NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 24-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
77.77 |
76.79 |
-0.98 |
-1.3% |
75.80 |
High |
77.97 |
77.09 |
-0.88 |
-1.1% |
78.46 |
Low |
73.79 |
75.07 |
1.28 |
1.7% |
73.79 |
Close |
77.10 |
75.54 |
-1.56 |
-2.0% |
75.54 |
Range |
4.18 |
2.02 |
-2.16 |
-51.7% |
4.67 |
ATR |
2.72 |
2.67 |
-0.05 |
-1.8% |
0.00 |
Volume |
389,325 |
281,147 |
-108,178 |
-27.8% |
1,179,739 |
|
Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.96 |
80.77 |
76.65 |
|
R3 |
79.94 |
78.75 |
76.10 |
|
R2 |
77.92 |
77.92 |
75.91 |
|
R1 |
76.73 |
76.73 |
75.73 |
76.32 |
PP |
75.90 |
75.90 |
75.90 |
75.69 |
S1 |
74.71 |
74.71 |
75.35 |
74.30 |
S2 |
73.88 |
73.88 |
75.17 |
|
S3 |
71.86 |
72.69 |
74.98 |
|
S4 |
69.84 |
70.67 |
74.43 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.94 |
87.41 |
78.11 |
|
R3 |
85.27 |
82.74 |
76.82 |
|
R2 |
80.60 |
80.60 |
76.40 |
|
R1 |
78.07 |
78.07 |
75.97 |
77.00 |
PP |
75.93 |
75.93 |
75.93 |
75.40 |
S1 |
73.40 |
73.40 |
75.11 |
72.33 |
S2 |
71.26 |
71.26 |
74.68 |
|
S3 |
66.59 |
68.73 |
74.26 |
|
S4 |
61.92 |
64.06 |
72.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.46 |
72.91 |
5.55 |
7.3% |
2.71 |
3.6% |
47% |
False |
False |
309,644 |
10 |
79.65 |
72.37 |
7.28 |
9.6% |
2.68 |
3.6% |
44% |
False |
False |
271,321 |
20 |
85.00 |
72.37 |
12.63 |
16.7% |
2.68 |
3.5% |
25% |
False |
False |
216,199 |
40 |
89.09 |
72.37 |
16.72 |
22.1% |
2.66 |
3.5% |
19% |
False |
False |
161,764 |
60 |
90.27 |
72.37 |
17.90 |
23.7% |
2.37 |
3.1% |
18% |
False |
False |
132,467 |
80 |
90.27 |
72.37 |
17.90 |
23.7% |
2.18 |
2.9% |
18% |
False |
False |
106,575 |
100 |
90.27 |
69.39 |
20.88 |
27.6% |
2.07 |
2.7% |
29% |
False |
False |
89,757 |
120 |
90.27 |
66.22 |
24.05 |
31.8% |
2.06 |
2.7% |
39% |
False |
False |
77,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.68 |
2.618 |
82.38 |
1.618 |
80.36 |
1.000 |
79.11 |
0.618 |
78.34 |
HIGH |
77.09 |
0.618 |
76.32 |
0.500 |
76.08 |
0.382 |
75.84 |
LOW |
75.07 |
0.618 |
73.82 |
1.000 |
73.05 |
1.618 |
71.80 |
2.618 |
69.78 |
4.250 |
66.49 |
|
|
Fisher Pivots for day following 24-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
76.08 |
75.88 |
PP |
75.90 |
75.77 |
S1 |
75.72 |
75.65 |
|