NYMEX Light Sweet Crude Oil Future March 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 |
72.15 |
71.90 |
-0.25 |
-0.3% |
73.74 |
| High |
72.80 |
73.80 |
1.00 |
1.4% |
76.31 |
| Low |
71.47 |
70.32 |
-1.15 |
-1.6% |
71.47 |
| Close |
71.84 |
70.62 |
-1.22 |
-1.7% |
71.84 |
| Range |
1.33 |
3.48 |
2.15 |
161.7% |
4.84 |
| ATR |
2.31 |
2.39 |
0.08 |
3.6% |
0.00 |
| Volume |
63,480 |
108,516 |
45,036 |
70.9% |
294,911 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.02 |
79.80 |
72.53 |
|
| R3 |
78.54 |
76.32 |
71.58 |
|
| R2 |
75.06 |
75.06 |
71.26 |
|
| R1 |
72.84 |
72.84 |
70.94 |
72.21 |
| PP |
71.58 |
71.58 |
71.58 |
71.27 |
| S1 |
69.36 |
69.36 |
70.30 |
68.73 |
| S2 |
68.10 |
68.10 |
69.98 |
|
| S3 |
64.62 |
65.88 |
69.66 |
|
| S4 |
61.14 |
62.40 |
68.71 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.73 |
84.62 |
74.50 |
|
| R3 |
82.89 |
79.78 |
73.17 |
|
| R2 |
78.05 |
78.05 |
72.73 |
|
| R1 |
74.94 |
74.94 |
72.28 |
74.08 |
| PP |
73.21 |
73.21 |
73.21 |
72.77 |
| S1 |
70.10 |
70.10 |
71.40 |
69.24 |
| S2 |
68.37 |
68.37 |
70.95 |
|
| S3 |
63.53 |
65.26 |
70.51 |
|
| S4 |
58.69 |
60.42 |
69.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.31 |
70.32 |
5.99 |
8.5% |
2.46 |
3.5% |
5% |
False |
True |
80,685 |
| 10 |
76.31 |
70.32 |
5.99 |
8.5% |
2.35 |
3.3% |
5% |
False |
True |
82,440 |
| 20 |
76.31 |
68.28 |
8.03 |
11.4% |
2.33 |
3.3% |
29% |
False |
False |
90,129 |
| 40 |
82.04 |
68.28 |
13.76 |
19.5% |
2.43 |
3.4% |
17% |
False |
False |
80,478 |
| 60 |
85.71 |
68.28 |
17.43 |
24.7% |
2.38 |
3.4% |
13% |
False |
False |
69,232 |
| 80 |
86.68 |
68.28 |
18.40 |
26.1% |
2.22 |
3.1% |
13% |
False |
False |
63,311 |
| 100 |
86.68 |
68.28 |
18.40 |
26.1% |
2.07 |
2.9% |
13% |
False |
False |
55,489 |
| 120 |
86.68 |
68.28 |
18.40 |
26.1% |
1.99 |
2.8% |
13% |
False |
False |
49,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.59 |
|
2.618 |
82.91 |
|
1.618 |
79.43 |
|
1.000 |
77.28 |
|
0.618 |
75.95 |
|
HIGH |
73.80 |
|
0.618 |
72.47 |
|
0.500 |
72.06 |
|
0.382 |
71.65 |
|
LOW |
70.32 |
|
0.618 |
68.17 |
|
1.000 |
66.84 |
|
1.618 |
64.69 |
|
2.618 |
61.21 |
|
4.250 |
55.53 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.06 |
72.47 |
| PP |
71.58 |
71.85 |
| S1 |
71.10 |
71.24 |
|