NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
73.81 |
75.41 |
1.60 |
2.2% |
73.01 |
| High |
76.21 |
75.78 |
-0.43 |
-0.6% |
75.75 |
| Low |
73.40 |
74.24 |
0.84 |
1.1% |
71.97 |
| Close |
75.65 |
74.57 |
-1.08 |
-1.4% |
73.80 |
| Range |
2.81 |
1.54 |
-1.27 |
-45.2% |
3.78 |
| ATR |
2.20 |
2.15 |
-0.05 |
-2.1% |
0.00 |
| Volume |
39,498 |
32,713 |
-6,785 |
-17.2% |
202,526 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.48 |
78.57 |
75.42 |
|
| R3 |
77.94 |
77.03 |
74.99 |
|
| R2 |
76.40 |
76.40 |
74.85 |
|
| R1 |
75.49 |
75.49 |
74.71 |
75.18 |
| PP |
74.86 |
74.86 |
74.86 |
74.71 |
| S1 |
73.95 |
73.95 |
74.43 |
73.64 |
| S2 |
73.32 |
73.32 |
74.29 |
|
| S3 |
71.78 |
72.41 |
74.15 |
|
| S4 |
70.24 |
70.87 |
73.72 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.18 |
83.27 |
75.88 |
|
| R3 |
81.40 |
79.49 |
74.84 |
|
| R2 |
77.62 |
77.62 |
74.49 |
|
| R1 |
75.71 |
75.71 |
74.15 |
76.67 |
| PP |
73.84 |
73.84 |
73.84 |
74.32 |
| S1 |
71.93 |
71.93 |
73.45 |
72.89 |
| S2 |
70.06 |
70.06 |
73.11 |
|
| S3 |
66.28 |
68.15 |
72.76 |
|
| S4 |
62.50 |
64.37 |
71.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.21 |
73.04 |
3.17 |
4.3% |
1.84 |
2.5% |
48% |
False |
False |
39,076 |
| 10 |
76.21 |
69.06 |
7.15 |
9.6% |
2.09 |
2.8% |
77% |
False |
False |
41,412 |
| 20 |
78.80 |
69.06 |
9.74 |
13.1% |
2.21 |
3.0% |
57% |
False |
False |
50,548 |
| 40 |
80.46 |
69.06 |
11.40 |
15.3% |
2.21 |
3.0% |
48% |
False |
False |
48,822 |
| 60 |
83.14 |
69.06 |
14.08 |
18.9% |
2.16 |
2.9% |
39% |
False |
False |
47,567 |
| 80 |
84.13 |
69.06 |
15.07 |
20.2% |
1.96 |
2.6% |
37% |
False |
False |
47,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.33 |
|
2.618 |
79.81 |
|
1.618 |
78.27 |
|
1.000 |
77.32 |
|
0.618 |
76.73 |
|
HIGH |
75.78 |
|
0.618 |
75.19 |
|
0.500 |
75.01 |
|
0.382 |
74.83 |
|
LOW |
74.24 |
|
0.618 |
73.29 |
|
1.000 |
72.70 |
|
1.618 |
71.75 |
|
2.618 |
70.21 |
|
4.250 |
67.70 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.01 |
74.81 |
| PP |
74.86 |
74.73 |
| S1 |
74.72 |
74.65 |
|