NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
70.54 |
72.00 |
1.46 |
2.1% |
74.54 |
| High |
72.13 |
72.35 |
0.22 |
0.3% |
75.04 |
| Low |
70.54 |
71.11 |
0.57 |
0.8% |
69.75 |
| Close |
71.76 |
72.04 |
0.28 |
0.4% |
71.76 |
| Range |
1.59 |
1.24 |
-0.35 |
-22.0% |
5.29 |
| ATR |
2.22 |
2.15 |
-0.07 |
-3.2% |
0.00 |
| Volume |
14,311 |
13,000 |
-1,311 |
-9.2% |
124,270 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.55 |
75.04 |
72.72 |
|
| R3 |
74.31 |
73.80 |
72.38 |
|
| R2 |
73.07 |
73.07 |
72.27 |
|
| R1 |
72.56 |
72.56 |
72.15 |
72.82 |
| PP |
71.83 |
71.83 |
71.83 |
71.96 |
| S1 |
71.32 |
71.32 |
71.93 |
71.58 |
| S2 |
70.59 |
70.59 |
71.81 |
|
| S3 |
69.35 |
70.08 |
71.70 |
|
| S4 |
68.11 |
68.84 |
71.36 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.05 |
85.20 |
74.67 |
|
| R3 |
82.76 |
79.91 |
73.21 |
|
| R2 |
77.47 |
77.47 |
72.73 |
|
| R1 |
74.62 |
74.62 |
72.24 |
73.40 |
| PP |
72.18 |
72.18 |
72.18 |
71.58 |
| S1 |
69.33 |
69.33 |
71.28 |
68.11 |
| S2 |
66.89 |
66.89 |
70.79 |
|
| S3 |
61.60 |
64.04 |
70.31 |
|
| S4 |
56.31 |
58.75 |
68.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.68 |
69.75 |
4.93 |
6.8% |
1.89 |
2.6% |
46% |
False |
False |
20,861 |
| 10 |
79.11 |
69.75 |
9.36 |
13.0% |
2.18 |
3.0% |
24% |
False |
False |
22,485 |
| 20 |
79.11 |
69.75 |
9.36 |
13.0% |
2.20 |
3.1% |
24% |
False |
False |
16,653 |
| 40 |
83.87 |
69.75 |
14.12 |
19.6% |
2.13 |
3.0% |
16% |
False |
False |
14,527 |
| 60 |
84.73 |
69.75 |
14.98 |
20.8% |
1.98 |
2.7% |
15% |
False |
False |
13,140 |
| 80 |
84.87 |
69.75 |
15.12 |
21.0% |
1.77 |
2.5% |
15% |
False |
False |
11,108 |
| 100 |
84.87 |
69.75 |
15.12 |
21.0% |
1.67 |
2.3% |
15% |
False |
False |
9,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.62 |
|
2.618 |
75.60 |
|
1.618 |
74.36 |
|
1.000 |
73.59 |
|
0.618 |
73.12 |
|
HIGH |
72.35 |
|
0.618 |
71.88 |
|
0.500 |
71.73 |
|
0.382 |
71.58 |
|
LOW |
71.11 |
|
0.618 |
70.34 |
|
1.000 |
69.87 |
|
1.618 |
69.10 |
|
2.618 |
67.86 |
|
4.250 |
65.84 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.94 |
71.71 |
| PP |
71.83 |
71.38 |
| S1 |
71.73 |
71.05 |
|