NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 02-Jan-2024

Day Change Summary
	Previous	Current
	29-Dec-2023	02-Jan-2024	Change	Change %	Previous Week
Open	72.65	72.22	-0.43	-0.6%	73.81
High	72.99	73.95	0.96	1.3%	76.21
Low	71.76	70.79	-0.97	-1.4%	71.76
Close	72.12	71.04	-1.08	-1.5%	72.12
Range	1.23	3.16	1.93	156.9%	4.45
ATR	2.11	2.19	0.07	3.5%	0.00
Volume	26,036	54,557	28,521	109.5%	134,598

Daily Pivots for day following 02-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	81.41	79.38	72.78
R3	78.25	76.22	71.91
R2	75.09	75.09	71.62
R1	73.06	73.06	71.33	72.50
PP	71.93	71.93	71.93	71.64
S1	69.90	69.90	70.75	69.34
S2	68.77	68.77	70.46
S3	65.61	66.74	70.17
S4	62.45	63.58	69.30

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.71	83.87	74.57
R3	82.26	79.42	73.34
R2	77.81	77.81	72.94
R1	74.97	74.97	72.53	74.17
PP	73.36	73.36	73.36	72.96
S1	70.52	70.52	71.71	69.72
S2	68.91	68.91	71.30
S3	64.46	66.07	70.90
S4	60.01	61.62	69.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.21	70.79	5.42	7.6%	2.27	3.2%	5%	False	True	37,831
10	76.21	70.79	5.42	7.6%	2.16	3.0%	5%	False	True	39,168
20	76.21	69.06	7.15	10.1%	2.14	3.0%	28%	False	False	45,289
40	80.46	69.06	11.40	16.0%	2.23	3.1%	17%	False	False	48,369
60	83.14	69.06	14.08	19.8%	2.15	3.0%	14%	False	False	46,998
80	84.13	69.06	15.07	21.2%	2.00	2.8%	13%	False	False	47,435

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	87.38
2.618	82.22
1.618	79.06
1.000	77.11
0.618	75.90
HIGH	73.95
0.618	72.74
0.500	72.37
0.382	72.00
LOW	70.79
0.618	68.84
1.000	67.63
1.618	65.68
2.618	62.52
4.250	57.36

Fisher Pivots for day following 02-Jan-2024
Pivot	1 day	3 day
R1	72.37	72.82
PP	71.93	72.23
S1	71.48	71.63

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols