
3.0% |
41% |
False |
False |
107,128 |
| 120 |
86.68 |
68.28 |
18.40 |
24.3% |
2.14 |
2.8% |
41% |
False |
False |
93,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.12 |
|
2.618 |
84.89 |
|
1.618 |
82.30 |
|
1.000 |
80.70 |
|
0.618 |
79.71 |
|
HIGH |
78.11 |
|
0.618 |
77.12 |
|
0.500 |
76.82 |
|
0.382 |
76.51 |
|
LOW |
75.52 |
|
0.618 |
73.92 |
|
1.000 |
72.93 |
|
1.618 |
71.33 |
|
2.618 |
68.74 |
|
4.250 |
64.51 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
76.82 |
77.41 |
| PP |
76.49 |
76.89 |
| S1 |
76.17 |
76.37 |
|