NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
70.50 |
73.04 |
2.54 |
3.6% |
73.56 |
| High |
73.23 |
74.00 |
0.77 |
1.1% |
76.18 |
| Low |
69.28 |
71.06 |
1.78 |
2.6% |
71.25 |
| Close |
72.70 |
72.19 |
-0.51 |
-0.7% |
71.65 |
| Range |
3.95 |
2.94 |
-1.01 |
-25.6% |
4.93 |
| ATR |
2.56 |
2.59 |
0.03 |
1.1% |
0.00 |
| Volume |
334,861 |
344,467 |
9,606 |
2.9% |
939,272 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.24 |
79.65 |
73.81 |
|
| R3 |
78.30 |
76.71 |
73.00 |
|
| R2 |
75.36 |
75.36 |
72.73 |
|
| R1 |
73.77 |
73.77 |
72.46 |
73.10 |
| PP |
72.42 |
72.42 |
72.42 |
72.08 |
| S1 |
70.83 |
70.83 |
71.92 |
70.16 |
| S2 |
69.48 |
69.48 |
71.65 |
|
| S3 |
66.54 |
67.89 |
71.38 |
|
| S4 |
63.60 |
64.95 |
70.57 |
|
|
| 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 |
74.40 |
69.28 |
5.12 |
7.1% |
2.90 |
4.0% |
57% |
False |
False |
297,510 |
| 10 |
76.18 |
69.28 |
6.90 |
9.6% |
2.50 |
3.5% |
42% |
False |
False |
269,753 |
| 20 |
76.18 |
67.98 |
8.20 |
11.4% |
2.51 |
3.5% |
51% |
False |
False |
235,851 |
| 40 |
80.49 |
67.98 |
12.51 |
17.3% |
2.56 |
3.6% |
34% |
False |
False |
168,774 |
| 60 |
86.93 |
67.98 |
18.95 |
26.3% |
2.53 |
3.5% |
22% |
False |
False |
130,114 |
| 80 |
88.21 |
67.98 |
20.23 |
28.0% |
2.38 |
3.3% |
21% |
False |
False |
107,935 |
| 100 |
88.21 |
67.98 |
20.23 |
28.0% |
2.21 |
3.1% |
21% |
False |
False |
90,075 |
| 120 |
88.21 |
67.98 |
20.23 |
28.0% |
2.10 |
2.9% |
21% |
False |
False |
76,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.50 |
|
2.618 |
81.70 |
|
1.618 |
78.76 |
|
1.000 |
76.94 |
|
0.618 |
75.82 |
|
HIGH |
74.00 |
|
0.618 |
72.88 |
|
0.500 |
72.53 |
|
0.382 |
72.18 |
|
LOW |
71.06 |
|
0.618 |
69.24 |
|
1.000 |
68.12 |
|
1.618 |
66.30 |
|
2.618 |
63.36 |
|
4.250 |
58.57 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.53 |
72.01 |
| PP |
72.42 |
71.82 |
| S1 |
72.30 |
71.64 |
|