NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
81.13 |
80.93 |
-0.20 |
-0.2% |
85.00 |
| High |
82.24 |
81.05 |
-1.19 |
-1.4% |
85.30 |
| Low |
80.66 |
77.09 |
-3.57 |
-4.4% |
80.10 |
| Close |
80.82 |
77.37 |
-3.45 |
-4.3% |
80.51 |
| Range |
1.58 |
3.96 |
2.38 |
150.6% |
5.20 |
| ATR |
2.80 |
2.88 |
0.08 |
3.0% |
0.00 |
| Volume |
271,131 |
396,289 |
125,158 |
46.2% |
1,788,930 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.38 |
87.84 |
79.55 |
|
| R3 |
86.42 |
83.88 |
78.46 |
|
| R2 |
82.46 |
82.46 |
78.10 |
|
| R1 |
79.92 |
79.92 |
77.73 |
79.21 |
| PP |
78.50 |
78.50 |
78.50 |
78.15 |
| S1 |
75.96 |
75.96 |
77.01 |
75.25 |
| S2 |
74.54 |
74.54 |
76.64 |
|
| S3 |
70.58 |
72.00 |
76.28 |
|
| S4 |
66.62 |
68.04 |
75.19 |
|
|
| 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 |
77.09 |
6.51 |
8.4% |
2.95 |
3.8% |
4% |
False |
True |
350,683 |
| 10 |
85.90 |
77.09 |
8.81 |
11.4% |
3.02 |
3.9% |
3% |
False |
True |
356,136 |
| 20 |
89.85 |
77.09 |
12.76 |
16.5% |
2.95 |
3.8% |
2% |
False |
True |
331,823 |
| 40 |
92.48 |
77.09 |
15.39 |
19.9% |
2.61 |
3.4% |
2% |
False |
True |
271,553 |
| 60 |
92.48 |
77.03 |
15.45 |
20.0% |
2.32 |
3.0% |
2% |
False |
False |
221,775 |
| 80 |
92.48 |
73.17 |
19.31 |
25.0% |
2.17 |
2.8% |
22% |
False |
False |
192,547 |
| 100 |
92.48 |
67.40 |
25.08 |
32.4% |
2.11 |
2.7% |
40% |
False |
False |
171,290 |
| 120 |
92.48 |
66.36 |
26.12 |
33.8% |
2.15 |
2.8% |
42% |
False |
False |
154,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.88 |
|
2.618 |
91.42 |
|
1.618 |
87.46 |
|
1.000 |
85.01 |
|
0.618 |
83.50 |
|
HIGH |
81.05 |
|
0.618 |
79.54 |
|
0.500 |
79.07 |
|
0.382 |
78.60 |
|
LOW |
77.09 |
|
0.618 |
74.64 |
|
1.000 |
73.13 |
|
1.618 |
70.68 |
|
2.618 |
66.72 |
|
4.250 |
60.26 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.07 |
80.35 |
| PP |
78.50 |
79.35 |
| S1 |
77.94 |
78.36 |
|