NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
76.74 |
73.25 |
-3.49 |
-4.5% |
76.89 |
| High |
76.83 |
76.24 |
-0.59 |
-0.8% |
79.39 |
| Low |
72.53 |
73.02 |
0.49 |
0.7% |
72.53 |
| Close |
73.19 |
76.11 |
2.92 |
4.0% |
76.11 |
| Range |
4.30 |
3.22 |
-1.08 |
-25.1% |
6.86 |
| ATR |
2.52 |
2.57 |
0.05 |
2.0% |
0.00 |
| Volume |
147,659 |
101,754 |
-45,905 |
-31.1% |
447,764 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.78 |
83.67 |
77.88 |
|
| R3 |
81.56 |
80.45 |
77.00 |
|
| R2 |
78.34 |
78.34 |
76.70 |
|
| R1 |
77.23 |
77.23 |
76.41 |
77.79 |
| PP |
75.12 |
75.12 |
75.12 |
75.40 |
| S1 |
74.01 |
74.01 |
75.81 |
74.57 |
| S2 |
71.90 |
71.90 |
75.52 |
|
| S3 |
68.68 |
70.79 |
75.22 |
|
| S4 |
65.46 |
67.57 |
74.34 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.59 |
93.21 |
79.88 |
|
| R3 |
89.73 |
86.35 |
78.00 |
|
| R2 |
82.87 |
82.87 |
77.37 |
|
| R1 |
79.49 |
79.49 |
76.74 |
77.75 |
| PP |
76.01 |
76.01 |
76.01 |
75.14 |
| S1 |
72.63 |
72.63 |
75.48 |
70.89 |
| S2 |
69.15 |
69.15 |
74.85 |
|
| S3 |
62.29 |
65.77 |
74.22 |
|
| S4 |
55.43 |
58.91 |
72.34 |
|
|
| 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 |
9.0% |
2.74 |
3.6% |
52% |
False |
False |
89,552 |
| 10 |
81.49 |
72.53 |
8.96 |
11.8% |
2.56 |
3.4% |
40% |
False |
False |
82,209 |
| 20 |
85.76 |
72.53 |
13.23 |
17.4% |
2.64 |
3.5% |
27% |
False |
False |
72,089 |
| 40 |
88.21 |
72.53 |
15.68 |
20.6% |
2.46 |
3.2% |
23% |
False |
False |
57,918 |
| 60 |
88.21 |
72.53 |
15.68 |
20.6% |
2.15 |
2.8% |
23% |
False |
False |
48,270 |
| 80 |
88.21 |
72.53 |
15.68 |
20.6% |
2.01 |
2.6% |
23% |
False |
False |
39,387 |
| 100 |
88.21 |
68.70 |
19.51 |
25.6% |
1.91 |
2.5% |
38% |
False |
False |
33,350 |
| 120 |
88.21 |
65.90 |
22.31 |
29.3% |
1.93 |
2.5% |
46% |
False |
False |
28,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.93 |
|
2.618 |
84.67 |
|
1.618 |
81.45 |
|
1.000 |
79.46 |
|
0.618 |
78.23 |
|
HIGH |
76.24 |
|
0.618 |
75.01 |
|
0.500 |
74.63 |
|
0.382 |
74.25 |
|
LOW |
73.02 |
|
0.618 |
71.03 |
|
1.000 |
69.80 |
|
1.618 |
67.81 |
|
2.618 |
64.59 |
|
4.250 |
59.34 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.62 |
75.91 |
| PP |
75.12 |
75.71 |
| S1 |
74.63 |
75.51 |
|