NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 21-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
75.80 |
77.65 |
1.85 |
2.4% |
77.18 |
High |
78.46 |
77.92 |
-0.54 |
-0.7% |
79.65 |
Low |
75.41 |
76.92 |
1.51 |
2.0% |
72.37 |
Close |
77.83 |
77.77 |
-0.06 |
-0.1% |
76.04 |
Range |
3.05 |
1.00 |
-2.05 |
-67.2% |
7.28 |
ATR |
2.73 |
2.61 |
-0.12 |
-4.5% |
0.00 |
Volume |
270,638 |
238,629 |
-32,009 |
-11.8% |
1,374,078 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.54 |
80.15 |
78.32 |
|
R3 |
79.54 |
79.15 |
78.05 |
|
R2 |
78.54 |
78.54 |
77.95 |
|
R1 |
78.15 |
78.15 |
77.86 |
78.35 |
PP |
77.54 |
77.54 |
77.54 |
77.63 |
S1 |
77.15 |
77.15 |
77.68 |
77.35 |
S2 |
76.54 |
76.54 |
77.59 |
|
S3 |
75.54 |
76.15 |
77.50 |
|
S4 |
74.54 |
75.15 |
77.22 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.86 |
94.23 |
80.04 |
|
R3 |
90.58 |
86.95 |
78.04 |
|
R2 |
83.30 |
83.30 |
77.37 |
|
R1 |
79.67 |
79.67 |
76.71 |
77.85 |
PP |
76.02 |
76.02 |
76.02 |
75.11 |
S1 |
72.39 |
72.39 |
75.37 |
70.57 |
S2 |
68.74 |
68.74 |
74.71 |
|
S3 |
61.46 |
65.11 |
74.04 |
|
S4 |
54.18 |
57.83 |
72.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.69 |
72.37 |
6.32 |
8.1% |
2.80 |
3.6% |
85% |
False |
False |
311,947 |
10 |
79.65 |
72.37 |
7.28 |
9.4% |
2.51 |
3.2% |
74% |
False |
False |
243,479 |
20 |
85.00 |
72.37 |
12.63 |
16.2% |
2.69 |
3.5% |
43% |
False |
False |
195,119 |
40 |
90.27 |
72.37 |
17.90 |
23.0% |
2.64 |
3.4% |
30% |
False |
False |
150,992 |
60 |
90.27 |
72.37 |
17.90 |
23.0% |
2.31 |
3.0% |
30% |
False |
False |
122,134 |
80 |
90.27 |
72.37 |
17.90 |
23.0% |
2.16 |
2.8% |
30% |
False |
False |
98,825 |
100 |
90.27 |
69.09 |
21.18 |
27.2% |
2.05 |
2.6% |
41% |
False |
False |
83,429 |
120 |
90.27 |
66.22 |
24.05 |
30.9% |
2.04 |
2.6% |
48% |
False |
False |
72,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.17 |
2.618 |
80.54 |
1.618 |
79.54 |
1.000 |
78.92 |
0.618 |
78.54 |
HIGH |
77.92 |
0.618 |
77.54 |
0.500 |
77.42 |
0.382 |
77.30 |
LOW |
76.92 |
0.618 |
76.30 |
1.000 |
75.92 |
1.618 |
75.30 |
2.618 |
74.30 |
4.250 |
72.67 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
77.65 |
77.08 |
PP |
77.54 |
76.38 |
S1 |
77.42 |
75.69 |
|