NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 27-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
76.79 |
75.31 |
-1.48 |
-1.9% |
75.80 |
High |
77.09 |
76.23 |
-0.86 |
-1.1% |
78.46 |
Low |
75.07 |
74.06 |
-1.01 |
-1.3% |
73.79 |
Close |
75.54 |
74.86 |
-0.68 |
-0.9% |
75.54 |
Range |
2.02 |
2.17 |
0.15 |
7.4% |
4.67 |
ATR |
2.67 |
2.63 |
-0.04 |
-1.3% |
0.00 |
Volume |
281,147 |
289,562 |
8,415 |
3.0% |
1,179,739 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.56 |
80.38 |
76.05 |
|
R3 |
79.39 |
78.21 |
75.46 |
|
R2 |
77.22 |
77.22 |
75.26 |
|
R1 |
76.04 |
76.04 |
75.06 |
75.55 |
PP |
75.05 |
75.05 |
75.05 |
74.80 |
S1 |
73.87 |
73.87 |
74.66 |
73.38 |
S2 |
72.88 |
72.88 |
74.46 |
|
S3 |
70.71 |
71.70 |
74.26 |
|
S4 |
68.54 |
69.53 |
73.67 |
|
|
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 |
73.79 |
4.67 |
6.2% |
2.48 |
3.3% |
23% |
False |
False |
293,860 |
10 |
79.65 |
72.37 |
7.28 |
9.7% |
2.66 |
3.6% |
34% |
False |
False |
284,337 |
20 |
84.39 |
72.37 |
12.02 |
16.1% |
2.66 |
3.6% |
21% |
False |
False |
225,620 |
40 |
88.37 |
72.37 |
16.00 |
21.4% |
2.66 |
3.5% |
16% |
False |
False |
166,805 |
60 |
90.27 |
72.37 |
17.90 |
23.9% |
2.38 |
3.2% |
14% |
False |
False |
136,240 |
80 |
90.27 |
72.37 |
17.90 |
23.9% |
2.17 |
2.9% |
14% |
False |
False |
109,857 |
100 |
90.27 |
70.23 |
20.04 |
26.8% |
2.07 |
2.8% |
23% |
False |
False |
92,414 |
120 |
90.27 |
66.22 |
24.05 |
32.1% |
2.06 |
2.8% |
36% |
False |
False |
79,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.45 |
2.618 |
81.91 |
1.618 |
79.74 |
1.000 |
78.40 |
0.618 |
77.57 |
HIGH |
76.23 |
0.618 |
75.40 |
0.500 |
75.15 |
0.382 |
74.89 |
LOW |
74.06 |
0.618 |
72.72 |
1.000 |
71.89 |
1.618 |
70.55 |
2.618 |
68.38 |
4.250 |
64.84 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
75.15 |
75.88 |
PP |
75.05 |
75.54 |
S1 |
74.96 |
75.20 |
|