NYMEX Light Sweet Crude Oil Future April 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.93 |
75.53 |
1.60 |
2.2% |
72.68 |
| High |
76.37 |
75.90 |
-0.47 |
-0.6% |
75.69 |
| Low |
73.47 |
74.20 |
0.73 |
1.0% |
71.58 |
| Close |
75.79 |
74.51 |
-1.28 |
-1.7% |
73.84 |
| Range |
2.90 |
1.70 |
-1.20 |
-41.4% |
4.11 |
| ATR |
2.30 |
2.26 |
-0.04 |
-1.9% |
0.00 |
| Volume |
22,358 |
34,734 |
12,376 |
55.4% |
192,889 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.97 |
78.94 |
75.45 |
|
| R3 |
78.27 |
77.24 |
74.98 |
|
| R2 |
76.57 |
76.57 |
74.82 |
|
| R1 |
75.54 |
75.54 |
74.67 |
75.21 |
| PP |
74.87 |
74.87 |
74.87 |
74.70 |
| S1 |
73.84 |
73.84 |
74.35 |
73.51 |
| S2 |
73.17 |
73.17 |
74.20 |
|
| S3 |
71.47 |
72.14 |
74.04 |
|
| S4 |
69.77 |
70.44 |
73.58 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.03 |
84.05 |
76.10 |
|
| R3 |
81.92 |
79.94 |
74.97 |
|
| R2 |
77.81 |
77.81 |
74.59 |
|
| R1 |
75.83 |
75.83 |
74.22 |
76.82 |
| PP |
73.70 |
73.70 |
73.70 |
74.20 |
| S1 |
71.72 |
71.72 |
73.46 |
72.71 |
| S2 |
69.59 |
69.59 |
73.09 |
|
| S3 |
65.48 |
67.61 |
72.71 |
|
| S4 |
61.37 |
63.50 |
71.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.37 |
72.84 |
3.53 |
4.7% |
1.95 |
2.6% |
47% |
False |
False |
36,804 |
| 10 |
76.37 |
68.57 |
7.80 |
10.5% |
2.21 |
3.0% |
76% |
False |
False |
36,663 |
| 20 |
79.36 |
68.57 |
10.79 |
14.5% |
2.32 |
3.1% |
55% |
False |
False |
39,003 |
| 40 |
81.50 |
68.57 |
12.93 |
17.4% |
2.30 |
3.1% |
46% |
False |
False |
30,122 |
| 60 |
84.68 |
68.57 |
16.11 |
21.6% |
2.25 |
3.0% |
37% |
False |
False |
25,057 |
| 80 |
85.75 |
68.57 |
17.18 |
23.1% |
2.04 |
2.7% |
35% |
False |
False |
22,188 |
| 100 |
85.75 |
68.57 |
17.18 |
23.1% |
1.90 |
2.5% |
35% |
False |
False |
18,758 |
| 120 |
85.75 |
68.57 |
17.18 |
23.1% |
1.79 |
2.4% |
35% |
False |
False |
16,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.13 |
|
2.618 |
80.35 |
|
1.618 |
78.65 |
|
1.000 |
77.60 |
|
0.618 |
76.95 |
|
HIGH |
75.90 |
|
0.618 |
75.25 |
|
0.500 |
75.05 |
|
0.382 |
74.85 |
|
LOW |
74.20 |
|
0.618 |
73.15 |
|
1.000 |
72.50 |
|
1.618 |
71.45 |
|
2.618 |
69.75 |
|
4.250 |
66.98 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.05 |
74.92 |
| PP |
74.87 |
74.78 |
| S1 |
74.69 |
74.65 |
|