NYMEX Light Sweet Crude Oil Future June 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 |
71.11 |
73.27 |
2.16 |
3.0% |
73.81 |
| High |
73.44 |
74.09 |
0.65 |
0.9% |
76.21 |
| Low |
70.11 |
71.40 |
1.29 |
1.8% |
71.76 |
| Close |
73.09 |
72.43 |
-0.66 |
-0.9% |
72.12 |
| Range |
3.33 |
2.69 |
-0.64 |
-19.2% |
4.45 |
| ATR |
2.27 |
2.30 |
0.03 |
1.3% |
0.00 |
| Volume |
72,525 |
64,605 |
-7,920 |
-10.9% |
134,598 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.71 |
79.26 |
73.91 |
|
| R3 |
78.02 |
76.57 |
73.17 |
|
| R2 |
75.33 |
75.33 |
72.92 |
|
| R1 |
73.88 |
73.88 |
72.68 |
73.26 |
| PP |
72.64 |
72.64 |
72.64 |
72.33 |
| S1 |
71.19 |
71.19 |
72.18 |
70.57 |
| S2 |
69.95 |
69.95 |
71.94 |
|
| S3 |
67.26 |
68.50 |
71.69 |
|
| S4 |
64.57 |
65.81 |
70.95 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.71 |
83.87 |
74.57 |
|
| R3 |
82.26 |
79.42 |
73.34 |
|
| R2 |
77.81 |
77.81 |
72.94 |
|
| R1 |
74.97 |
74.97 |
72.53 |
74.17 |
| PP |
73.36 |
73.36 |
73.36 |
72.96 |
| S1 |
70.52 |
70.52 |
71.71 |
69.72 |
| S2 |
68.91 |
68.91 |
71.30 |
|
| S3 |
64.46 |
66.07 |
70.90 |
|
| S4 |
60.01 |
61.62 |
69.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.85 |
70.11 |
4.74 |
6.5% |
2.60 |
3.6% |
49% |
False |
False |
50,814 |
| 10 |
76.21 |
70.11 |
6.10 |
8.4% |
2.22 |
3.1% |
38% |
False |
False |
44,945 |
| 20 |
76.21 |
69.06 |
7.15 |
9.9% |
2.24 |
3.1% |
47% |
False |
False |
45,416 |
| 40 |
78.95 |
69.06 |
9.89 |
13.7% |
2.27 |
3.1% |
34% |
False |
False |
49,652 |
| 60 |
83.14 |
69.06 |
14.08 |
19.4% |
2.19 |
3.0% |
24% |
False |
False |
47,830 |
| 80 |
84.13 |
69.06 |
15.07 |
20.8% |
2.04 |
2.8% |
22% |
False |
False |
48,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.52 |
|
2.618 |
81.13 |
|
1.618 |
78.44 |
|
1.000 |
76.78 |
|
0.618 |
75.75 |
|
HIGH |
74.09 |
|
0.618 |
73.06 |
|
0.500 |
72.75 |
|
0.382 |
72.43 |
|
LOW |
71.40 |
|
0.618 |
69.74 |
|
1.000 |
68.71 |
|
1.618 |
67.05 |
|
2.618 |
64.36 |
|
4.250 |
59.97 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.75 |
72.32 |
| PP |
72.64 |
72.21 |
| S1 |
72.54 |
72.10 |
|