NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 15-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
78.26 |
77.88 |
-0.38 |
-0.5% |
80.35 |
High |
79.39 |
78.48 |
-0.91 |
-1.1% |
81.49 |
Low |
77.52 |
76.49 |
-1.03 |
-1.3% |
74.79 |
Close |
77.98 |
76.80 |
-1.18 |
-1.5% |
76.93 |
Range |
1.87 |
1.99 |
0.12 |
6.4% |
6.70 |
ATR |
2.42 |
2.39 |
-0.03 |
-1.3% |
0.00 |
Volume |
50,727 |
99,245 |
48,518 |
95.6% |
374,328 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.23 |
82.00 |
77.89 |
|
R3 |
81.24 |
80.01 |
77.35 |
|
R2 |
79.25 |
79.25 |
77.16 |
|
R1 |
78.02 |
78.02 |
76.98 |
77.64 |
PP |
77.26 |
77.26 |
77.26 |
77.07 |
S1 |
76.03 |
76.03 |
76.62 |
75.65 |
S2 |
75.27 |
75.27 |
76.44 |
|
S3 |
73.28 |
74.04 |
76.25 |
|
S4 |
71.29 |
72.05 |
75.71 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.84 |
94.08 |
80.62 |
|
R3 |
91.14 |
87.38 |
78.77 |
|
R2 |
84.44 |
84.44 |
78.16 |
|
R1 |
80.68 |
80.68 |
77.54 |
79.21 |
PP |
77.74 |
77.74 |
77.74 |
77.00 |
S1 |
73.98 |
73.98 |
76.32 |
72.51 |
S2 |
71.04 |
71.04 |
75.70 |
|
S3 |
64.34 |
67.28 |
75.09 |
|
S4 |
57.64 |
60.58 |
73.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.39 |
74.99 |
4.40 |
5.7% |
2.08 |
2.7% |
41% |
False |
False |
68,150 |
10 |
82.64 |
74.79 |
7.85 |
10.2% |
2.36 |
3.1% |
26% |
False |
False |
72,492 |
20 |
86.93 |
74.79 |
12.14 |
15.8% |
2.53 |
3.3% |
17% |
False |
False |
64,465 |
40 |
88.21 |
74.79 |
13.42 |
17.5% |
2.36 |
3.1% |
15% |
False |
False |
53,452 |
60 |
88.21 |
74.79 |
13.42 |
17.5% |
2.08 |
2.7% |
15% |
False |
False |
44,713 |
80 |
88.21 |
74.79 |
13.42 |
17.5% |
1.95 |
2.5% |
15% |
False |
False |
36,502 |
100 |
88.21 |
67.38 |
20.83 |
27.1% |
1.87 |
2.4% |
45% |
False |
False |
31,035 |
120 |
88.21 |
65.90 |
22.31 |
29.0% |
1.91 |
2.5% |
49% |
False |
False |
26,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.94 |
2.618 |
83.69 |
1.618 |
81.70 |
1.000 |
80.47 |
0.618 |
79.71 |
HIGH |
78.48 |
0.618 |
77.72 |
0.500 |
77.49 |
0.382 |
77.25 |
LOW |
76.49 |
0.618 |
75.26 |
1.000 |
74.50 |
1.618 |
73.27 |
2.618 |
71.28 |
4.250 |
68.03 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
77.49 |
77.69 |
PP |
77.26 |
77.39 |
S1 |
77.03 |
77.10 |
|