NYMEX Light Sweet Crude Oil Future January 2024
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 |
78.10 |
76.71 |
-1.39 |
-1.8% |
80.76 |
High |
78.69 |
76.80 |
-1.89 |
-2.4% |
81.90 |
Low |
76.45 |
72.37 |
-4.08 |
-5.3% |
74.92 |
Close |
76.79 |
73.09 |
-3.70 |
-4.8% |
77.15 |
Range |
2.24 |
4.43 |
2.19 |
97.8% |
6.98 |
ATR |
2.53 |
2.66 |
0.14 |
5.4% |
0.00 |
Volume |
253,172 |
428,816 |
175,644 |
69.4% |
881,985 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.38 |
84.66 |
75.53 |
|
R3 |
82.95 |
80.23 |
74.31 |
|
R2 |
78.52 |
78.52 |
73.90 |
|
R1 |
75.80 |
75.80 |
73.50 |
74.95 |
PP |
74.09 |
74.09 |
74.09 |
73.66 |
S1 |
71.37 |
71.37 |
72.68 |
70.52 |
S2 |
69.66 |
69.66 |
72.28 |
|
S3 |
65.23 |
66.94 |
71.87 |
|
S4 |
60.80 |
62.51 |
70.65 |
|
|
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 |
72.37 |
7.28 |
10.0% |
2.66 |
3.6% |
10% |
False |
True |
232,997 |
10 |
83.20 |
72.37 |
10.83 |
14.8% |
2.65 |
3.6% |
7% |
False |
True |
210,063 |
20 |
88.37 |
72.37 |
16.00 |
21.9% |
2.71 |
3.7% |
5% |
False |
True |
167,737 |
40 |
90.27 |
72.37 |
17.90 |
24.5% |
2.58 |
3.5% |
4% |
False |
True |
135,179 |
60 |
90.27 |
72.37 |
17.90 |
24.5% |
2.27 |
3.1% |
4% |
False |
True |
109,088 |
80 |
90.27 |
72.37 |
17.90 |
24.5% |
2.12 |
2.9% |
4% |
False |
True |
88,750 |
100 |
90.27 |
67.45 |
22.82 |
31.2% |
2.02 |
2.8% |
25% |
False |
False |
75,194 |
120 |
90.27 |
66.22 |
24.05 |
32.9% |
2.06 |
2.8% |
29% |
False |
False |
64,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.63 |
2.618 |
88.40 |
1.618 |
83.97 |
1.000 |
81.23 |
0.618 |
79.54 |
HIGH |
76.80 |
0.618 |
75.11 |
0.500 |
74.59 |
0.382 |
74.06 |
LOW |
72.37 |
0.618 |
69.63 |
1.000 |
67.94 |
1.618 |
65.20 |
2.618 |
60.77 |
4.250 |
53.54 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
74.59 |
76.01 |
PP |
74.09 |
75.04 |
S1 |
73.59 |
74.06 |
|