NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
72.00 |
72.07 |
0.07 |
0.1% |
74.54 |
| High |
72.35 |
72.71 |
0.36 |
0.5% |
75.04 |
| Low |
71.11 |
69.28 |
-1.83 |
-2.6% |
69.75 |
| Close |
72.04 |
69.51 |
-2.53 |
-3.5% |
71.76 |
| Range |
1.24 |
3.43 |
2.19 |
176.6% |
5.29 |
| ATR |
2.15 |
2.24 |
0.09 |
4.3% |
0.00 |
| Volume |
13,000 |
34,060 |
21,060 |
162.0% |
124,270 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.79 |
78.58 |
71.40 |
|
| R3 |
77.36 |
75.15 |
70.45 |
|
| R2 |
73.93 |
73.93 |
70.14 |
|
| R1 |
71.72 |
71.72 |
69.82 |
71.11 |
| PP |
70.50 |
70.50 |
70.50 |
70.20 |
| S1 |
68.29 |
68.29 |
69.20 |
67.68 |
| S2 |
67.07 |
67.07 |
68.88 |
|
| S3 |
63.64 |
64.86 |
68.57 |
|
| S4 |
60.21 |
61.43 |
67.62 |
|
|
| 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 |
73.13 |
69.28 |
3.85 |
5.5% |
2.16 |
3.1% |
6% |
False |
True |
20,846 |
| 10 |
79.11 |
69.28 |
9.83 |
14.1% |
2.32 |
3.3% |
2% |
False |
True |
23,825 |
| 20 |
79.11 |
69.28 |
9.83 |
14.1% |
2.27 |
3.3% |
2% |
False |
True |
17,925 |
| 40 |
83.87 |
69.28 |
14.59 |
21.0% |
2.18 |
3.1% |
2% |
False |
True |
15,204 |
| 60 |
84.73 |
69.28 |
15.45 |
22.2% |
2.02 |
2.9% |
1% |
False |
True |
13,572 |
| 80 |
84.87 |
69.28 |
15.59 |
22.4% |
1.80 |
2.6% |
1% |
False |
True |
11,505 |
| 100 |
84.87 |
69.28 |
15.59 |
22.4% |
1.70 |
2.4% |
1% |
False |
True |
9,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.29 |
|
2.618 |
81.69 |
|
1.618 |
78.26 |
|
1.000 |
76.14 |
|
0.618 |
74.83 |
|
HIGH |
72.71 |
|
0.618 |
71.40 |
|
0.500 |
71.00 |
|
0.382 |
70.59 |
|
LOW |
69.28 |
|
0.618 |
67.16 |
|
1.000 |
65.85 |
|
1.618 |
63.73 |
|
2.618 |
60.30 |
|
4.250 |
54.70 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.00 |
71.00 |
| PP |
70.50 |
70.50 |
| S1 |
70.01 |
70.01 |
|