NYMEX Light Sweet Crude Oil Future February 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 |
75.57 |
75.32 |
-0.25 |
-0.3% |
75.81 |
| High |
76.42 |
77.13 |
0.71 |
0.9% |
78.48 |
| Low |
74.35 |
74.88 |
0.53 |
0.7% |
73.98 |
| Close |
75.09 |
76.59 |
1.50 |
2.0% |
75.77 |
| Range |
2.07 |
2.25 |
0.18 |
8.7% |
4.50 |
| ATR |
2.52 |
2.50 |
-0.02 |
-0.8% |
0.00 |
| Volume |
84,350 |
121,438 |
37,088 |
44.0% |
313,215 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.95 |
82.02 |
77.83 |
|
| R3 |
80.70 |
79.77 |
77.21 |
|
| R2 |
78.45 |
78.45 |
77.00 |
|
| R1 |
77.52 |
77.52 |
76.80 |
77.99 |
| PP |
76.20 |
76.20 |
76.20 |
76.43 |
| S1 |
75.27 |
75.27 |
76.38 |
75.74 |
| S2 |
73.95 |
73.95 |
76.18 |
|
| S3 |
71.70 |
73.02 |
75.97 |
|
| S4 |
69.45 |
70.77 |
75.35 |
|
|
| 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 |
78.11 |
73.98 |
4.13 |
5.4% |
2.28 |
3.0% |
63% |
False |
False |
89,935 |
| 10 |
79.39 |
72.53 |
6.86 |
9.0% |
2.58 |
3.4% |
59% |
False |
False |
91,838 |
| 20 |
82.64 |
72.53 |
10.11 |
13.2% |
2.53 |
3.3% |
40% |
False |
False |
81,007 |
| 40 |
86.93 |
72.53 |
14.40 |
18.8% |
2.51 |
3.3% |
28% |
False |
False |
64,554 |
| 60 |
88.21 |
72.53 |
15.68 |
20.5% |
2.23 |
2.9% |
26% |
False |
False |
55,044 |
| 80 |
88.21 |
72.53 |
15.68 |
20.5% |
2.06 |
2.7% |
26% |
False |
False |
45,052 |
| 100 |
88.21 |
71.18 |
17.03 |
22.2% |
1.95 |
2.5% |
32% |
False |
False |
37,989 |
| 120 |
88.21 |
65.90 |
22.31 |
29.1% |
1.95 |
2.5% |
48% |
False |
False |
32,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.69 |
|
2.618 |
83.02 |
|
1.618 |
80.77 |
|
1.000 |
79.38 |
|
0.618 |
78.52 |
|
HIGH |
77.13 |
|
0.618 |
76.27 |
|
0.500 |
76.01 |
|
0.382 |
75.74 |
|
LOW |
74.88 |
|
0.618 |
73.49 |
|
1.000 |
72.63 |
|
1.618 |
71.24 |
|
2.618 |
68.99 |
|
4.250 |
65.32 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.40 |
76.33 |
| PP |
76.20 |
76.06 |
| S1 |
76.01 |
75.80 |
|