NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 30-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
76.56 |
77.75 |
1.19 |
1.6% |
75.80 |
High |
78.09 |
79.60 |
1.51 |
1.9% |
78.46 |
Low |
75.67 |
75.05 |
-0.62 |
-0.8% |
73.79 |
Close |
77.86 |
75.96 |
-1.90 |
-2.4% |
75.54 |
Range |
2.42 |
4.55 |
2.13 |
88.0% |
4.67 |
ATR |
2.60 |
2.74 |
0.14 |
5.3% |
0.00 |
Volume |
322,170 |
559,169 |
236,999 |
73.6% |
1,179,739 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.52 |
87.79 |
78.46 |
|
R3 |
85.97 |
83.24 |
77.21 |
|
R2 |
81.42 |
81.42 |
76.79 |
|
R1 |
78.69 |
78.69 |
76.38 |
77.78 |
PP |
76.87 |
76.87 |
76.87 |
76.42 |
S1 |
74.14 |
74.14 |
75.54 |
73.23 |
S2 |
72.32 |
72.32 |
75.13 |
|
S3 |
67.77 |
69.59 |
74.71 |
|
S4 |
63.22 |
65.04 |
73.46 |
|
|
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 |
79.60 |
74.06 |
5.54 |
7.3% |
2.71 |
3.6% |
34% |
True |
False |
347,733 |
10 |
79.60 |
72.37 |
7.23 |
9.5% |
2.95 |
3.9% |
50% |
True |
False |
343,455 |
20 |
83.20 |
72.37 |
10.83 |
14.3% |
2.70 |
3.6% |
33% |
False |
False |
263,229 |
40 |
88.37 |
72.37 |
16.00 |
21.1% |
2.65 |
3.5% |
22% |
False |
False |
189,205 |
60 |
90.27 |
72.37 |
17.90 |
23.6% |
2.42 |
3.2% |
20% |
False |
False |
152,498 |
80 |
90.27 |
72.37 |
17.90 |
23.6% |
2.22 |
2.9% |
20% |
False |
False |
123,522 |
100 |
90.27 |
72.37 |
17.90 |
23.6% |
2.12 |
2.8% |
20% |
False |
False |
103,496 |
120 |
90.27 |
66.22 |
24.05 |
31.7% |
2.08 |
2.7% |
40% |
False |
False |
89,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.94 |
2.618 |
91.51 |
1.618 |
86.96 |
1.000 |
84.15 |
0.618 |
82.41 |
HIGH |
79.60 |
0.618 |
77.86 |
0.500 |
77.33 |
0.382 |
76.79 |
LOW |
75.05 |
0.618 |
72.24 |
1.000 |
70.50 |
1.618 |
67.69 |
2.618 |
63.14 |
4.250 |
55.71 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
77.33 |
77.12 |
PP |
76.87 |
76.73 |
S1 |
76.42 |
76.35 |
|