NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
76.89 |
78.26 |
1.37 |
1.8% |
80.35 |
| High |
78.30 |
79.39 |
1.09 |
1.4% |
81.49 |
| Low |
75.98 |
77.52 |
1.54 |
2.0% |
74.79 |
| Close |
77.99 |
77.98 |
-0.01 |
0.0% |
76.93 |
| Range |
2.32 |
1.87 |
-0.45 |
-19.4% |
6.70 |
| ATR |
2.46 |
2.42 |
-0.04 |
-1.7% |
0.00 |
| Volume |
48,379 |
50,727 |
2,348 |
4.9% |
374,328 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.91 |
82.81 |
79.01 |
|
| R3 |
82.04 |
80.94 |
78.49 |
|
| R2 |
80.17 |
80.17 |
78.32 |
|
| R1 |
79.07 |
79.07 |
78.15 |
78.69 |
| PP |
78.30 |
78.30 |
78.30 |
78.10 |
| S1 |
77.20 |
77.20 |
77.81 |
76.82 |
| S2 |
76.43 |
76.43 |
77.64 |
|
| S3 |
74.56 |
75.33 |
77.47 |
|
| S4 |
72.69 |
73.46 |
76.95 |
|
|
| 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 |
79.39 |
74.79 |
4.60 |
5.9% |
2.17 |
2.8% |
69% |
True |
False |
67,036 |
| 10 |
82.64 |
74.79 |
7.85 |
10.1% |
2.43 |
3.1% |
41% |
False |
False |
69,058 |
| 20 |
86.93 |
74.79 |
12.14 |
15.6% |
2.53 |
3.2% |
26% |
False |
False |
61,365 |
| 40 |
88.21 |
74.79 |
13.42 |
17.2% |
2.35 |
3.0% |
24% |
False |
False |
51,727 |
| 60 |
88.21 |
74.79 |
13.42 |
17.2% |
2.06 |
2.6% |
24% |
False |
False |
43,381 |
| 80 |
88.21 |
74.79 |
13.42 |
17.2% |
1.94 |
2.5% |
24% |
False |
False |
35,362 |
| 100 |
88.21 |
67.38 |
20.83 |
26.7% |
1.86 |
2.4% |
51% |
False |
False |
30,088 |
| 120 |
88.21 |
65.90 |
22.31 |
28.6% |
1.92 |
2.5% |
54% |
False |
False |
26,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.34 |
|
2.618 |
84.29 |
|
1.618 |
82.42 |
|
1.000 |
81.26 |
|
0.618 |
80.55 |
|
HIGH |
79.39 |
|
0.618 |
78.68 |
|
0.500 |
78.46 |
|
0.382 |
78.23 |
|
LOW |
77.52 |
|
0.618 |
76.36 |
|
1.000 |
75.65 |
|
1.618 |
74.49 |
|
2.618 |
72.62 |
|
4.250 |
69.57 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.46 |
77.75 |
| PP |
78.30 |
77.52 |
| S1 |
78.14 |
77.30 |
|