NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
75.07 |
76.56 |
1.49 |
2.0% |
75.80 |
| High |
77.02 |
78.09 |
1.07 |
1.4% |
78.46 |
| Low |
74.64 |
75.67 |
1.03 |
1.4% |
73.79 |
| Close |
76.41 |
77.86 |
1.45 |
1.9% |
75.54 |
| Range |
2.38 |
2.42 |
0.04 |
1.7% |
4.67 |
| ATR |
2.62 |
2.60 |
-0.01 |
-0.5% |
0.00 |
| Volume |
286,618 |
322,170 |
35,552 |
12.4% |
1,179,739 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.47 |
83.58 |
79.19 |
|
| R3 |
82.05 |
81.16 |
78.53 |
|
| R2 |
79.63 |
79.63 |
78.30 |
|
| R1 |
78.74 |
78.74 |
78.08 |
79.19 |
| PP |
77.21 |
77.21 |
77.21 |
77.43 |
| S1 |
76.32 |
76.32 |
77.64 |
76.77 |
| S2 |
74.79 |
74.79 |
77.42 |
|
| S3 |
72.37 |
73.90 |
77.19 |
|
| S4 |
69.95 |
71.48 |
76.53 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.94 |
87.41 |
78.11 |
|
| R3 |
85.27 |
82.74 |
76.82 |
|
| R2 |
80.60 |
80.60 |
76.40 |
|
| R1 |
78.07 |
78.07 |
75.97 |
77.00 |
| PP |
75.93 |
75.93 |
75.93 |
75.40 |
| S1 |
73.40 |
73.40 |
75.11 |
72.33 |
| S2 |
71.26 |
71.26 |
74.68 |
|
| S3 |
66.59 |
68.73 |
74.26 |
|
| S4 |
61.92 |
64.06 |
72.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.09 |
73.79 |
4.30 |
5.5% |
2.63 |
3.4% |
95% |
True |
False |
313,764 |
| 10 |
78.69 |
72.37 |
6.32 |
8.1% |
2.72 |
3.5% |
87% |
False |
False |
312,856 |
| 20 |
83.20 |
72.37 |
10.83 |
13.9% |
2.61 |
3.4% |
51% |
False |
False |
243,278 |
| 40 |
88.37 |
72.37 |
16.00 |
20.5% |
2.66 |
3.4% |
34% |
False |
False |
177,653 |
| 60 |
90.27 |
72.37 |
17.90 |
23.0% |
2.38 |
3.1% |
31% |
False |
False |
143,889 |
| 80 |
90.27 |
72.37 |
17.90 |
23.0% |
2.20 |
2.8% |
31% |
False |
False |
116,910 |
| 100 |
90.27 |
71.79 |
18.48 |
23.7% |
2.09 |
2.7% |
33% |
False |
False |
98,130 |
| 120 |
90.27 |
66.22 |
24.05 |
30.9% |
2.06 |
2.6% |
48% |
False |
False |
84,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.38 |
|
2.618 |
84.43 |
|
1.618 |
82.01 |
|
1.000 |
80.51 |
|
0.618 |
79.59 |
|
HIGH |
78.09 |
|
0.618 |
77.17 |
|
0.500 |
76.88 |
|
0.382 |
76.59 |
|
LOW |
75.67 |
|
0.618 |
74.17 |
|
1.000 |
73.25 |
|
1.618 |
71.75 |
|
2.618 |
69.33 |
|
4.250 |
65.39 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.53 |
77.27 |
| PP |
77.21 |
76.67 |
| S1 |
76.88 |
76.08 |
|