NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 28-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
75.31 |
75.07 |
-0.24 |
-0.3% |
75.80 |
High |
76.23 |
77.02 |
0.79 |
1.0% |
78.46 |
Low |
74.06 |
74.64 |
0.58 |
0.8% |
73.79 |
Close |
74.86 |
76.41 |
1.55 |
2.1% |
75.54 |
Range |
2.17 |
2.38 |
0.21 |
9.7% |
4.67 |
ATR |
2.63 |
2.62 |
-0.02 |
-0.7% |
0.00 |
Volume |
289,562 |
286,618 |
-2,944 |
-1.0% |
1,179,739 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.16 |
82.17 |
77.72 |
|
R3 |
80.78 |
79.79 |
77.06 |
|
R2 |
78.40 |
78.40 |
76.85 |
|
R1 |
77.41 |
77.41 |
76.63 |
77.91 |
PP |
76.02 |
76.02 |
76.02 |
76.27 |
S1 |
75.03 |
75.03 |
76.19 |
75.53 |
S2 |
73.64 |
73.64 |
75.97 |
|
S3 |
71.26 |
72.65 |
75.76 |
|
S4 |
68.88 |
70.27 |
75.10 |
|
|
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 |
77.97 |
73.79 |
4.18 |
5.5% |
2.35 |
3.1% |
63% |
False |
False |
297,056 |
10 |
79.65 |
72.37 |
7.28 |
9.5% |
2.67 |
3.5% |
55% |
False |
False |
297,257 |
20 |
83.20 |
72.37 |
10.83 |
14.2% |
2.62 |
3.4% |
37% |
False |
False |
233,964 |
40 |
88.37 |
72.37 |
16.00 |
20.9% |
2.65 |
3.5% |
25% |
False |
False |
172,176 |
60 |
90.27 |
72.37 |
17.90 |
23.4% |
2.38 |
3.1% |
23% |
False |
False |
139,660 |
80 |
90.27 |
72.37 |
17.90 |
23.4% |
2.19 |
2.9% |
23% |
False |
False |
113,145 |
100 |
90.27 |
71.43 |
18.84 |
24.7% |
2.08 |
2.7% |
26% |
False |
False |
95,069 |
120 |
90.27 |
66.22 |
24.05 |
31.5% |
2.07 |
2.7% |
42% |
False |
False |
82,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.14 |
2.618 |
83.25 |
1.618 |
80.87 |
1.000 |
79.40 |
0.618 |
78.49 |
HIGH |
77.02 |
0.618 |
76.11 |
0.500 |
75.83 |
0.382 |
75.55 |
LOW |
74.64 |
0.618 |
73.17 |
1.000 |
72.26 |
1.618 |
70.79 |
2.618 |
68.41 |
4.250 |
64.53 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
76.22 |
76.13 |
PP |
76.02 |
75.85 |
S1 |
75.83 |
75.58 |
|