NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
72.16 |
71.43 |
-0.73 |
-1.0% |
72.38 |
| High |
73.42 |
73.73 |
0.31 |
0.4% |
74.22 |
| Low |
71.22 |
71.36 |
0.14 |
0.2% |
70.02 |
| Close |
71.54 |
72.21 |
0.67 |
0.9% |
73.81 |
| Range |
2.20 |
2.37 |
0.17 |
7.7% |
4.20 |
| ATR |
2.36 |
2.36 |
0.00 |
0.0% |
0.00 |
| Volume |
37,524 |
42,084 |
4,560 |
12.2% |
184,136 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.54 |
78.25 |
73.51 |
|
| R3 |
77.17 |
75.88 |
72.86 |
|
| R2 |
74.80 |
74.80 |
72.64 |
|
| R1 |
73.51 |
73.51 |
72.43 |
74.16 |
| PP |
72.43 |
72.43 |
72.43 |
72.76 |
| S1 |
71.14 |
71.14 |
71.99 |
71.79 |
| S2 |
70.06 |
70.06 |
71.78 |
|
| S3 |
67.69 |
68.77 |
71.56 |
|
| S4 |
65.32 |
66.40 |
70.91 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.28 |
83.75 |
76.12 |
|
| R3 |
81.08 |
79.55 |
74.97 |
|
| R2 |
76.88 |
76.88 |
74.58 |
|
| R1 |
75.35 |
75.35 |
74.20 |
76.12 |
| PP |
72.68 |
72.68 |
72.68 |
73.07 |
| S1 |
71.15 |
71.15 |
73.43 |
71.92 |
| S2 |
68.48 |
68.48 |
73.04 |
|
| S3 |
64.28 |
66.95 |
72.66 |
|
| S4 |
60.08 |
62.75 |
71.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.22 |
70.37 |
3.85 |
5.3% |
2.41 |
3.3% |
48% |
False |
False |
42,247 |
| 10 |
74.86 |
70.02 |
4.84 |
6.7% |
2.54 |
3.5% |
45% |
False |
False |
38,666 |
| 20 |
76.35 |
68.85 |
7.50 |
10.4% |
2.33 |
3.2% |
45% |
False |
False |
30,417 |
| 40 |
79.11 |
68.85 |
10.26 |
14.2% |
2.30 |
3.2% |
33% |
False |
False |
24,171 |
| 60 |
83.87 |
68.85 |
15.02 |
20.8% |
2.23 |
3.1% |
22% |
False |
False |
20,275 |
| 80 |
84.73 |
68.85 |
15.88 |
22.0% |
2.10 |
2.9% |
21% |
False |
False |
17,783 |
| 100 |
84.87 |
68.85 |
16.02 |
22.2% |
1.90 |
2.6% |
21% |
False |
False |
15,288 |
| 120 |
84.87 |
68.85 |
16.02 |
22.2% |
1.80 |
2.5% |
21% |
False |
False |
13,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.80 |
|
2.618 |
79.93 |
|
1.618 |
77.56 |
|
1.000 |
76.10 |
|
0.618 |
75.19 |
|
HIGH |
73.73 |
|
0.618 |
72.82 |
|
0.500 |
72.55 |
|
0.382 |
72.27 |
|
LOW |
71.36 |
|
0.618 |
69.90 |
|
1.000 |
68.99 |
|
1.618 |
67.53 |
|
2.618 |
65.16 |
|
4.250 |
61.29 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.55 |
72.28 |
| PP |
72.43 |
72.25 |
| S1 |
72.32 |
72.23 |
|