NYMEX Light Sweet Crude Oil Future May 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 |
76.57 |
75.62 |
-0.95 |
-1.2% |
75.92 |
High |
76.93 |
76.24 |
-0.69 |
-0.9% |
77.90 |
Low |
75.21 |
74.35 |
-0.86 |
-1.1% |
73.88 |
Close |
75.60 |
75.09 |
-0.51 |
-0.7% |
75.60 |
Range |
1.72 |
1.89 |
0.17 |
9.9% |
4.02 |
ATR |
2.18 |
2.16 |
-0.02 |
-0.9% |
0.00 |
Volume |
8,425 |
9,645 |
1,220 |
14.5% |
40,596 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.90 |
79.88 |
76.13 |
|
R3 |
79.01 |
77.99 |
75.61 |
|
R2 |
77.12 |
77.12 |
75.44 |
|
R1 |
76.10 |
76.10 |
75.26 |
75.67 |
PP |
75.23 |
75.23 |
75.23 |
75.01 |
S1 |
74.21 |
74.21 |
74.92 |
73.78 |
S2 |
73.34 |
73.34 |
74.74 |
|
S3 |
71.45 |
72.32 |
74.57 |
|
S4 |
69.56 |
70.43 |
74.05 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.85 |
85.75 |
77.81 |
|
R3 |
83.83 |
81.73 |
76.71 |
|
R2 |
79.81 |
79.81 |
76.34 |
|
R1 |
77.71 |
77.71 |
75.97 |
76.75 |
PP |
75.79 |
75.79 |
75.79 |
75.32 |
S1 |
73.69 |
73.69 |
75.23 |
72.73 |
S2 |
71.77 |
71.77 |
74.86 |
|
S3 |
67.75 |
69.67 |
74.49 |
|
S4 |
63.73 |
65.65 |
73.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.90 |
73.88 |
4.02 |
5.4% |
2.04 |
2.7% |
30% |
False |
False |
10,048 |
10 |
78.45 |
72.58 |
5.87 |
7.8% |
2.23 |
3.0% |
43% |
False |
False |
10,820 |
20 |
81.26 |
72.58 |
8.68 |
11.6% |
2.20 |
2.9% |
29% |
False |
False |
12,504 |
40 |
83.87 |
72.58 |
11.29 |
15.0% |
2.08 |
2.8% |
22% |
False |
False |
11,440 |
60 |
84.87 |
72.58 |
12.29 |
16.4% |
1.81 |
2.4% |
20% |
False |
False |
10,575 |
80 |
84.87 |
72.58 |
12.29 |
16.4% |
1.66 |
2.2% |
20% |
False |
False |
8,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.27 |
2.618 |
81.19 |
1.618 |
79.30 |
1.000 |
78.13 |
0.618 |
77.41 |
HIGH |
76.24 |
0.618 |
75.52 |
0.500 |
75.30 |
0.382 |
75.07 |
LOW |
74.35 |
0.618 |
73.18 |
1.000 |
72.46 |
1.618 |
71.29 |
2.618 |
69.40 |
4.250 |
66.32 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
75.30 |
75.77 |
PP |
75.23 |
75.54 |
S1 |
75.16 |
75.32 |
|