NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
71.33 |
73.01 |
1.68 |
2.4% |
73.51 |
| High |
73.81 |
75.25 |
1.44 |
2.0% |
75.25 |
| Low |
71.17 |
72.36 |
1.19 |
1.7% |
70.13 |
| Close |
72.02 |
72.68 |
0.66 |
0.9% |
72.68 |
| Range |
2.64 |
2.89 |
0.25 |
9.5% |
5.12 |
| ATR |
2.63 |
2.67 |
0.04 |
1.6% |
0.00 |
| Volume |
373,645 |
403,636 |
29,991 |
8.0% |
1,885,747 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.10 |
80.28 |
74.27 |
|
| R3 |
79.21 |
77.39 |
73.47 |
|
| R2 |
76.32 |
76.32 |
73.21 |
|
| R1 |
74.50 |
74.50 |
72.94 |
73.97 |
| PP |
73.43 |
73.43 |
73.43 |
73.16 |
| S1 |
71.61 |
71.61 |
72.42 |
71.08 |
| S2 |
70.54 |
70.54 |
72.15 |
|
| S3 |
67.65 |
68.72 |
71.89 |
|
| S4 |
64.76 |
65.83 |
71.09 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.05 |
85.48 |
75.50 |
|
| R3 |
82.93 |
80.36 |
74.09 |
|
| R2 |
77.81 |
77.81 |
73.62 |
|
| R1 |
75.24 |
75.24 |
73.15 |
73.97 |
| PP |
72.69 |
72.69 |
72.69 |
72.05 |
| S1 |
70.12 |
70.12 |
72.21 |
68.85 |
| S2 |
67.57 |
67.57 |
71.74 |
|
| S3 |
62.45 |
65.00 |
71.27 |
|
| S4 |
57.33 |
59.88 |
69.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.25 |
70.13 |
5.12 |
7.0% |
2.88 |
4.0% |
50% |
True |
False |
377,149 |
| 10 |
75.25 |
69.28 |
5.97 |
8.2% |
2.83 |
3.9% |
57% |
True |
False |
343,607 |
| 20 |
76.18 |
69.28 |
6.90 |
9.5% |
2.61 |
3.6% |
49% |
False |
False |
299,037 |
| 40 |
79.67 |
67.98 |
11.69 |
16.1% |
2.61 |
3.6% |
40% |
False |
False |
213,664 |
| 60 |
86.93 |
67.98 |
18.95 |
26.1% |
2.58 |
3.6% |
25% |
False |
False |
162,897 |
| 80 |
88.21 |
67.98 |
20.23 |
27.8% |
2.48 |
3.4% |
23% |
False |
False |
132,695 |
| 100 |
88.21 |
67.98 |
20.23 |
27.8% |
2.28 |
3.1% |
23% |
False |
False |
111,494 |
| 120 |
88.21 |
67.98 |
20.23 |
27.8% |
2.16 |
3.0% |
23% |
False |
False |
94,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.53 |
|
2.618 |
82.82 |
|
1.618 |
79.93 |
|
1.000 |
78.14 |
|
0.618 |
77.04 |
|
HIGH |
75.25 |
|
0.618 |
74.15 |
|
0.500 |
73.81 |
|
0.382 |
73.46 |
|
LOW |
72.36 |
|
0.618 |
70.57 |
|
1.000 |
69.47 |
|
1.618 |
67.68 |
|
2.618 |
64.79 |
|
4.250 |
60.08 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.81 |
73.13 |
| PP |
73.43 |
72.98 |
| S1 |
73.06 |
72.83 |
|