NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
77.18 |
78.48 |
1.30 |
1.7% |
80.76 |
| High |
78.54 |
79.65 |
1.11 |
1.4% |
81.90 |
| Low |
76.19 |
77.73 |
1.54 |
2.0% |
74.92 |
| Close |
78.19 |
78.17 |
-0.02 |
0.0% |
77.15 |
| Range |
2.35 |
1.92 |
-0.43 |
-18.3% |
6.98 |
| ATR |
2.60 |
2.55 |
-0.05 |
-1.9% |
0.00 |
| Volume |
157,423 |
166,184 |
8,761 |
5.6% |
881,985 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.28 |
83.14 |
79.23 |
|
| R3 |
82.36 |
81.22 |
78.70 |
|
| R2 |
80.44 |
80.44 |
78.52 |
|
| R1 |
79.30 |
79.30 |
78.35 |
78.91 |
| PP |
78.52 |
78.52 |
78.52 |
78.32 |
| S1 |
77.38 |
77.38 |
77.99 |
76.99 |
| S2 |
76.60 |
76.60 |
77.82 |
|
| S3 |
74.68 |
75.46 |
77.64 |
|
| S4 |
72.76 |
73.54 |
77.11 |
|
|
| 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 |
79.65 |
74.92 |
4.73 |
6.1% |
2.21 |
2.8% |
69% |
True |
False |
175,011 |
| 10 |
83.20 |
74.92 |
8.28 |
10.6% |
2.51 |
3.2% |
39% |
False |
False |
173,700 |
| 20 |
88.37 |
74.92 |
13.45 |
17.2% |
2.67 |
3.4% |
24% |
False |
False |
144,565 |
| 40 |
90.27 |
74.92 |
15.35 |
19.6% |
2.51 |
3.2% |
21% |
False |
False |
121,841 |
| 60 |
90.27 |
74.92 |
15.35 |
19.6% |
2.20 |
2.8% |
21% |
False |
False |
98,624 |
| 80 |
90.27 |
74.92 |
15.35 |
19.6% |
2.07 |
2.6% |
21% |
False |
False |
80,777 |
| 100 |
90.27 |
67.45 |
22.82 |
29.2% |
1.99 |
2.5% |
47% |
False |
False |
68,808 |
| 120 |
90.27 |
66.22 |
24.05 |
30.8% |
2.03 |
2.6% |
50% |
False |
False |
59,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.81 |
|
2.618 |
84.68 |
|
1.618 |
82.76 |
|
1.000 |
81.57 |
|
0.618 |
80.84 |
|
HIGH |
79.65 |
|
0.618 |
78.92 |
|
0.500 |
78.69 |
|
0.382 |
78.46 |
|
LOW |
77.73 |
|
0.618 |
76.54 |
|
1.000 |
75.81 |
|
1.618 |
74.62 |
|
2.618 |
72.70 |
|
4.250 |
69.57 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.69 |
77.95 |
| PP |
78.52 |
77.73 |
| S1 |
78.34 |
77.51 |
|