NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
82.58 |
81.13 |
-1.45 |
-1.8% |
85.00 |
| High |
83.60 |
82.24 |
-1.36 |
-1.6% |
85.30 |
| Low |
80.10 |
80.66 |
0.56 |
0.7% |
80.10 |
| Close |
80.51 |
80.82 |
0.31 |
0.4% |
80.51 |
| Range |
3.50 |
1.58 |
-1.92 |
-54.9% |
5.20 |
| ATR |
2.88 |
2.80 |
-0.08 |
-2.9% |
0.00 |
| Volume |
457,281 |
271,131 |
-186,150 |
-40.7% |
1,788,930 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.98 |
84.98 |
81.69 |
|
| R3 |
84.40 |
83.40 |
81.25 |
|
| R2 |
82.82 |
82.82 |
81.11 |
|
| R1 |
81.82 |
81.82 |
80.96 |
81.53 |
| PP |
81.24 |
81.24 |
81.24 |
81.10 |
| S1 |
80.24 |
80.24 |
80.68 |
79.95 |
| S2 |
79.66 |
79.66 |
80.53 |
|
| S3 |
78.08 |
78.66 |
80.39 |
|
| S4 |
76.50 |
77.08 |
79.95 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.57 |
94.24 |
83.37 |
|
| R3 |
92.37 |
89.04 |
81.94 |
|
| R2 |
87.17 |
87.17 |
81.46 |
|
| R1 |
83.84 |
83.84 |
80.99 |
82.91 |
| PP |
81.97 |
81.97 |
81.97 |
81.50 |
| S1 |
78.64 |
78.64 |
80.03 |
77.71 |
| S2 |
76.77 |
76.77 |
79.56 |
|
| S3 |
71.57 |
73.44 |
79.08 |
|
| S4 |
66.37 |
68.24 |
77.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.60 |
80.10 |
3.50 |
4.3% |
2.69 |
3.3% |
21% |
False |
False |
340,626 |
| 10 |
86.30 |
80.10 |
6.20 |
7.7% |
2.96 |
3.7% |
12% |
False |
False |
353,566 |
| 20 |
89.85 |
80.10 |
9.75 |
12.1% |
2.83 |
3.5% |
7% |
False |
False |
324,346 |
| 40 |
92.48 |
80.10 |
12.38 |
15.3% |
2.56 |
3.2% |
6% |
False |
False |
265,940 |
| 60 |
92.48 |
77.03 |
15.45 |
19.1% |
2.28 |
2.8% |
25% |
False |
False |
216,462 |
| 80 |
92.48 |
73.12 |
19.36 |
24.0% |
2.15 |
2.7% |
40% |
False |
False |
188,586 |
| 100 |
92.48 |
67.40 |
25.08 |
31.0% |
2.10 |
2.6% |
54% |
False |
False |
168,081 |
| 120 |
92.48 |
66.36 |
26.12 |
32.3% |
2.15 |
2.7% |
55% |
False |
False |
152,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.96 |
|
2.618 |
86.38 |
|
1.618 |
84.80 |
|
1.000 |
83.82 |
|
0.618 |
83.22 |
|
HIGH |
82.24 |
|
0.618 |
81.64 |
|
0.500 |
81.45 |
|
0.382 |
81.26 |
|
LOW |
80.66 |
|
0.618 |
79.68 |
|
1.000 |
79.08 |
|
1.618 |
78.10 |
|
2.618 |
76.52 |
|
4.250 |
73.95 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.45 |
81.85 |
| PP |
81.24 |
81.51 |
| S1 |
81.03 |
81.16 |
|