NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
76.69 |
77.43 |
0.74 |
1.0% |
73.25 |
| High |
77.74 |
77.70 |
-0.04 |
-0.1% |
77.88 |
| Low |
75.63 |
75.23 |
-0.40 |
-0.5% |
72.43 |
| Close |
77.48 |
75.56 |
-1.92 |
-2.5% |
77.68 |
| Range |
2.11 |
2.47 |
0.36 |
17.1% |
5.45 |
| ATR |
2.23 |
2.25 |
0.02 |
0.8% |
0.00 |
| Volume |
66,216 |
61,567 |
-4,649 |
-7.0% |
335,869 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.57 |
82.04 |
76.92 |
|
| R3 |
81.10 |
79.57 |
76.24 |
|
| R2 |
78.63 |
78.63 |
76.01 |
|
| R1 |
77.10 |
77.10 |
75.79 |
76.63 |
| PP |
76.16 |
76.16 |
76.16 |
75.93 |
| S1 |
74.63 |
74.63 |
75.33 |
74.16 |
| S2 |
73.69 |
73.69 |
75.11 |
|
| S3 |
71.22 |
72.16 |
74.88 |
|
| S4 |
68.75 |
69.69 |
74.20 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.35 |
90.46 |
80.68 |
|
| R3 |
86.90 |
85.01 |
79.18 |
|
| R2 |
81.45 |
81.45 |
78.68 |
|
| R1 |
79.56 |
79.56 |
78.18 |
80.51 |
| PP |
76.00 |
76.00 |
76.00 |
76.47 |
| S1 |
74.11 |
74.11 |
77.18 |
75.06 |
| S2 |
70.55 |
70.55 |
76.68 |
|
| S3 |
65.10 |
68.66 |
76.18 |
|
| S4 |
59.65 |
63.21 |
74.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.80 |
74.91 |
3.89 |
5.1% |
2.31 |
3.1% |
17% |
False |
False |
67,985 |
| 10 |
78.80 |
71.96 |
6.84 |
9.1% |
2.11 |
2.8% |
53% |
False |
False |
63,498 |
| 20 |
78.80 |
70.02 |
8.78 |
11.6% |
2.30 |
3.0% |
63% |
False |
False |
55,377 |
| 40 |
78.80 |
68.85 |
9.95 |
13.2% |
2.23 |
2.9% |
67% |
False |
False |
39,371 |
| 60 |
80.99 |
68.85 |
12.14 |
16.1% |
2.25 |
3.0% |
55% |
False |
False |
30,895 |
| 80 |
83.87 |
68.85 |
15.02 |
19.9% |
2.17 |
2.9% |
45% |
False |
False |
25,969 |
| 100 |
84.87 |
68.85 |
16.02 |
21.2% |
2.03 |
2.7% |
42% |
False |
False |
22,659 |
| 120 |
84.87 |
68.85 |
16.02 |
21.2% |
1.89 |
2.5% |
42% |
False |
False |
19,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.20 |
|
2.618 |
84.17 |
|
1.618 |
81.70 |
|
1.000 |
80.17 |
|
0.618 |
79.23 |
|
HIGH |
77.70 |
|
0.618 |
76.76 |
|
0.500 |
76.47 |
|
0.382 |
76.17 |
|
LOW |
75.23 |
|
0.618 |
73.70 |
|
1.000 |
72.76 |
|
1.618 |
71.23 |
|
2.618 |
68.76 |
|
4.250 |
64.73 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
76.47 |
77.02 |
| PP |
76.16 |
76.53 |
| S1 |
75.86 |
76.05 |
|