NYMEX Light Sweet Crude Oil Future March 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 |
76.83 |
75.72 |
-1.11 |
-1.4% |
75.64 |
High |
77.26 |
76.47 |
-0.79 |
-1.0% |
78.35 |
Low |
75.40 |
74.46 |
-0.94 |
-1.2% |
74.00 |
Close |
75.83 |
75.22 |
-0.61 |
-0.8% |
75.83 |
Range |
1.86 |
2.01 |
0.15 |
8.1% |
4.35 |
ATR |
2.45 |
2.42 |
-0.03 |
-1.3% |
0.00 |
Volume |
55,073 |
63,587 |
8,514 |
15.5% |
248,711 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.41 |
80.33 |
76.33 |
|
R3 |
79.40 |
78.32 |
75.77 |
|
R2 |
77.39 |
77.39 |
75.59 |
|
R1 |
76.31 |
76.31 |
75.40 |
75.85 |
PP |
75.38 |
75.38 |
75.38 |
75.15 |
S1 |
74.30 |
74.30 |
75.04 |
73.84 |
S2 |
73.37 |
73.37 |
74.85 |
|
S3 |
71.36 |
72.29 |
74.67 |
|
S4 |
69.35 |
70.28 |
74.11 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.11 |
86.82 |
78.22 |
|
R3 |
84.76 |
82.47 |
77.03 |
|
R2 |
80.41 |
80.41 |
76.63 |
|
R1 |
78.12 |
78.12 |
76.23 |
79.27 |
PP |
76.06 |
76.06 |
76.06 |
76.63 |
S1 |
73.77 |
73.77 |
75.43 |
74.92 |
S2 |
71.71 |
71.71 |
75.03 |
|
S3 |
67.36 |
69.42 |
74.63 |
|
S4 |
63.01 |
65.07 |
73.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.35 |
74.00 |
4.35 |
5.8% |
2.35 |
3.1% |
28% |
False |
False |
62,459 |
10 |
79.09 |
72.62 |
6.47 |
8.6% |
2.49 |
3.3% |
40% |
False |
False |
61,202 |
20 |
82.78 |
72.62 |
10.16 |
13.5% |
2.47 |
3.3% |
26% |
False |
False |
57,578 |
40 |
85.71 |
72.62 |
13.09 |
17.4% |
2.38 |
3.2% |
20% |
False |
False |
51,648 |
60 |
86.68 |
72.62 |
14.06 |
18.7% |
2.11 |
2.8% |
18% |
False |
False |
49,124 |
80 |
86.68 |
72.62 |
14.06 |
18.7% |
1.94 |
2.6% |
18% |
False |
False |
41,946 |
100 |
86.68 |
69.72 |
16.96 |
22.5% |
1.86 |
2.5% |
32% |
False |
False |
36,876 |
120 |
86.68 |
65.63 |
21.05 |
28.0% |
1.86 |
2.5% |
46% |
False |
False |
33,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.01 |
2.618 |
81.73 |
1.618 |
79.72 |
1.000 |
78.48 |
0.618 |
77.71 |
HIGH |
76.47 |
0.618 |
75.70 |
0.500 |
75.47 |
0.382 |
75.23 |
LOW |
74.46 |
0.618 |
73.22 |
1.000 |
72.45 |
1.618 |
71.21 |
2.618 |
69.20 |
4.250 |
65.92 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
75.47 |
76.03 |
PP |
75.38 |
75.76 |
S1 |
75.30 |
75.49 |
|