NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 15-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
78.48 |
78.10 |
-0.38 |
-0.5% |
80.76 |
High |
79.65 |
78.69 |
-0.96 |
-1.2% |
81.90 |
Low |
77.73 |
76.45 |
-1.28 |
-1.6% |
74.92 |
Close |
78.17 |
76.79 |
-1.38 |
-1.8% |
77.15 |
Range |
1.92 |
2.24 |
0.32 |
16.7% |
6.98 |
ATR |
2.55 |
2.53 |
-0.02 |
-0.9% |
0.00 |
Volume |
166,184 |
253,172 |
86,988 |
52.3% |
881,985 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.03 |
82.65 |
78.02 |
|
R3 |
81.79 |
80.41 |
77.41 |
|
R2 |
79.55 |
79.55 |
77.20 |
|
R1 |
78.17 |
78.17 |
77.00 |
77.74 |
PP |
77.31 |
77.31 |
77.31 |
77.10 |
S1 |
75.93 |
75.93 |
76.58 |
75.50 |
S2 |
75.07 |
75.07 |
76.38 |
|
S3 |
72.83 |
73.69 |
76.17 |
|
S4 |
70.59 |
71.45 |
75.56 |
|
|
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 |
75.18 |
4.47 |
5.8% |
2.16 |
2.8% |
36% |
False |
False |
181,806 |
10 |
83.20 |
74.92 |
8.28 |
10.8% |
2.45 |
3.2% |
23% |
False |
False |
183,003 |
20 |
88.37 |
74.92 |
13.45 |
17.5% |
2.68 |
3.5% |
14% |
False |
False |
151,990 |
40 |
90.27 |
74.92 |
15.35 |
20.0% |
2.53 |
3.3% |
12% |
False |
False |
126,070 |
60 |
90.27 |
74.92 |
15.35 |
20.0% |
2.23 |
2.9% |
12% |
False |
False |
102,308 |
80 |
90.27 |
74.92 |
15.35 |
20.0% |
2.08 |
2.7% |
12% |
False |
False |
83,694 |
100 |
90.27 |
67.45 |
22.82 |
29.7% |
2.00 |
2.6% |
41% |
False |
False |
71,254 |
120 |
90.27 |
66.22 |
24.05 |
31.3% |
2.03 |
2.6% |
44% |
False |
False |
61,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.21 |
2.618 |
84.55 |
1.618 |
82.31 |
1.000 |
80.93 |
0.618 |
80.07 |
HIGH |
78.69 |
0.618 |
77.83 |
0.500 |
77.57 |
0.382 |
77.31 |
LOW |
76.45 |
0.618 |
75.07 |
1.000 |
74.21 |
1.618 |
72.83 |
2.618 |
70.59 |
4.250 |
66.93 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
77.57 |
77.92 |
PP |
77.31 |
77.54 |
S1 |
77.05 |
77.17 |
|