NYMEX Light Sweet Crude Oil Future March 2024
Trading Metrics calculated at close of trading on 16-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
77.66 |
76.59 |
-1.07 |
-1.4% |
79.85 |
High |
78.25 |
76.77 |
-1.48 |
-1.9% |
81.07 |
Low |
76.44 |
72.62 |
-3.82 |
-5.0% |
74.63 |
Close |
76.72 |
73.28 |
-3.44 |
-4.5% |
76.68 |
Range |
1.81 |
4.15 |
2.34 |
129.3% |
6.44 |
ATR |
2.27 |
2.40 |
0.13 |
5.9% |
0.00 |
Volume |
62,137 |
93,086 |
30,949 |
49.8% |
286,610 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.67 |
84.13 |
75.56 |
|
R3 |
82.52 |
79.98 |
74.42 |
|
R2 |
78.37 |
78.37 |
74.04 |
|
R1 |
75.83 |
75.83 |
73.66 |
75.03 |
PP |
74.22 |
74.22 |
74.22 |
73.82 |
S1 |
71.68 |
71.68 |
72.90 |
70.88 |
S2 |
70.07 |
70.07 |
72.52 |
|
S3 |
65.92 |
67.53 |
72.14 |
|
S4 |
61.77 |
63.38 |
71.00 |
|
|
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 |
72.62 |
6.47 |
8.8% |
2.45 |
3.3% |
10% |
False |
True |
55,172 |
10 |
82.04 |
72.62 |
9.42 |
12.9% |
2.45 |
3.3% |
7% |
False |
True |
57,375 |
20 |
85.71 |
72.62 |
13.09 |
17.9% |
2.44 |
3.3% |
5% |
False |
True |
51,901 |
40 |
86.47 |
72.62 |
13.85 |
18.9% |
2.27 |
3.1% |
5% |
False |
True |
50,009 |
60 |
86.68 |
72.62 |
14.06 |
19.2% |
2.00 |
2.7% |
5% |
False |
True |
45,157 |
80 |
86.68 |
72.62 |
14.06 |
19.2% |
1.89 |
2.6% |
5% |
False |
True |
38,503 |
100 |
86.68 |
67.32 |
19.36 |
26.4% |
1.80 |
2.5% |
31% |
False |
False |
34,065 |
120 |
86.68 |
65.63 |
21.05 |
28.7% |
1.85 |
2.5% |
36% |
False |
False |
31,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.41 |
2.618 |
87.63 |
1.618 |
83.48 |
1.000 |
80.92 |
0.618 |
79.33 |
HIGH |
76.77 |
0.618 |
75.18 |
0.500 |
74.70 |
0.382 |
74.21 |
LOW |
72.62 |
0.618 |
70.06 |
1.000 |
68.47 |
1.618 |
65.91 |
2.618 |
61.76 |
4.250 |
54.98 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
74.70 |
75.86 |
PP |
74.22 |
75.00 |
S1 |
73.75 |
74.14 |
|