NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
77.88 |
76.74 |
-1.14 |
-1.5% |
80.35 |
| High |
78.48 |
76.83 |
-1.65 |
-2.1% |
81.49 |
| Low |
76.49 |
72.53 |
-3.96 |
-5.2% |
74.79 |
| Close |
76.80 |
73.19 |
-3.61 |
-4.7% |
76.93 |
| Range |
1.99 |
4.30 |
2.31 |
116.1% |
6.70 |
| ATR |
2.39 |
2.52 |
0.14 |
5.7% |
0.00 |
| Volume |
99,245 |
147,659 |
48,414 |
48.8% |
374,328 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.08 |
84.44 |
75.56 |
|
| R3 |
82.78 |
80.14 |
74.37 |
|
| R2 |
78.48 |
78.48 |
73.98 |
|
| R1 |
75.84 |
75.84 |
73.58 |
75.01 |
| PP |
74.18 |
74.18 |
74.18 |
73.77 |
| S1 |
71.54 |
71.54 |
72.80 |
70.71 |
| S2 |
69.88 |
69.88 |
72.40 |
|
| S3 |
65.58 |
67.24 |
72.01 |
|
| S4 |
61.28 |
62.94 |
70.83 |
|
|
| 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 |
72.53 |
6.86 |
9.4% |
2.56 |
3.5% |
10% |
False |
True |
81,180 |
| 10 |
82.64 |
72.53 |
10.11 |
13.8% |
2.56 |
3.5% |
7% |
False |
True |
79,467 |
| 20 |
86.93 |
72.53 |
14.40 |
19.7% |
2.57 |
3.5% |
5% |
False |
True |
69,195 |
| 40 |
88.21 |
72.53 |
15.68 |
21.4% |
2.42 |
3.3% |
4% |
False |
True |
56,509 |
| 60 |
88.21 |
72.53 |
15.68 |
21.4% |
2.12 |
2.9% |
4% |
False |
True |
46,914 |
| 80 |
88.21 |
72.53 |
15.68 |
21.4% |
1.99 |
2.7% |
4% |
False |
True |
38,237 |
| 100 |
88.21 |
67.38 |
20.83 |
28.5% |
1.90 |
2.6% |
28% |
False |
False |
32,413 |
| 120 |
88.21 |
65.90 |
22.31 |
30.5% |
1.94 |
2.6% |
33% |
False |
False |
28,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.11 |
|
2.618 |
88.09 |
|
1.618 |
83.79 |
|
1.000 |
81.13 |
|
0.618 |
79.49 |
|
HIGH |
76.83 |
|
0.618 |
75.19 |
|
0.500 |
74.68 |
|
0.382 |
74.17 |
|
LOW |
72.53 |
|
0.618 |
69.87 |
|
1.000 |
68.23 |
|
1.618 |
65.57 |
|
2.618 |
61.27 |
|
4.250 |
54.26 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.68 |
75.96 |
| PP |
74.18 |
75.04 |
| S1 |
73.69 |
74.11 |
|