NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
71.71 |
70.50 |
-1.21 |
-1.7% |
73.56 |
| High |
73.64 |
73.23 |
-0.41 |
-0.6% |
76.18 |
| Low |
70.06 |
69.28 |
-0.78 |
-1.1% |
71.25 |
| Close |
70.38 |
72.70 |
2.32 |
3.3% |
71.65 |
| Range |
3.58 |
3.95 |
0.37 |
10.3% |
4.93 |
| ATR |
2.46 |
2.56 |
0.11 |
4.3% |
0.00 |
| Volume |
330,992 |
334,861 |
3,869 |
1.2% |
939,272 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.59 |
82.09 |
74.87 |
|
| R3 |
79.64 |
78.14 |
73.79 |
|
| R2 |
75.69 |
75.69 |
73.42 |
|
| R1 |
74.19 |
74.19 |
73.06 |
74.94 |
| PP |
71.74 |
71.74 |
71.74 |
72.11 |
| S1 |
70.24 |
70.24 |
72.34 |
70.99 |
| S2 |
67.79 |
67.79 |
71.98 |
|
| S3 |
63.84 |
66.29 |
71.61 |
|
| S4 |
59.89 |
62.34 |
70.53 |
|
|
| 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 |
75.66 |
69.28 |
6.38 |
8.8% |
2.69 |
3.7% |
54% |
False |
True |
279,282 |
| 10 |
76.18 |
69.28 |
6.90 |
9.5% |
2.43 |
3.3% |
50% |
False |
True |
258,311 |
| 20 |
76.18 |
67.98 |
8.20 |
11.3% |
2.47 |
3.4% |
58% |
False |
False |
225,763 |
| 40 |
81.49 |
67.98 |
13.51 |
18.6% |
2.53 |
3.5% |
35% |
False |
False |
161,606 |
| 60 |
86.93 |
67.98 |
18.95 |
26.1% |
2.52 |
3.5% |
25% |
False |
False |
125,161 |
| 80 |
88.21 |
67.98 |
20.23 |
27.8% |
2.36 |
3.2% |
23% |
False |
False |
103,941 |
| 100 |
88.21 |
67.98 |
20.23 |
27.8% |
2.19 |
3.0% |
23% |
False |
False |
86,740 |
| 120 |
88.21 |
67.98 |
20.23 |
27.8% |
2.09 |
2.9% |
23% |
False |
False |
74,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.02 |
|
2.618 |
83.57 |
|
1.618 |
79.62 |
|
1.000 |
77.18 |
|
0.618 |
75.67 |
|
HIGH |
73.23 |
|
0.618 |
71.72 |
|
0.500 |
71.26 |
|
0.382 |
70.79 |
|
LOW |
69.28 |
|
0.618 |
66.84 |
|
1.000 |
65.33 |
|
1.618 |
62.89 |
|
2.618 |
58.94 |
|
4.250 |
52.49 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.22 |
72.29 |
| PP |
71.74 |
71.87 |
| S1 |
71.26 |
71.46 |
|