NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 22-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
77.65 |
77.77 |
0.12 |
0.2% |
77.18 |
High |
77.92 |
77.97 |
0.05 |
0.1% |
79.65 |
Low |
76.92 |
73.79 |
-3.13 |
-4.1% |
72.37 |
Close |
77.77 |
77.10 |
-0.67 |
-0.9% |
76.04 |
Range |
1.00 |
4.18 |
3.18 |
318.0% |
7.28 |
ATR |
2.61 |
2.72 |
0.11 |
4.3% |
0.00 |
Volume |
238,629 |
389,325 |
150,696 |
63.2% |
1,374,078 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.83 |
87.14 |
79.40 |
|
R3 |
84.65 |
82.96 |
78.25 |
|
R2 |
80.47 |
80.47 |
77.87 |
|
R1 |
78.78 |
78.78 |
77.48 |
77.54 |
PP |
76.29 |
76.29 |
76.29 |
75.66 |
S1 |
74.60 |
74.60 |
76.72 |
73.36 |
S2 |
72.11 |
72.11 |
76.33 |
|
S3 |
67.93 |
70.42 |
75.95 |
|
S4 |
63.75 |
66.24 |
74.80 |
|
|
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 |
78.46 |
72.37 |
6.09 |
7.9% |
3.19 |
4.1% |
78% |
False |
False |
339,178 |
10 |
79.65 |
72.37 |
7.28 |
9.4% |
2.67 |
3.5% |
65% |
False |
False |
260,492 |
20 |
85.00 |
72.37 |
12.63 |
16.4% |
2.72 |
3.5% |
37% |
False |
False |
207,520 |
40 |
90.27 |
72.37 |
17.90 |
23.2% |
2.68 |
3.5% |
26% |
False |
False |
157,411 |
60 |
90.27 |
72.37 |
17.90 |
23.2% |
2.35 |
3.0% |
26% |
False |
False |
128,218 |
80 |
90.27 |
72.37 |
17.90 |
23.2% |
2.19 |
2.8% |
26% |
False |
False |
103,356 |
100 |
90.27 |
69.39 |
20.88 |
27.1% |
2.07 |
2.7% |
37% |
False |
False |
87,204 |
120 |
90.27 |
66.22 |
24.05 |
31.2% |
2.06 |
2.7% |
45% |
False |
False |
75,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.74 |
2.618 |
88.91 |
1.618 |
84.73 |
1.000 |
82.15 |
0.618 |
80.55 |
HIGH |
77.97 |
0.618 |
76.37 |
0.500 |
75.88 |
0.382 |
75.39 |
LOW |
73.79 |
0.618 |
71.21 |
1.000 |
69.61 |
1.618 |
67.03 |
2.618 |
62.85 |
4.250 |
56.03 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
76.69 |
76.78 |
PP |
76.29 |
76.45 |
S1 |
75.88 |
76.13 |
|