NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
71.43 |
73.19 |
1.76 |
2.5% |
73.75 |
| High |
73.73 |
75.20 |
1.47 |
2.0% |
75.20 |
| Low |
71.36 |
72.62 |
1.26 |
1.8% |
70.37 |
| Close |
72.21 |
72.93 |
0.72 |
1.0% |
72.93 |
| Range |
2.37 |
2.58 |
0.21 |
8.9% |
4.83 |
| ATR |
2.36 |
2.40 |
0.05 |
1.9% |
0.00 |
| Volume |
42,084 |
56,287 |
14,203 |
33.7% |
214,847 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.32 |
79.71 |
74.35 |
|
| R3 |
78.74 |
77.13 |
73.64 |
|
| R2 |
76.16 |
76.16 |
73.40 |
|
| R1 |
74.55 |
74.55 |
73.17 |
74.07 |
| PP |
73.58 |
73.58 |
73.58 |
73.34 |
| S1 |
71.97 |
71.97 |
72.69 |
71.49 |
| S2 |
71.00 |
71.00 |
72.46 |
|
| S3 |
68.42 |
69.39 |
72.22 |
|
| S4 |
65.84 |
66.81 |
71.51 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.32 |
84.96 |
75.59 |
|
| R3 |
82.49 |
80.13 |
74.26 |
|
| R2 |
77.66 |
77.66 |
73.82 |
|
| R1 |
75.30 |
75.30 |
73.37 |
74.07 |
| PP |
72.83 |
72.83 |
72.83 |
72.22 |
| S1 |
70.47 |
70.47 |
72.49 |
69.24 |
| S2 |
68.00 |
68.00 |
72.04 |
|
| S3 |
63.17 |
65.64 |
71.60 |
|
| S4 |
58.34 |
60.81 |
70.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.20 |
70.37 |
4.83 |
6.6% |
2.56 |
3.5% |
53% |
True |
False |
42,969 |
| 10 |
75.20 |
70.02 |
5.18 |
7.1% |
2.54 |
3.5% |
56% |
True |
False |
41,531 |
| 20 |
76.35 |
70.02 |
6.33 |
8.7% |
2.36 |
3.2% |
46% |
False |
False |
32,223 |
| 40 |
79.11 |
68.85 |
10.26 |
14.1% |
2.32 |
3.2% |
40% |
False |
False |
25,270 |
| 60 |
83.87 |
68.85 |
15.02 |
20.6% |
2.25 |
3.1% |
27% |
False |
False |
21,092 |
| 80 |
83.96 |
68.85 |
15.11 |
20.7% |
2.11 |
2.9% |
27% |
False |
False |
18,348 |
| 100 |
84.87 |
68.85 |
16.02 |
22.0% |
1.92 |
2.6% |
25% |
False |
False |
15,839 |
| 120 |
84.87 |
68.85 |
16.02 |
22.0% |
1.81 |
2.5% |
25% |
False |
False |
13,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.17 |
|
2.618 |
81.95 |
|
1.618 |
79.37 |
|
1.000 |
77.78 |
|
0.618 |
76.79 |
|
HIGH |
75.20 |
|
0.618 |
74.21 |
|
0.500 |
73.91 |
|
0.382 |
73.61 |
|
LOW |
72.62 |
|
0.618 |
71.03 |
|
1.000 |
70.04 |
|
1.618 |
68.45 |
|
2.618 |
65.87 |
|
4.250 |
61.66 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.91 |
73.21 |
| PP |
73.58 |
73.12 |
| S1 |
73.26 |
73.02 |
|