NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
74.06 |
73.81 |
-0.25 |
-0.3% |
71.36 |
| High |
75.37 |
74.58 |
-0.79 |
-1.0% |
72.73 |
| Low |
73.60 |
72.44 |
-1.16 |
-1.6% |
67.98 |
| Close |
74.22 |
73.89 |
-0.33 |
-0.4% |
71.78 |
| Range |
1.77 |
2.14 |
0.37 |
20.9% |
4.75 |
| ATR |
2.52 |
2.49 |
-0.03 |
-1.1% |
0.00 |
| Volume |
273,364 |
251,982 |
-21,382 |
-7.8% |
981,554 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.06 |
79.11 |
75.07 |
|
| R3 |
77.92 |
76.97 |
74.48 |
|
| R2 |
75.78 |
75.78 |
74.28 |
|
| R1 |
74.83 |
74.83 |
74.09 |
75.31 |
| PP |
73.64 |
73.64 |
73.64 |
73.87 |
| S1 |
72.69 |
72.69 |
73.69 |
73.17 |
| S2 |
71.50 |
71.50 |
73.50 |
|
| S3 |
69.36 |
70.55 |
73.30 |
|
| S4 |
67.22 |
68.41 |
72.71 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.08 |
83.18 |
74.39 |
|
| R3 |
80.33 |
78.43 |
73.09 |
|
| R2 |
75.58 |
75.58 |
72.65 |
|
| R1 |
73.68 |
73.68 |
72.22 |
74.63 |
| PP |
70.83 |
70.83 |
70.83 |
71.31 |
| S1 |
68.93 |
68.93 |
71.34 |
69.88 |
| S2 |
66.08 |
66.08 |
70.91 |
|
| S3 |
61.33 |
64.18 |
70.47 |
|
| S4 |
56.58 |
59.43 |
69.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.37 |
70.64 |
4.73 |
6.4% |
2.35 |
3.2% |
69% |
False |
False |
274,627 |
| 10 |
75.37 |
67.98 |
7.39 |
10.0% |
2.40 |
3.3% |
80% |
False |
False |
221,655 |
| 20 |
79.67 |
67.98 |
11.69 |
15.8% |
2.46 |
3.3% |
51% |
False |
False |
178,810 |
| 40 |
84.11 |
67.98 |
16.13 |
21.8% |
2.54 |
3.4% |
37% |
False |
False |
126,572 |
| 60 |
88.21 |
67.98 |
20.23 |
27.4% |
2.51 |
3.4% |
29% |
False |
False |
100,027 |
| 80 |
88.21 |
67.98 |
20.23 |
27.4% |
2.27 |
3.1% |
29% |
False |
False |
83,416 |
| 100 |
88.21 |
67.98 |
20.23 |
27.4% |
2.14 |
2.9% |
29% |
False |
False |
69,339 |
| 120 |
88.21 |
67.98 |
20.23 |
27.4% |
2.03 |
2.7% |
29% |
False |
False |
59,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.68 |
|
2.618 |
80.18 |
|
1.618 |
78.04 |
|
1.000 |
76.72 |
|
0.618 |
75.90 |
|
HIGH |
74.58 |
|
0.618 |
73.76 |
|
0.500 |
73.51 |
|
0.382 |
73.26 |
|
LOW |
72.44 |
|
0.618 |
71.12 |
|
1.000 |
70.30 |
|
1.618 |
68.98 |
|
2.618 |
66.84 |
|
4.250 |
63.35 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.76 |
73.85 |
| PP |
73.64 |
73.80 |
| S1 |
73.51 |
73.76 |
|