NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
75.63 |
75.65 |
0.02 |
0.0% |
80.76 |
| High |
77.12 |
77.71 |
0.59 |
0.8% |
81.90 |
| Low |
75.18 |
75.36 |
0.18 |
0.2% |
74.92 |
| Close |
75.75 |
77.15 |
1.40 |
1.8% |
77.15 |
| Range |
1.94 |
2.35 |
0.41 |
21.1% |
6.98 |
| ATR |
2.64 |
2.62 |
-0.02 |
-0.8% |
0.00 |
| Volume |
172,857 |
159,394 |
-13,463 |
-7.8% |
881,985 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.79 |
82.82 |
78.44 |
|
| R3 |
81.44 |
80.47 |
77.80 |
|
| R2 |
79.09 |
79.09 |
77.58 |
|
| R1 |
78.12 |
78.12 |
77.37 |
78.61 |
| PP |
76.74 |
76.74 |
76.74 |
76.98 |
| S1 |
75.77 |
75.77 |
76.93 |
76.26 |
| S2 |
74.39 |
74.39 |
76.72 |
|
| S3 |
72.04 |
73.42 |
76.50 |
|
| S4 |
69.69 |
71.07 |
75.86 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.93 |
95.02 |
80.99 |
|
| R3 |
91.95 |
88.04 |
79.07 |
|
| R2 |
84.97 |
84.97 |
78.43 |
|
| R1 |
81.06 |
81.06 |
77.79 |
79.53 |
| PP |
77.99 |
77.99 |
77.99 |
77.22 |
| S1 |
74.08 |
74.08 |
76.51 |
72.55 |
| S2 |
71.01 |
71.01 |
75.87 |
|
| S3 |
64.03 |
67.10 |
75.23 |
|
| S4 |
57.05 |
60.12 |
73.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.90 |
74.92 |
6.98 |
9.0% |
2.43 |
3.2% |
32% |
False |
False |
176,397 |
| 10 |
84.39 |
74.92 |
9.47 |
12.3% |
2.66 |
3.4% |
24% |
False |
False |
166,903 |
| 20 |
88.37 |
74.92 |
13.45 |
17.4% |
2.65 |
3.4% |
17% |
False |
False |
135,373 |
| 40 |
90.27 |
74.92 |
15.35 |
19.9% |
2.47 |
3.2% |
15% |
False |
False |
118,952 |
| 60 |
90.27 |
74.92 |
15.35 |
19.9% |
2.18 |
2.8% |
15% |
False |
False |
94,229 |
| 80 |
90.27 |
74.65 |
15.62 |
20.2% |
2.06 |
2.7% |
16% |
False |
False |
77,295 |
| 100 |
90.27 |
67.26 |
23.01 |
29.8% |
1.99 |
2.6% |
43% |
False |
False |
66,007 |
| 120 |
90.27 |
66.22 |
24.05 |
31.2% |
2.02 |
2.6% |
45% |
False |
False |
56,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.70 |
|
2.618 |
83.86 |
|
1.618 |
81.51 |
|
1.000 |
80.06 |
|
0.618 |
79.16 |
|
HIGH |
77.71 |
|
0.618 |
76.81 |
|
0.500 |
76.54 |
|
0.382 |
76.26 |
|
LOW |
75.36 |
|
0.618 |
73.91 |
|
1.000 |
73.01 |
|
1.618 |
71.56 |
|
2.618 |
69.21 |
|
4.250 |
65.37 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.95 |
76.87 |
| PP |
76.74 |
76.59 |
| S1 |
76.54 |
76.32 |
|