NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
74.25 |
73.97 |
-0.28 |
-0.4% |
73.00 |
| High |
75.15 |
76.35 |
1.20 |
1.6% |
75.77 |
| Low |
73.73 |
73.52 |
-0.21 |
-0.3% |
71.84 |
| Close |
73.88 |
75.79 |
1.91 |
2.6% |
73.88 |
| Range |
1.42 |
2.83 |
1.41 |
99.3% |
3.93 |
| ATR |
2.16 |
2.21 |
0.05 |
2.2% |
0.00 |
| Volume |
26,339 |
22,844 |
-3,495 |
-13.3% |
108,642 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.71 |
82.58 |
77.35 |
|
| R3 |
80.88 |
79.75 |
76.57 |
|
| R2 |
78.05 |
78.05 |
76.31 |
|
| R1 |
76.92 |
76.92 |
76.05 |
77.49 |
| PP |
75.22 |
75.22 |
75.22 |
75.50 |
| S1 |
74.09 |
74.09 |
75.53 |
74.66 |
| S2 |
72.39 |
72.39 |
75.27 |
|
| S3 |
69.56 |
71.26 |
75.01 |
|
| S4 |
66.73 |
68.43 |
74.23 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.62 |
83.68 |
76.04 |
|
| R3 |
81.69 |
79.75 |
74.96 |
|
| R2 |
77.76 |
77.76 |
74.60 |
|
| R1 |
75.82 |
75.82 |
74.24 |
76.79 |
| PP |
73.83 |
73.83 |
73.83 |
74.32 |
| S1 |
71.89 |
71.89 |
73.52 |
72.86 |
| S2 |
69.90 |
69.90 |
73.16 |
|
| S3 |
65.97 |
67.96 |
72.80 |
|
| S4 |
62.04 |
64.03 |
71.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.35 |
72.93 |
3.42 |
4.5% |
1.98 |
2.6% |
84% |
True |
False |
23,339 |
| 10 |
76.35 |
68.85 |
7.50 |
9.9% |
2.31 |
3.0% |
93% |
True |
False |
23,800 |
| 20 |
79.11 |
68.85 |
10.26 |
13.5% |
2.24 |
3.0% |
68% |
False |
False |
23,143 |
| 40 |
81.26 |
68.85 |
12.41 |
16.4% |
2.22 |
2.9% |
56% |
False |
False |
17,824 |
| 60 |
83.87 |
68.85 |
15.02 |
19.8% |
2.13 |
2.8% |
46% |
False |
False |
15,341 |
| 80 |
84.87 |
68.85 |
16.02 |
21.1% |
1.92 |
2.5% |
43% |
False |
False |
13,717 |
| 100 |
84.87 |
68.85 |
16.02 |
21.1% |
1.77 |
2.3% |
43% |
False |
False |
11,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.38 |
|
2.618 |
83.76 |
|
1.618 |
80.93 |
|
1.000 |
79.18 |
|
0.618 |
78.10 |
|
HIGH |
76.35 |
|
0.618 |
75.27 |
|
0.500 |
74.94 |
|
0.382 |
74.60 |
|
LOW |
73.52 |
|
0.618 |
71.77 |
|
1.000 |
70.69 |
|
1.618 |
68.94 |
|
2.618 |
66.11 |
|
4.250 |
61.49 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.51 |
75.42 |
| PP |
75.22 |
75.04 |
| S1 |
74.94 |
74.67 |
|