NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 16-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
78.17 |
76.60 |
-1.57 |
-2.0% |
81.13 |
High |
78.77 |
76.63 |
-2.14 |
-2.7% |
82.24 |
Low |
76.31 |
72.16 |
-4.15 |
-5.4% |
74.91 |
Close |
76.66 |
72.90 |
-3.76 |
-4.9% |
77.17 |
Range |
2.46 |
4.47 |
2.01 |
81.7% |
7.33 |
ATR |
2.68 |
2.81 |
0.13 |
4.9% |
0.00 |
Volume |
282,301 |
125,165 |
-157,136 |
-55.7% |
1,667,495 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.31 |
84.57 |
75.36 |
|
R3 |
82.84 |
80.10 |
74.13 |
|
R2 |
78.37 |
78.37 |
73.72 |
|
R1 |
75.63 |
75.63 |
73.31 |
74.77 |
PP |
73.90 |
73.90 |
73.90 |
73.46 |
S1 |
71.16 |
71.16 |
72.49 |
70.30 |
S2 |
69.43 |
69.43 |
72.08 |
|
S3 |
64.96 |
66.69 |
71.67 |
|
S4 |
60.49 |
62.22 |
70.44 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.10 |
95.96 |
81.20 |
|
R3 |
92.77 |
88.63 |
79.19 |
|
R2 |
85.44 |
85.44 |
78.51 |
|
R1 |
81.30 |
81.30 |
77.84 |
79.71 |
PP |
78.11 |
78.11 |
78.11 |
77.31 |
S1 |
73.97 |
73.97 |
76.50 |
72.38 |
S2 |
70.78 |
70.78 |
75.83 |
|
S3 |
63.45 |
66.64 |
75.15 |
|
S4 |
56.12 |
59.31 |
73.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.77 |
72.16 |
7.61 |
10.4% |
2.75 |
3.8% |
10% |
False |
True |
240,073 |
10 |
83.60 |
72.16 |
11.44 |
15.7% |
2.74 |
3.8% |
6% |
False |
True |
305,814 |
20 |
89.85 |
72.16 |
17.69 |
24.3% |
2.86 |
3.9% |
4% |
False |
True |
324,641 |
40 |
92.48 |
72.16 |
20.32 |
27.9% |
2.76 |
3.8% |
4% |
False |
True |
284,694 |
60 |
92.48 |
72.16 |
20.32 |
27.9% |
2.42 |
3.3% |
4% |
False |
True |
240,741 |
80 |
92.48 |
72.16 |
20.32 |
27.9% |
2.26 |
3.1% |
4% |
False |
True |
207,837 |
100 |
92.48 |
67.48 |
25.00 |
34.3% |
2.15 |
3.0% |
22% |
False |
False |
184,781 |
120 |
92.48 |
66.36 |
26.12 |
35.8% |
2.20 |
3.0% |
25% |
False |
False |
167,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.63 |
2.618 |
88.33 |
1.618 |
83.86 |
1.000 |
81.10 |
0.618 |
79.39 |
HIGH |
76.63 |
0.618 |
74.92 |
0.500 |
74.40 |
0.382 |
73.87 |
LOW |
72.16 |
0.618 |
69.40 |
1.000 |
67.69 |
1.618 |
64.93 |
2.618 |
60.46 |
4.250 |
53.16 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
74.40 |
75.97 |
PP |
73.90 |
74.94 |
S1 |
73.40 |
73.92 |
|