NYMEX Light Sweet Crude Oil Future June 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 |
71.49 |
72.92 |
1.43 |
2.0% |
73.21 |
| High |
73.59 |
75.02 |
1.43 |
1.9% |
75.02 |
| Low |
71.35 |
72.56 |
1.21 |
1.7% |
70.31 |
| Close |
72.14 |
72.87 |
0.73 |
1.0% |
72.87 |
| Range |
2.24 |
2.46 |
0.22 |
9.8% |
4.71 |
| ATR |
2.30 |
2.34 |
0.04 |
1.8% |
0.00 |
| Volume |
65,643 |
61,198 |
-4,445 |
-6.8% |
302,005 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.86 |
79.33 |
74.22 |
|
| R3 |
78.40 |
76.87 |
73.55 |
|
| R2 |
75.94 |
75.94 |
73.32 |
|
| R1 |
74.41 |
74.41 |
73.10 |
73.95 |
| PP |
73.48 |
73.48 |
73.48 |
73.25 |
| S1 |
71.95 |
71.95 |
72.64 |
71.49 |
| S2 |
71.02 |
71.02 |
72.42 |
|
| S3 |
68.56 |
69.49 |
72.19 |
|
| S4 |
66.10 |
67.03 |
71.52 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.86 |
84.58 |
75.46 |
|
| R3 |
82.15 |
79.87 |
74.17 |
|
| R2 |
77.44 |
77.44 |
73.73 |
|
| R1 |
75.16 |
75.16 |
73.30 |
73.95 |
| PP |
72.73 |
72.73 |
72.73 |
72.13 |
| S1 |
70.45 |
70.45 |
72.44 |
69.24 |
| S2 |
68.02 |
68.02 |
72.01 |
|
| S3 |
63.31 |
65.74 |
71.57 |
|
| S4 |
58.60 |
61.03 |
70.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.02 |
70.31 |
4.71 |
6.5% |
2.44 |
3.4% |
54% |
True |
False |
60,401 |
| 10 |
75.02 |
70.11 |
4.91 |
6.7% |
2.44 |
3.3% |
56% |
True |
False |
58,627 |
| 20 |
76.21 |
70.11 |
6.10 |
8.4% |
2.30 |
3.2% |
45% |
False |
False |
49,522 |
| 40 |
78.80 |
69.06 |
9.74 |
13.4% |
2.30 |
3.2% |
39% |
False |
False |
51,237 |
| 60 |
83.14 |
69.06 |
14.08 |
19.3% |
2.24 |
3.1% |
27% |
False |
False |
49,571 |
| 80 |
83.26 |
69.06 |
14.20 |
19.5% |
2.13 |
2.9% |
27% |
False |
False |
48,902 |
| 100 |
84.13 |
69.06 |
15.07 |
20.7% |
1.96 |
2.7% |
25% |
False |
False |
47,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.48 |
|
2.618 |
81.46 |
|
1.618 |
79.00 |
|
1.000 |
77.48 |
|
0.618 |
76.54 |
|
HIGH |
75.02 |
|
0.618 |
74.08 |
|
0.500 |
73.79 |
|
0.382 |
73.50 |
|
LOW |
72.56 |
|
0.618 |
71.04 |
|
1.000 |
70.10 |
|
1.618 |
68.58 |
|
2.618 |
66.12 |
|
4.250 |
62.11 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.79 |
73.11 |
| PP |
73.48 |
73.03 |
| S1 |
73.18 |
72.95 |
|