NYMEX Light Sweet Crude Oil Future February 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 |
71.99 |
71.71 |
-0.28 |
-0.4% |
73.56 |
| High |
72.62 |
73.64 |
1.02 |
1.4% |
76.18 |
| Low |
71.25 |
70.06 |
-1.19 |
-1.7% |
71.25 |
| Close |
71.65 |
70.38 |
-1.27 |
-1.8% |
71.65 |
| Range |
1.37 |
3.58 |
2.21 |
161.3% |
4.93 |
| ATR |
2.37 |
2.46 |
0.09 |
3.7% |
0.00 |
| Volume |
214,486 |
330,992 |
116,506 |
54.3% |
939,272 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.10 |
79.82 |
72.35 |
|
| R3 |
78.52 |
76.24 |
71.36 |
|
| R2 |
74.94 |
74.94 |
71.04 |
|
| R1 |
72.66 |
72.66 |
70.71 |
72.01 |
| PP |
71.36 |
71.36 |
71.36 |
71.04 |
| S1 |
69.08 |
69.08 |
70.05 |
68.43 |
| S2 |
67.78 |
67.78 |
69.72 |
|
| S3 |
64.20 |
65.50 |
69.40 |
|
| S4 |
60.62 |
61.92 |
68.41 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.82 |
84.66 |
74.36 |
|
| R3 |
82.89 |
79.73 |
73.01 |
|
| R2 |
77.96 |
77.96 |
72.55 |
|
| R1 |
74.80 |
74.80 |
72.10 |
73.92 |
| PP |
73.03 |
73.03 |
73.03 |
72.58 |
| S1 |
69.87 |
69.87 |
71.20 |
68.99 |
| S2 |
68.10 |
68.10 |
70.75 |
|
| S3 |
63.17 |
64.94 |
70.29 |
|
| S4 |
58.24 |
60.01 |
68.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.18 |
70.06 |
6.12 |
8.7% |
2.51 |
3.6% |
5% |
False |
True |
254,052 |
| 10 |
76.18 |
70.06 |
6.12 |
8.7% |
2.40 |
3.4% |
5% |
False |
True |
260,313 |
| 20 |
76.18 |
67.98 |
8.20 |
11.7% |
2.38 |
3.4% |
29% |
False |
False |
216,941 |
| 40 |
82.64 |
67.98 |
14.66 |
20.8% |
2.51 |
3.6% |
16% |
False |
False |
155,093 |
| 60 |
86.93 |
67.98 |
18.95 |
26.9% |
2.48 |
3.5% |
13% |
False |
False |
120,435 |
| 80 |
88.21 |
67.98 |
20.23 |
28.7% |
2.33 |
3.3% |
12% |
False |
False |
100,084 |
| 100 |
88.21 |
67.98 |
20.23 |
28.7% |
2.17 |
3.1% |
12% |
False |
False |
83,518 |
| 120 |
88.21 |
67.98 |
20.23 |
28.7% |
2.07 |
2.9% |
12% |
False |
False |
71,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.86 |
|
2.618 |
83.01 |
|
1.618 |
79.43 |
|
1.000 |
77.22 |
|
0.618 |
75.85 |
|
HIGH |
73.64 |
|
0.618 |
72.27 |
|
0.500 |
71.85 |
|
0.382 |
71.43 |
|
LOW |
70.06 |
|
0.618 |
67.85 |
|
1.000 |
66.48 |
|
1.618 |
64.27 |
|
2.618 |
60.69 |
|
4.250 |
54.85 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
71.85 |
72.23 |
| PP |
71.36 |
71.61 |
| S1 |
70.87 |
71.00 |
|