NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
75.41 |
74.27 |
-1.14 |
-1.5% |
73.01 |
| High |
75.78 |
74.85 |
-0.93 |
-1.2% |
75.75 |
| Low |
74.24 |
72.25 |
-1.99 |
-2.7% |
71.97 |
| Close |
74.57 |
72.29 |
-2.28 |
-3.1% |
73.80 |
| Range |
1.54 |
2.60 |
1.06 |
68.8% |
3.78 |
| ATR |
2.15 |
2.18 |
0.03 |
1.5% |
0.00 |
| Volume |
32,713 |
36,351 |
3,638 |
11.1% |
202,526 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.93 |
79.21 |
73.72 |
|
| R3 |
78.33 |
76.61 |
73.01 |
|
| R2 |
75.73 |
75.73 |
72.77 |
|
| R1 |
74.01 |
74.01 |
72.53 |
73.57 |
| PP |
73.13 |
73.13 |
73.13 |
72.91 |
| S1 |
71.41 |
71.41 |
72.05 |
70.97 |
| S2 |
70.53 |
70.53 |
71.81 |
|
| S3 |
67.93 |
68.81 |
71.58 |
|
| S4 |
65.33 |
66.21 |
70.86 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.18 |
83.27 |
75.88 |
|
| R3 |
81.40 |
79.49 |
74.84 |
|
| R2 |
77.62 |
77.62 |
74.49 |
|
| R1 |
75.71 |
75.71 |
74.15 |
76.67 |
| PP |
73.84 |
73.84 |
73.84 |
74.32 |
| S1 |
71.93 |
71.93 |
73.45 |
72.89 |
| S2 |
70.06 |
70.06 |
73.11 |
|
| S3 |
66.28 |
68.15 |
72.76 |
|
| S4 |
62.50 |
64.37 |
71.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.21 |
72.25 |
3.96 |
5.5% |
2.06 |
2.8% |
1% |
False |
True |
37,374 |
| 10 |
76.21 |
70.75 |
5.46 |
7.6% |
2.15 |
3.0% |
28% |
False |
False |
40,417 |
| 20 |
78.80 |
69.06 |
9.74 |
13.5% |
2.24 |
3.1% |
33% |
False |
False |
49,966 |
| 40 |
80.46 |
69.06 |
11.40 |
15.8% |
2.22 |
3.1% |
28% |
False |
False |
48,695 |
| 60 |
83.14 |
69.06 |
14.08 |
19.5% |
2.19 |
3.0% |
23% |
False |
False |
47,417 |
| 80 |
84.13 |
69.06 |
15.07 |
20.8% |
1.97 |
2.7% |
21% |
False |
False |
47,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.90 |
|
2.618 |
81.66 |
|
1.618 |
79.06 |
|
1.000 |
77.45 |
|
0.618 |
76.46 |
|
HIGH |
74.85 |
|
0.618 |
73.86 |
|
0.500 |
73.55 |
|
0.382 |
73.24 |
|
LOW |
72.25 |
|
0.618 |
70.64 |
|
1.000 |
69.65 |
|
1.618 |
68.04 |
|
2.618 |
65.44 |
|
4.250 |
61.20 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.55 |
74.23 |
| PP |
73.13 |
73.58 |
| S1 |
72.71 |
72.94 |
|