NYMEX Light Sweet Crude Oil Future April 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
72.56 |
73.67 |
1.11 |
1.5% |
72.08 |
| High |
74.31 |
73.96 |
-0.35 |
-0.5% |
74.31 |
| Low |
72.38 |
70.34 |
-2.04 |
-2.8% |
69.79 |
| Close |
73.87 |
71.02 |
-2.85 |
-3.9% |
73.87 |
| Range |
1.93 |
3.62 |
1.69 |
87.6% |
4.52 |
| ATR |
2.39 |
2.48 |
0.09 |
3.7% |
0.00 |
| Volume |
78,925 |
81,190 |
2,265 |
2.9% |
286,117 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.63 |
80.45 |
73.01 |
|
| R3 |
79.01 |
76.83 |
72.02 |
|
| R2 |
75.39 |
75.39 |
71.68 |
|
| R1 |
73.21 |
73.21 |
71.35 |
72.49 |
| PP |
71.77 |
71.77 |
71.77 |
71.42 |
| S1 |
69.59 |
69.59 |
70.69 |
68.87 |
| S2 |
68.15 |
68.15 |
70.36 |
|
| S3 |
64.53 |
65.97 |
70.02 |
|
| S4 |
60.91 |
62.35 |
69.03 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.22 |
84.56 |
76.36 |
|
| R3 |
81.70 |
80.04 |
75.11 |
|
| R2 |
77.18 |
77.18 |
74.70 |
|
| R1 |
75.52 |
75.52 |
74.28 |
76.35 |
| PP |
72.66 |
72.66 |
72.66 |
73.07 |
| S1 |
71.00 |
71.00 |
73.46 |
71.83 |
| S2 |
68.14 |
68.14 |
73.04 |
|
| S3 |
63.62 |
66.48 |
72.63 |
|
| S4 |
59.10 |
61.96 |
71.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.31 |
69.79 |
4.52 |
6.4% |
3.09 |
4.3% |
27% |
False |
False |
73,461 |
| 10 |
76.37 |
69.79 |
6.58 |
9.3% |
2.55 |
3.6% |
19% |
False |
False |
52,609 |
| 20 |
76.37 |
68.57 |
7.80 |
11.0% |
2.41 |
3.4% |
31% |
False |
False |
44,937 |
| 40 |
79.36 |
68.57 |
10.79 |
15.2% |
2.38 |
3.4% |
23% |
False |
False |
37,527 |
| 60 |
84.68 |
68.57 |
16.11 |
22.7% |
2.34 |
3.3% |
15% |
False |
False |
30,415 |
| 80 |
85.75 |
68.57 |
17.18 |
24.2% |
2.17 |
3.1% |
14% |
False |
False |
26,827 |
| 100 |
85.75 |
68.57 |
17.18 |
24.2% |
2.00 |
2.8% |
14% |
False |
False |
22,812 |
| 120 |
85.75 |
68.57 |
17.18 |
24.2% |
1.88 |
2.6% |
14% |
False |
False |
19,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.35 |
|
2.618 |
83.44 |
|
1.618 |
79.82 |
|
1.000 |
77.58 |
|
0.618 |
76.20 |
|
HIGH |
73.96 |
|
0.618 |
72.58 |
|
0.500 |
72.15 |
|
0.382 |
71.72 |
|
LOW |
70.34 |
|
0.618 |
68.10 |
|
1.000 |
66.72 |
|
1.618 |
64.48 |
|
2.618 |
60.86 |
|
4.250 |
54.96 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.15 |
72.33 |
| PP |
71.77 |
71.89 |
| S1 |
71.40 |
71.46 |
|