NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
73.25 |
75.81 |
2.56 |
3.5% |
76.89 |
| High |
76.24 |
78.48 |
2.24 |
2.9% |
79.39 |
| Low |
73.02 |
75.47 |
2.45 |
3.4% |
72.53 |
| Close |
76.11 |
77.90 |
1.79 |
2.4% |
76.11 |
| Range |
3.22 |
3.01 |
-0.21 |
-6.5% |
6.86 |
| ATR |
2.57 |
2.61 |
0.03 |
1.2% |
0.00 |
| Volume |
101,754 |
69,324 |
-32,430 |
-31.9% |
447,764 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.31 |
85.12 |
79.56 |
|
| R3 |
83.30 |
82.11 |
78.73 |
|
| R2 |
80.29 |
80.29 |
78.45 |
|
| R1 |
79.10 |
79.10 |
78.18 |
79.70 |
| PP |
77.28 |
77.28 |
77.28 |
77.58 |
| S1 |
76.09 |
76.09 |
77.62 |
76.69 |
| S2 |
74.27 |
74.27 |
77.35 |
|
| S3 |
71.26 |
73.08 |
77.07 |
|
| S4 |
68.25 |
70.07 |
76.24 |
|
|
| 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 |
8.8% |
2.88 |
3.7% |
78% |
False |
False |
93,741 |
| 10 |
80.49 |
72.53 |
7.96 |
10.2% |
2.71 |
3.5% |
67% |
False |
False |
83,367 |
| 20 |
84.18 |
72.53 |
11.65 |
15.0% |
2.67 |
3.4% |
46% |
False |
False |
73,301 |
| 40 |
88.21 |
72.53 |
15.68 |
20.1% |
2.50 |
3.2% |
34% |
False |
False |
58,660 |
| 60 |
88.21 |
72.53 |
15.68 |
20.1% |
2.16 |
2.8% |
34% |
False |
False |
49,113 |
| 80 |
88.21 |
72.53 |
15.68 |
20.1% |
2.03 |
2.6% |
34% |
False |
False |
40,107 |
| 100 |
88.21 |
68.86 |
19.35 |
24.8% |
1.92 |
2.5% |
47% |
False |
False |
33,990 |
| 120 |
88.21 |
65.90 |
22.31 |
28.6% |
1.94 |
2.5% |
54% |
False |
False |
29,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.27 |
|
2.618 |
86.36 |
|
1.618 |
83.35 |
|
1.000 |
81.49 |
|
0.618 |
80.34 |
|
HIGH |
78.48 |
|
0.618 |
77.33 |
|
0.500 |
76.98 |
|
0.382 |
76.62 |
|
LOW |
75.47 |
|
0.618 |
73.61 |
|
1.000 |
72.46 |
|
1.618 |
70.60 |
|
2.618 |
67.59 |
|
4.250 |
62.68 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.59 |
77.10 |
| PP |
77.28 |
76.30 |
| S1 |
76.98 |
75.51 |
|