NYMEX Light Sweet Crude Oil Future March 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 |
78.04 |
77.66 |
-0.38 |
-0.5% |
79.85 |
High |
79.09 |
78.25 |
-0.84 |
-1.1% |
81.07 |
Low |
77.27 |
76.44 |
-0.83 |
-1.1% |
74.63 |
Close |
77.75 |
76.72 |
-1.03 |
-1.3% |
76.68 |
Range |
1.82 |
1.81 |
-0.01 |
-0.5% |
6.44 |
ATR |
2.30 |
2.27 |
-0.04 |
-1.5% |
0.00 |
Volume |
42,993 |
62,137 |
19,144 |
44.5% |
286,610 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.57 |
81.45 |
77.72 |
|
R3 |
80.76 |
79.64 |
77.22 |
|
R2 |
78.95 |
78.95 |
77.05 |
|
R1 |
77.83 |
77.83 |
76.89 |
77.49 |
PP |
77.14 |
77.14 |
77.14 |
76.96 |
S1 |
76.02 |
76.02 |
76.55 |
75.68 |
S2 |
75.33 |
75.33 |
76.39 |
|
S3 |
73.52 |
74.21 |
76.22 |
|
S4 |
71.71 |
72.40 |
75.72 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.78 |
93.17 |
80.22 |
|
R3 |
90.34 |
86.73 |
78.45 |
|
R2 |
83.90 |
83.90 |
77.86 |
|
R1 |
80.29 |
80.29 |
77.27 |
78.88 |
PP |
77.46 |
77.46 |
77.46 |
76.75 |
S1 |
73.85 |
73.85 |
76.09 |
72.44 |
S2 |
71.02 |
71.02 |
75.50 |
|
S3 |
64.58 |
67.41 |
74.91 |
|
S4 |
58.14 |
60.97 |
73.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.09 |
74.79 |
4.30 |
5.6% |
2.00 |
2.6% |
45% |
False |
False |
49,519 |
10 |
82.04 |
74.63 |
7.41 |
9.7% |
2.26 |
2.9% |
28% |
False |
False |
53,848 |
20 |
85.71 |
74.63 |
11.08 |
14.4% |
2.39 |
3.1% |
19% |
False |
False |
50,712 |
40 |
86.47 |
74.63 |
11.84 |
15.4% |
2.22 |
2.9% |
18% |
False |
False |
48,595 |
60 |
86.68 |
74.63 |
12.05 |
15.7% |
1.96 |
2.6% |
17% |
False |
False |
44,042 |
80 |
86.68 |
74.63 |
12.05 |
15.7% |
1.85 |
2.4% |
17% |
False |
False |
37,556 |
100 |
86.68 |
67.32 |
19.36 |
25.2% |
1.78 |
2.3% |
49% |
False |
False |
33,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.94 |
2.618 |
82.99 |
1.618 |
81.18 |
1.000 |
80.06 |
0.618 |
79.37 |
HIGH |
78.25 |
0.618 |
77.56 |
0.500 |
77.35 |
0.382 |
77.13 |
LOW |
76.44 |
0.618 |
75.32 |
1.000 |
74.63 |
1.618 |
73.51 |
2.618 |
71.70 |
4.250 |
68.75 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
77.35 |
77.42 |
PP |
77.14 |
77.18 |
S1 |
76.93 |
76.95 |
|