NYMEX Light Sweet Crude Oil Future February 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 |
77.92 |
76.94 |
-0.98 |
-1.3% |
75.81 |
| High |
78.11 |
77.25 |
-0.86 |
-1.1% |
78.48 |
| Low |
73.98 |
75.32 |
1.34 |
1.8% |
73.98 |
| Close |
77.25 |
75.77 |
-1.48 |
-1.9% |
75.77 |
| Range |
4.13 |
1.93 |
-2.20 |
-53.3% |
4.50 |
| ATR |
2.61 |
2.56 |
-0.05 |
-1.9% |
0.00 |
| Volume |
99,855 |
74,983 |
-24,872 |
-24.9% |
313,215 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.90 |
80.77 |
76.83 |
|
| R3 |
79.97 |
78.84 |
76.30 |
|
| R2 |
78.04 |
78.04 |
76.12 |
|
| R1 |
76.91 |
76.91 |
75.95 |
76.51 |
| PP |
76.11 |
76.11 |
76.11 |
75.92 |
| S1 |
74.98 |
74.98 |
75.59 |
74.58 |
| S2 |
74.18 |
74.18 |
75.42 |
|
| S3 |
72.25 |
73.05 |
75.24 |
|
| S4 |
70.32 |
71.12 |
74.71 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.58 |
87.17 |
78.25 |
|
| R3 |
85.08 |
82.67 |
77.01 |
|
| R2 |
80.58 |
80.58 |
76.60 |
|
| R1 |
78.17 |
78.17 |
76.18 |
77.13 |
| PP |
76.08 |
76.08 |
76.08 |
75.55 |
| S1 |
73.67 |
73.67 |
75.36 |
72.63 |
| S2 |
71.58 |
71.58 |
74.95 |
|
| S3 |
67.08 |
69.17 |
74.53 |
|
| S4 |
62.58 |
64.67 |
73.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.48 |
73.02 |
5.46 |
7.2% |
2.66 |
3.5% |
50% |
False |
False |
82,993 |
| 10 |
79.39 |
72.53 |
6.86 |
9.1% |
2.61 |
3.4% |
47% |
False |
False |
82,087 |
| 20 |
84.11 |
72.53 |
11.58 |
15.3% |
2.58 |
3.4% |
28% |
False |
False |
75,571 |
| 40 |
87.30 |
72.53 |
14.77 |
19.5% |
2.52 |
3.3% |
22% |
False |
False |
61,363 |
| 60 |
88.21 |
72.53 |
15.68 |
20.7% |
2.22 |
2.9% |
21% |
False |
False |
52,632 |
| 80 |
88.21 |
72.53 |
15.68 |
20.7% |
2.05 |
2.7% |
21% |
False |
False |
42,757 |
| 100 |
88.21 |
69.11 |
19.10 |
25.2% |
1.94 |
2.6% |
35% |
False |
False |
36,149 |
| 120 |
88.21 |
65.90 |
22.31 |
29.4% |
1.94 |
2.6% |
44% |
False |
False |
31,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.45 |
|
2.618 |
82.30 |
|
1.618 |
80.37 |
|
1.000 |
79.18 |
|
0.618 |
78.44 |
|
HIGH |
77.25 |
|
0.618 |
76.51 |
|
0.500 |
76.29 |
|
0.382 |
76.06 |
|
LOW |
75.32 |
|
0.618 |
74.13 |
|
1.000 |
73.39 |
|
1.618 |
72.20 |
|
2.618 |
70.27 |
|
4.250 |
67.12 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.29 |
76.05 |
| PP |
76.11 |
75.95 |
| S1 |
75.94 |
75.86 |
|