NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
75.65 |
77.18 |
1.53 |
2.0% |
80.76 |
| High |
77.71 |
78.54 |
0.83 |
1.1% |
81.90 |
| Low |
75.36 |
76.19 |
0.83 |
1.1% |
74.92 |
| Close |
77.15 |
78.19 |
1.04 |
1.3% |
77.15 |
| Range |
2.35 |
2.35 |
0.00 |
0.0% |
6.98 |
| ATR |
2.62 |
2.60 |
-0.02 |
-0.7% |
0.00 |
| Volume |
159,394 |
157,423 |
-1,971 |
-1.2% |
881,985 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.69 |
83.79 |
79.48 |
|
| R3 |
82.34 |
81.44 |
78.84 |
|
| R2 |
79.99 |
79.99 |
78.62 |
|
| R1 |
79.09 |
79.09 |
78.41 |
79.54 |
| PP |
77.64 |
77.64 |
77.64 |
77.87 |
| S1 |
76.74 |
76.74 |
77.97 |
77.19 |
| S2 |
75.29 |
75.29 |
77.76 |
|
| S3 |
72.94 |
74.39 |
77.54 |
|
| S4 |
70.59 |
72.04 |
76.90 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.93 |
95.02 |
80.99 |
|
| R3 |
91.95 |
88.04 |
79.07 |
|
| R2 |
84.97 |
84.97 |
78.43 |
|
| R1 |
81.06 |
81.06 |
77.79 |
79.53 |
| PP |
77.99 |
77.99 |
77.99 |
77.22 |
| S1 |
74.08 |
74.08 |
76.51 |
72.55 |
| S2 |
71.01 |
71.01 |
75.87 |
|
| S3 |
64.03 |
67.10 |
75.23 |
|
| S4 |
57.05 |
60.12 |
73.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.79 |
74.92 |
5.87 |
7.5% |
2.59 |
3.3% |
56% |
False |
False |
181,565 |
| 10 |
83.20 |
74.92 |
8.28 |
10.6% |
2.57 |
3.3% |
39% |
False |
False |
170,671 |
| 20 |
88.37 |
74.92 |
13.45 |
17.2% |
2.68 |
3.4% |
24% |
False |
False |
139,985 |
| 40 |
90.27 |
74.92 |
15.35 |
19.6% |
2.50 |
3.2% |
21% |
False |
False |
120,767 |
| 60 |
90.27 |
74.92 |
15.35 |
19.6% |
2.20 |
2.8% |
21% |
False |
False |
96,314 |
| 80 |
90.27 |
74.92 |
15.35 |
19.6% |
2.07 |
2.7% |
21% |
False |
False |
78,973 |
| 100 |
90.27 |
67.26 |
23.01 |
29.4% |
1.99 |
2.5% |
48% |
False |
False |
67,295 |
| 120 |
90.27 |
66.22 |
24.05 |
30.8% |
2.03 |
2.6% |
50% |
False |
False |
58,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.53 |
|
2.618 |
84.69 |
|
1.618 |
82.34 |
|
1.000 |
80.89 |
|
0.618 |
79.99 |
|
HIGH |
78.54 |
|
0.618 |
77.64 |
|
0.500 |
77.37 |
|
0.382 |
77.09 |
|
LOW |
76.19 |
|
0.618 |
74.74 |
|
1.000 |
73.84 |
|
1.618 |
72.39 |
|
2.618 |
70.04 |
|
4.250 |
66.20 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.92 |
77.75 |
| PP |
77.64 |
77.30 |
| S1 |
77.37 |
76.86 |
|