NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
76.59 |
75.15 |
-1.44 |
-1.9% |
82.78 |
| High |
77.01 |
76.68 |
-0.33 |
-0.4% |
82.78 |
| Low |
74.63 |
74.79 |
0.16 |
0.2% |
78.98 |
| Close |
74.93 |
75.38 |
0.45 |
0.6% |
79.46 |
| Range |
2.38 |
1.89 |
-0.49 |
-20.6% |
3.80 |
| ATR |
2.39 |
2.35 |
-0.04 |
-1.5% |
0.00 |
| Volume |
77,129 |
64,821 |
-12,308 |
-16.0% |
252,928 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.29 |
80.22 |
76.42 |
|
| R3 |
79.40 |
78.33 |
75.90 |
|
| R2 |
77.51 |
77.51 |
75.73 |
|
| R1 |
76.44 |
76.44 |
75.55 |
76.98 |
| PP |
75.62 |
75.62 |
75.62 |
75.88 |
| S1 |
74.55 |
74.55 |
75.21 |
75.09 |
| S2 |
73.73 |
73.73 |
75.03 |
|
| S3 |
71.84 |
72.66 |
74.86 |
|
| S4 |
69.95 |
70.77 |
74.34 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.81 |
89.43 |
81.55 |
|
| R3 |
88.01 |
85.63 |
80.51 |
|
| R2 |
84.21 |
84.21 |
80.16 |
|
| R1 |
81.83 |
81.83 |
79.81 |
81.12 |
| PP |
80.41 |
80.41 |
80.41 |
80.05 |
| S1 |
78.03 |
78.03 |
79.11 |
77.32 |
| S2 |
76.61 |
76.61 |
78.76 |
|
| S3 |
72.81 |
74.23 |
78.42 |
|
| S4 |
69.01 |
70.43 |
77.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.04 |
74.63 |
7.41 |
9.8% |
2.44 |
3.2% |
10% |
False |
False |
59,578 |
| 10 |
83.30 |
74.63 |
8.67 |
11.5% |
2.44 |
3.2% |
9% |
False |
False |
53,109 |
| 20 |
85.71 |
74.63 |
11.08 |
14.7% |
2.43 |
3.2% |
7% |
False |
False |
49,102 |
| 40 |
86.68 |
74.63 |
12.05 |
16.0% |
2.15 |
2.9% |
6% |
False |
False |
49,226 |
| 60 |
86.68 |
74.63 |
12.05 |
16.0% |
1.92 |
2.5% |
6% |
False |
False |
42,439 |
| 80 |
86.68 |
73.05 |
13.63 |
18.1% |
1.82 |
2.4% |
17% |
False |
False |
36,068 |
| 100 |
86.68 |
66.88 |
19.80 |
26.3% |
1.77 |
2.3% |
43% |
False |
False |
32,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.71 |
|
2.618 |
81.63 |
|
1.618 |
79.74 |
|
1.000 |
78.57 |
|
0.618 |
77.85 |
|
HIGH |
76.68 |
|
0.618 |
75.96 |
|
0.500 |
75.74 |
|
0.382 |
75.51 |
|
LOW |
74.79 |
|
0.618 |
73.62 |
|
1.000 |
72.90 |
|
1.618 |
71.73 |
|
2.618 |
69.84 |
|
4.250 |
66.76 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.74 |
77.36 |
| PP |
75.62 |
76.70 |
| S1 |
75.50 |
76.04 |
|