NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
76.60 |
72.97 |
-3.63 |
-4.7% |
77.15 |
| High |
76.63 |
75.99 |
-0.64 |
-0.8% |
79.77 |
| Low |
72.16 |
72.75 |
0.59 |
0.8% |
72.16 |
| Close |
72.90 |
75.89 |
2.99 |
4.1% |
75.89 |
| Range |
4.47 |
3.24 |
-1.23 |
-27.5% |
7.61 |
| ATR |
2.81 |
2.84 |
0.03 |
1.1% |
0.00 |
| Volume |
125,165 |
101,484 |
-23,681 |
-18.9% |
1,034,855 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.60 |
83.48 |
77.67 |
|
| R3 |
81.36 |
80.24 |
76.78 |
|
| R2 |
78.12 |
78.12 |
76.48 |
|
| R1 |
77.00 |
77.00 |
76.19 |
77.56 |
| PP |
74.88 |
74.88 |
74.88 |
75.16 |
| S1 |
73.76 |
73.76 |
75.59 |
74.32 |
| S2 |
71.64 |
71.64 |
75.30 |
|
| S3 |
68.40 |
70.52 |
75.00 |
|
| S4 |
65.16 |
67.28 |
74.11 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.77 |
94.94 |
80.08 |
|
| R3 |
91.16 |
87.33 |
77.98 |
|
| R2 |
83.55 |
83.55 |
77.29 |
|
| R1 |
79.72 |
79.72 |
76.59 |
77.83 |
| PP |
75.94 |
75.94 |
75.94 |
75.00 |
| S1 |
72.11 |
72.11 |
75.19 |
70.22 |
| S2 |
68.33 |
68.33 |
74.49 |
|
| S3 |
60.72 |
64.50 |
73.80 |
|
| S4 |
53.11 |
56.89 |
71.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.77 |
72.16 |
7.61 |
10.0% |
2.92 |
3.8% |
49% |
False |
False |
206,971 |
| 10 |
82.24 |
72.16 |
10.08 |
13.3% |
2.71 |
3.6% |
37% |
False |
False |
270,235 |
| 20 |
88.29 |
72.16 |
16.13 |
21.3% |
2.90 |
3.8% |
23% |
False |
False |
314,119 |
| 40 |
92.48 |
72.16 |
20.32 |
26.8% |
2.80 |
3.7% |
18% |
False |
False |
280,884 |
| 60 |
92.48 |
72.16 |
20.32 |
26.8% |
2.45 |
3.2% |
18% |
False |
False |
240,286 |
| 80 |
92.48 |
72.16 |
20.32 |
26.8% |
2.29 |
3.0% |
18% |
False |
False |
207,706 |
| 100 |
92.48 |
68.99 |
23.49 |
31.0% |
2.16 |
2.9% |
29% |
False |
False |
184,745 |
| 120 |
92.48 |
66.36 |
26.12 |
34.4% |
2.19 |
2.9% |
36% |
False |
False |
167,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.76 |
|
2.618 |
84.47 |
|
1.618 |
81.23 |
|
1.000 |
79.23 |
|
0.618 |
77.99 |
|
HIGH |
75.99 |
|
0.618 |
74.75 |
|
0.500 |
74.37 |
|
0.382 |
73.99 |
|
LOW |
72.75 |
|
0.618 |
70.75 |
|
1.000 |
69.51 |
|
1.618 |
67.51 |
|
2.618 |
64.27 |
|
4.250 |
58.98 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.38 |
75.75 |
| PP |
74.88 |
75.61 |
| S1 |
74.37 |
75.47 |
|