NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
78.53 |
78.17 |
-0.36 |
-0.5% |
81.13 |
| High |
79.77 |
78.77 |
-1.00 |
-1.3% |
82.24 |
| Low |
77.79 |
76.31 |
-1.48 |
-1.9% |
74.91 |
| Close |
78.26 |
76.66 |
-1.60 |
-2.0% |
77.17 |
| Range |
1.98 |
2.46 |
0.48 |
24.2% |
7.33 |
| ATR |
2.69 |
2.68 |
-0.02 |
-0.6% |
0.00 |
| Volume |
263,002 |
282,301 |
19,299 |
7.3% |
1,667,495 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.63 |
83.10 |
78.01 |
|
| R3 |
82.17 |
80.64 |
77.34 |
|
| R2 |
79.71 |
79.71 |
77.11 |
|
| R1 |
78.18 |
78.18 |
76.89 |
77.72 |
| PP |
77.25 |
77.25 |
77.25 |
77.01 |
| S1 |
75.72 |
75.72 |
76.43 |
75.26 |
| S2 |
74.79 |
74.79 |
76.21 |
|
| S3 |
72.33 |
73.26 |
75.98 |
|
| S4 |
69.87 |
70.80 |
75.31 |
|
|
| 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 |
79.77 |
75.21 |
4.56 |
5.9% |
2.25 |
2.9% |
32% |
False |
False |
275,726 |
| 10 |
83.60 |
74.91 |
8.69 |
11.3% |
2.55 |
3.3% |
20% |
False |
False |
324,010 |
| 20 |
89.85 |
74.91 |
14.94 |
19.5% |
2.84 |
3.7% |
12% |
False |
False |
337,584 |
| 40 |
92.48 |
74.91 |
17.57 |
22.9% |
2.71 |
3.5% |
10% |
False |
False |
285,616 |
| 60 |
92.48 |
74.91 |
17.57 |
22.9% |
2.38 |
3.1% |
10% |
False |
False |
240,537 |
| 80 |
92.48 |
74.91 |
17.57 |
22.9% |
2.22 |
2.9% |
10% |
False |
False |
207,396 |
| 100 |
92.48 |
67.48 |
25.00 |
32.6% |
2.13 |
2.8% |
37% |
False |
False |
184,730 |
| 120 |
92.48 |
66.36 |
26.12 |
34.1% |
2.17 |
2.8% |
39% |
False |
False |
166,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.23 |
|
2.618 |
85.21 |
|
1.618 |
82.75 |
|
1.000 |
81.23 |
|
0.618 |
80.29 |
|
HIGH |
78.77 |
|
0.618 |
77.83 |
|
0.500 |
77.54 |
|
0.382 |
77.25 |
|
LOW |
76.31 |
|
0.618 |
74.79 |
|
1.000 |
73.85 |
|
1.618 |
72.33 |
|
2.618 |
69.87 |
|
4.250 |
65.86 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.54 |
77.99 |
| PP |
77.25 |
77.55 |
| S1 |
76.95 |
77.10 |
|