NYMEX Light Sweet Crude Oil Future February 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 |
75.40 |
75.47 |
0.07 |
0.1% |
80.35 |
| High |
76.91 |
77.51 |
0.60 |
0.8% |
81.49 |
| Low |
74.99 |
75.20 |
0.21 |
0.3% |
74.79 |
| Close |
75.57 |
76.93 |
1.36 |
1.8% |
76.93 |
| Range |
1.92 |
2.31 |
0.39 |
20.3% |
6.70 |
| ATR |
2.48 |
2.47 |
-0.01 |
-0.5% |
0.00 |
| Volume |
82,511 |
59,892 |
-22,619 |
-27.4% |
374,328 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.48 |
82.51 |
78.20 |
|
| R3 |
81.17 |
80.20 |
77.57 |
|
| R2 |
78.86 |
78.86 |
77.35 |
|
| R1 |
77.89 |
77.89 |
77.14 |
78.38 |
| PP |
76.55 |
76.55 |
76.55 |
76.79 |
| S1 |
75.58 |
75.58 |
76.72 |
76.07 |
| S2 |
74.24 |
74.24 |
76.51 |
|
| S3 |
71.93 |
73.27 |
76.29 |
|
| S4 |
69.62 |
70.96 |
75.66 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.84 |
94.08 |
80.62 |
|
| R3 |
91.14 |
87.38 |
78.77 |
|
| R2 |
84.44 |
84.44 |
78.16 |
|
| R1 |
80.68 |
80.68 |
77.54 |
79.21 |
| PP |
77.74 |
77.74 |
77.74 |
77.00 |
| S1 |
73.98 |
73.98 |
76.32 |
72.51 |
| S2 |
71.04 |
71.04 |
75.70 |
|
| S3 |
64.34 |
67.28 |
75.09 |
|
| S4 |
57.64 |
60.58 |
73.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.49 |
74.79 |
6.70 |
8.7% |
2.38 |
3.1% |
32% |
False |
False |
74,865 |
| 10 |
83.58 |
74.79 |
8.79 |
11.4% |
2.55 |
3.3% |
24% |
False |
False |
70,419 |
| 20 |
86.93 |
74.79 |
12.14 |
15.8% |
2.50 |
3.2% |
18% |
False |
False |
59,312 |
| 40 |
88.21 |
74.79 |
13.42 |
17.4% |
2.30 |
3.0% |
16% |
False |
False |
51,753 |
| 60 |
88.21 |
74.79 |
13.42 |
17.4% |
2.04 |
2.7% |
16% |
False |
False |
42,151 |
| 80 |
88.21 |
74.30 |
13.91 |
18.1% |
1.93 |
2.5% |
19% |
False |
False |
34,390 |
| 100 |
88.21 |
67.07 |
21.14 |
27.5% |
1.87 |
2.4% |
47% |
False |
False |
29,331 |
| 120 |
88.21 |
65.90 |
22.31 |
29.0% |
1.90 |
2.5% |
49% |
False |
False |
25,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.33 |
|
2.618 |
83.56 |
|
1.618 |
81.25 |
|
1.000 |
79.82 |
|
0.618 |
78.94 |
|
HIGH |
77.51 |
|
0.618 |
76.63 |
|
0.500 |
76.36 |
|
0.382 |
76.08 |
|
LOW |
75.20 |
|
0.618 |
73.77 |
|
1.000 |
72.89 |
|
1.618 |
71.46 |
|
2.618 |
69.15 |
|
4.250 |
65.38 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.74 |
76.67 |
| PP |
76.55 |
76.41 |
| S1 |
76.36 |
76.15 |
|