NYMEX Light Sweet Crude Oil Future March 2024
Trading Metrics calculated at close of trading on 01-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
77.75 |
75.67 |
-2.08 |
-2.7% |
75.72 |
High |
79.57 |
76.71 |
-2.86 |
-3.6% |
79.57 |
Low |
75.15 |
74.20 |
-0.95 |
-1.3% |
74.20 |
Close |
75.99 |
74.31 |
-1.68 |
-2.2% |
74.31 |
Range |
4.42 |
2.51 |
-1.91 |
-43.2% |
5.37 |
ATR |
2.53 |
2.53 |
0.00 |
-0.1% |
0.00 |
Volume |
181,857 |
96,431 |
-85,426 |
-47.0% |
530,415 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.60 |
80.97 |
75.69 |
|
R3 |
80.09 |
78.46 |
75.00 |
|
R2 |
77.58 |
77.58 |
74.77 |
|
R1 |
75.95 |
75.95 |
74.54 |
75.51 |
PP |
75.07 |
75.07 |
75.07 |
74.86 |
S1 |
73.44 |
73.44 |
74.08 |
73.00 |
S2 |
72.56 |
72.56 |
73.85 |
|
S3 |
70.05 |
70.93 |
73.62 |
|
S4 |
67.54 |
68.42 |
72.93 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.14 |
88.59 |
77.26 |
|
R3 |
86.77 |
83.22 |
75.79 |
|
R2 |
81.40 |
81.40 |
75.29 |
|
R1 |
77.85 |
77.85 |
74.80 |
76.94 |
PP |
76.03 |
76.03 |
76.03 |
75.57 |
S1 |
72.48 |
72.48 |
73.82 |
71.57 |
S2 |
70.66 |
70.66 |
73.33 |
|
S3 |
65.29 |
67.11 |
72.83 |
|
S4 |
59.92 |
61.74 |
71.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.57 |
74.20 |
5.37 |
7.2% |
2.66 |
3.6% |
2% |
False |
True |
106,083 |
10 |
79.57 |
73.09 |
6.48 |
8.7% |
2.62 |
3.5% |
19% |
False |
False |
84,278 |
20 |
82.04 |
72.62 |
9.42 |
12.7% |
2.53 |
3.4% |
18% |
False |
False |
70,826 |
40 |
85.71 |
72.62 |
13.09 |
17.6% |
2.40 |
3.2% |
13% |
False |
False |
58,783 |
60 |
86.68 |
72.62 |
14.06 |
18.9% |
2.19 |
2.9% |
12% |
False |
False |
54,372 |
80 |
86.68 |
72.62 |
14.06 |
18.9% |
2.01 |
2.7% |
12% |
False |
False |
46,829 |
100 |
86.68 |
72.18 |
14.50 |
19.5% |
1.92 |
2.6% |
15% |
False |
False |
40,828 |
120 |
86.68 |
66.25 |
20.43 |
27.5% |
1.88 |
2.5% |
39% |
False |
False |
36,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.38 |
2.618 |
83.28 |
1.618 |
80.77 |
1.000 |
79.22 |
0.618 |
78.26 |
HIGH |
76.71 |
0.618 |
75.75 |
0.500 |
75.46 |
0.382 |
75.16 |
LOW |
74.20 |
0.618 |
72.65 |
1.000 |
71.69 |
1.618 |
70.14 |
2.618 |
67.63 |
4.250 |
63.53 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
75.46 |
76.89 |
PP |
75.07 |
76.03 |
S1 |
74.69 |
75.17 |
|