NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
80.76 |
80.69 |
-0.07 |
-0.1% |
84.25 |
| High |
81.90 |
80.79 |
-1.11 |
-1.4% |
84.39 |
| Low |
80.33 |
76.99 |
-3.34 |
-4.2% |
79.84 |
| Close |
80.60 |
77.21 |
-3.39 |
-4.2% |
80.23 |
| Range |
1.57 |
3.80 |
2.23 |
142.0% |
4.55 |
| ATR |
2.62 |
2.70 |
0.08 |
3.2% |
0.00 |
| Volume |
131,579 |
198,957 |
67,378 |
51.2% |
787,051 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.73 |
87.27 |
79.30 |
|
| R3 |
85.93 |
83.47 |
78.26 |
|
| R2 |
82.13 |
82.13 |
77.91 |
|
| R1 |
79.67 |
79.67 |
77.56 |
79.00 |
| PP |
78.33 |
78.33 |
78.33 |
78.00 |
| S1 |
75.87 |
75.87 |
76.86 |
75.20 |
| S2 |
74.53 |
74.53 |
76.51 |
|
| S3 |
70.73 |
72.07 |
76.17 |
|
| S4 |
66.93 |
68.27 |
75.12 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.14 |
92.23 |
82.73 |
|
| R3 |
90.59 |
87.68 |
81.48 |
|
| R2 |
86.04 |
86.04 |
81.06 |
|
| R1 |
83.13 |
83.13 |
80.65 |
82.31 |
| PP |
81.49 |
81.49 |
81.49 |
81.08 |
| S1 |
78.58 |
78.58 |
79.81 |
77.76 |
| S2 |
76.94 |
76.94 |
79.40 |
|
| S3 |
72.39 |
74.03 |
78.98 |
|
| S4 |
67.84 |
69.48 |
77.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.20 |
76.99 |
6.21 |
8.0% |
2.80 |
3.6% |
4% |
False |
True |
172,388 |
| 10 |
85.00 |
76.99 |
8.01 |
10.4% |
2.86 |
3.7% |
3% |
False |
True |
146,759 |
| 20 |
88.37 |
76.99 |
11.38 |
14.7% |
2.77 |
3.6% |
2% |
False |
True |
127,581 |
| 40 |
90.27 |
76.99 |
13.28 |
17.2% |
2.42 |
3.1% |
2% |
False |
True |
109,477 |
| 60 |
90.27 |
76.75 |
13.52 |
17.5% |
2.17 |
2.8% |
3% |
False |
False |
86,646 |
| 80 |
90.27 |
72.92 |
17.35 |
22.5% |
2.03 |
2.6% |
25% |
False |
False |
71,231 |
| 100 |
90.27 |
67.26 |
23.01 |
29.8% |
1.98 |
2.6% |
43% |
False |
False |
60,816 |
| 120 |
90.27 |
66.22 |
24.05 |
31.1% |
2.01 |
2.6% |
46% |
False |
False |
52,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.94 |
|
2.618 |
90.74 |
|
1.618 |
86.94 |
|
1.000 |
84.59 |
|
0.618 |
83.14 |
|
HIGH |
80.79 |
|
0.618 |
79.34 |
|
0.500 |
78.89 |
|
0.382 |
78.44 |
|
LOW |
76.99 |
|
0.618 |
74.64 |
|
1.000 |
73.19 |
|
1.618 |
70.84 |
|
2.618 |
67.04 |
|
4.250 |
60.84 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.89 |
80.10 |
| PP |
78.33 |
79.13 |
| S1 |
77.77 |
78.17 |
|