NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
75.59 |
77.15 |
1.56 |
2.1% |
81.13 |
| High |
77.73 |
78.64 |
0.91 |
1.2% |
82.24 |
| Low |
75.31 |
76.21 |
0.90 |
1.2% |
74.91 |
| Close |
77.17 |
78.26 |
1.09 |
1.4% |
77.17 |
| Range |
2.42 |
2.43 |
0.01 |
0.4% |
7.33 |
| ATR |
2.77 |
2.75 |
-0.02 |
-0.9% |
0.00 |
| Volume |
266,998 |
262,903 |
-4,095 |
-1.5% |
1,667,495 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.99 |
84.06 |
79.60 |
|
| R3 |
82.56 |
81.63 |
78.93 |
|
| R2 |
80.13 |
80.13 |
78.71 |
|
| R1 |
79.20 |
79.20 |
78.48 |
79.67 |
| PP |
77.70 |
77.70 |
77.70 |
77.94 |
| S1 |
76.77 |
76.77 |
78.04 |
77.24 |
| S2 |
75.27 |
75.27 |
77.81 |
|
| S3 |
72.84 |
74.34 |
77.59 |
|
| S4 |
70.41 |
71.91 |
76.92 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.10 |
95.96 |
81.20 |
|
| R3 |
92.77 |
88.63 |
79.19 |
|
| R2 |
85.44 |
85.44 |
78.51 |
|
| R1 |
81.30 |
81.30 |
77.84 |
79.71 |
| PP |
78.11 |
78.11 |
78.11 |
77.31 |
| S1 |
73.97 |
73.97 |
76.50 |
72.38 |
| S2 |
70.78 |
70.78 |
75.83 |
|
| S3 |
63.45 |
66.64 |
75.15 |
|
| S4 |
56.12 |
59.31 |
73.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.05 |
74.91 |
6.14 |
7.8% |
2.68 |
3.4% |
55% |
False |
False |
331,853 |
| 10 |
83.60 |
74.91 |
8.69 |
11.1% |
2.68 |
3.4% |
39% |
False |
False |
336,240 |
| 20 |
89.85 |
74.91 |
14.94 |
19.1% |
2.84 |
3.6% |
22% |
False |
False |
341,022 |
| 40 |
92.48 |
74.91 |
17.57 |
22.5% |
2.68 |
3.4% |
19% |
False |
False |
285,017 |
| 60 |
92.48 |
74.91 |
17.57 |
22.5% |
2.35 |
3.0% |
19% |
False |
False |
234,537 |
| 80 |
92.48 |
74.91 |
17.57 |
22.5% |
2.21 |
2.8% |
19% |
False |
False |
203,262 |
| 100 |
92.48 |
67.40 |
25.08 |
32.0% |
2.12 |
2.7% |
43% |
False |
False |
180,683 |
| 120 |
92.48 |
66.36 |
26.12 |
33.4% |
2.17 |
2.8% |
46% |
False |
False |
163,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.97 |
|
2.618 |
85.00 |
|
1.618 |
82.57 |
|
1.000 |
81.07 |
|
0.618 |
80.14 |
|
HIGH |
78.64 |
|
0.618 |
77.71 |
|
0.500 |
77.43 |
|
0.382 |
77.14 |
|
LOW |
76.21 |
|
0.618 |
74.71 |
|
1.000 |
73.78 |
|
1.618 |
72.28 |
|
2.618 |
69.85 |
|
4.250 |
65.88 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.98 |
77.82 |
| PP |
77.70 |
77.37 |
| S1 |
77.43 |
76.93 |
|