NYMEX Light Sweet Crude Oil Future February 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 |
76.94 |
75.57 |
-1.37 |
-1.8% |
75.81 |
| High |
77.25 |
76.42 |
-0.83 |
-1.1% |
78.48 |
| Low |
75.32 |
74.35 |
-0.97 |
-1.3% |
73.98 |
| Close |
75.77 |
75.09 |
-0.68 |
-0.9% |
75.77 |
| Range |
1.93 |
2.07 |
0.14 |
7.3% |
4.50 |
| ATR |
2.56 |
2.52 |
-0.03 |
-1.4% |
0.00 |
| Volume |
74,983 |
84,350 |
9,367 |
12.5% |
313,215 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.50 |
80.36 |
76.23 |
|
| R3 |
79.43 |
78.29 |
75.66 |
|
| R2 |
77.36 |
77.36 |
75.47 |
|
| R1 |
76.22 |
76.22 |
75.28 |
75.76 |
| PP |
75.29 |
75.29 |
75.29 |
75.05 |
| S1 |
74.15 |
74.15 |
74.90 |
73.69 |
| S2 |
73.22 |
73.22 |
74.71 |
|
| S3 |
71.15 |
72.08 |
74.52 |
|
| S4 |
69.08 |
70.01 |
73.95 |
|
|
| 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 |
73.98 |
4.50 |
6.0% |
2.43 |
3.2% |
25% |
False |
False |
79,513 |
| 10 |
79.39 |
72.53 |
6.86 |
9.1% |
2.58 |
3.4% |
37% |
False |
False |
84,532 |
| 20 |
83.58 |
72.53 |
11.05 |
14.7% |
2.57 |
3.4% |
23% |
False |
False |
77,476 |
| 40 |
86.93 |
72.53 |
14.40 |
19.2% |
2.51 |
3.3% |
18% |
False |
False |
62,432 |
| 60 |
88.21 |
72.53 |
15.68 |
20.9% |
2.23 |
3.0% |
16% |
False |
False |
53,547 |
| 80 |
88.21 |
72.53 |
15.68 |
20.9% |
2.05 |
2.7% |
16% |
False |
False |
43,669 |
| 100 |
88.21 |
70.12 |
18.09 |
24.1% |
1.94 |
2.6% |
27% |
False |
False |
36,881 |
| 120 |
88.21 |
65.90 |
22.31 |
29.7% |
1.95 |
2.6% |
41% |
False |
False |
31,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.22 |
|
2.618 |
81.84 |
|
1.618 |
79.77 |
|
1.000 |
78.49 |
|
0.618 |
77.70 |
|
HIGH |
76.42 |
|
0.618 |
75.63 |
|
0.500 |
75.39 |
|
0.382 |
75.14 |
|
LOW |
74.35 |
|
0.618 |
73.07 |
|
1.000 |
72.28 |
|
1.618 |
71.00 |
|
2.618 |
68.93 |
|
4.250 |
65.55 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.39 |
76.05 |
| PP |
75.29 |
75.73 |
| S1 |
75.19 |
75.41 |
|