NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
75.66 |
77.42 |
1.76 |
2.3% |
78.90 |
| High |
77.46 |
78.45 |
0.99 |
1.3% |
80.20 |
| Low |
75.27 |
76.73 |
1.46 |
1.9% |
74.24 |
| Close |
77.25 |
77.20 |
-0.05 |
-0.1% |
76.18 |
| Range |
2.19 |
1.72 |
-0.47 |
-21.5% |
5.96 |
| ATR |
2.08 |
2.06 |
-0.03 |
-1.2% |
0.00 |
| Volume |
8,619 |
12,321 |
3,702 |
43.0% |
71,475 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.62 |
81.63 |
78.15 |
|
| R3 |
80.90 |
79.91 |
77.67 |
|
| R2 |
79.18 |
79.18 |
77.52 |
|
| R1 |
78.19 |
78.19 |
77.36 |
77.83 |
| PP |
77.46 |
77.46 |
77.46 |
77.28 |
| S1 |
76.47 |
76.47 |
77.04 |
76.11 |
| S2 |
75.74 |
75.74 |
76.88 |
|
| S3 |
74.02 |
74.75 |
76.73 |
|
| S4 |
72.30 |
73.03 |
76.25 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.75 |
91.43 |
79.46 |
|
| R3 |
88.79 |
85.47 |
77.82 |
|
| R2 |
82.83 |
82.83 |
77.27 |
|
| R1 |
79.51 |
79.51 |
76.73 |
78.19 |
| PP |
76.87 |
76.87 |
76.87 |
76.22 |
| S1 |
73.55 |
73.55 |
75.63 |
72.23 |
| S2 |
70.91 |
70.91 |
75.09 |
|
| S3 |
64.95 |
67.59 |
74.54 |
|
| S4 |
58.99 |
61.63 |
72.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.45 |
74.24 |
4.21 |
5.5% |
1.93 |
2.5% |
70% |
True |
False |
12,928 |
| 10 |
80.99 |
74.24 |
6.75 |
8.7% |
2.12 |
2.7% |
44% |
False |
False |
13,461 |
| 20 |
83.87 |
74.24 |
9.63 |
12.5% |
2.10 |
2.7% |
31% |
False |
False |
12,737 |
| 40 |
83.96 |
74.24 |
9.72 |
12.6% |
1.91 |
2.5% |
30% |
False |
False |
11,425 |
| 60 |
84.87 |
74.24 |
10.63 |
13.8% |
1.65 |
2.1% |
28% |
False |
False |
9,551 |
| 80 |
84.87 |
74.24 |
10.63 |
13.8% |
1.55 |
2.0% |
28% |
False |
False |
8,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.76 |
|
2.618 |
82.95 |
|
1.618 |
81.23 |
|
1.000 |
80.17 |
|
0.618 |
79.51 |
|
HIGH |
78.45 |
|
0.618 |
77.79 |
|
0.500 |
77.59 |
|
0.382 |
77.39 |
|
LOW |
76.73 |
|
0.618 |
75.67 |
|
1.000 |
75.01 |
|
1.618 |
73.95 |
|
2.618 |
72.23 |
|
4.250 |
69.42 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.59 |
76.99 |
| PP |
77.46 |
76.78 |
| S1 |
77.33 |
76.57 |
|