NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
80.69 |
77.03 |
-3.66 |
-4.5% |
84.25 |
| High |
80.79 |
77.43 |
-3.36 |
-4.2% |
84.39 |
| Low |
76.99 |
74.92 |
-2.07 |
-2.7% |
79.84 |
| Close |
77.21 |
75.31 |
-1.90 |
-2.5% |
80.23 |
| Range |
3.80 |
2.51 |
-1.29 |
-33.9% |
4.55 |
| ATR |
2.70 |
2.69 |
-0.01 |
-0.5% |
0.00 |
| Volume |
198,957 |
219,198 |
20,241 |
10.2% |
787,051 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.42 |
81.87 |
76.69 |
|
| R3 |
80.91 |
79.36 |
76.00 |
|
| R2 |
78.40 |
78.40 |
75.77 |
|
| R1 |
76.85 |
76.85 |
75.54 |
76.37 |
| PP |
75.89 |
75.89 |
75.89 |
75.65 |
| S1 |
74.34 |
74.34 |
75.08 |
73.86 |
| S2 |
73.38 |
73.38 |
74.85 |
|
| S3 |
70.87 |
71.83 |
74.62 |
|
| S4 |
68.36 |
69.32 |
73.93 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.14 |
92.23 |
82.73 |
|
| R3 |
90.59 |
87.68 |
81.48 |
|
| R2 |
86.04 |
86.04 |
81.06 |
|
| R1 |
83.13 |
83.13 |
80.65 |
82.31 |
| PP |
81.49 |
81.49 |
81.49 |
81.08 |
| S1 |
78.58 |
78.58 |
79.81 |
77.76 |
| S2 |
76.94 |
76.94 |
79.40 |
|
| S3 |
72.39 |
74.03 |
78.98 |
|
| S4 |
67.84 |
69.48 |
77.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.20 |
74.92 |
8.28 |
11.0% |
2.73 |
3.6% |
5% |
False |
True |
184,200 |
| 10 |
85.00 |
74.92 |
10.08 |
13.4% |
2.77 |
3.7% |
4% |
False |
True |
154,548 |
| 20 |
88.37 |
74.92 |
13.45 |
17.9% |
2.75 |
3.7% |
3% |
False |
True |
131,863 |
| 40 |
90.27 |
74.92 |
15.35 |
20.4% |
2.46 |
3.3% |
3% |
False |
True |
113,649 |
| 60 |
90.27 |
74.92 |
15.35 |
20.4% |
2.17 |
2.9% |
3% |
False |
True |
89,806 |
| 80 |
90.27 |
73.64 |
16.63 |
22.1% |
2.04 |
2.7% |
10% |
False |
False |
73,712 |
| 100 |
90.27 |
67.26 |
23.01 |
30.6% |
1.99 |
2.6% |
35% |
False |
False |
62,915 |
| 120 |
90.27 |
66.22 |
24.05 |
31.9% |
2.02 |
2.7% |
38% |
False |
False |
54,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.10 |
|
2.618 |
84.00 |
|
1.618 |
81.49 |
|
1.000 |
79.94 |
|
0.618 |
78.98 |
|
HIGH |
77.43 |
|
0.618 |
76.47 |
|
0.500 |
76.18 |
|
0.382 |
75.88 |
|
LOW |
74.92 |
|
0.618 |
73.37 |
|
1.000 |
72.41 |
|
1.618 |
70.86 |
|
2.618 |
68.35 |
|
4.250 |
64.25 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.18 |
78.41 |
| PP |
75.89 |
77.38 |
| S1 |
75.60 |
76.34 |
|