NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
77.69 |
77.92 |
0.23 |
0.3% |
76.89 |
| High |
78.04 |
78.11 |
0.07 |
0.1% |
79.39 |
| Low |
77.04 |
73.98 |
-3.06 |
-4.0% |
72.53 |
| Close |
77.92 |
77.25 |
-0.67 |
-0.9% |
76.11 |
| Range |
1.00 |
4.13 |
3.13 |
313.0% |
6.86 |
| ATR |
2.49 |
2.61 |
0.12 |
4.7% |
0.00 |
| Volume |
69,053 |
99,855 |
30,802 |
44.6% |
447,764 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.84 |
87.17 |
79.52 |
|
| R3 |
84.71 |
83.04 |
78.39 |
|
| R2 |
80.58 |
80.58 |
78.01 |
|
| R1 |
78.91 |
78.91 |
77.63 |
77.68 |
| PP |
76.45 |
76.45 |
76.45 |
75.83 |
| S1 |
74.78 |
74.78 |
76.87 |
73.55 |
| S2 |
72.32 |
72.32 |
76.49 |
|
| S3 |
68.19 |
70.65 |
76.11 |
|
| S4 |
64.06 |
66.52 |
74.98 |
|
|
| 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 |
78.48 |
72.53 |
5.95 |
7.7% |
3.13 |
4.1% |
79% |
False |
False |
97,529 |
| 10 |
79.39 |
72.53 |
6.86 |
8.9% |
2.61 |
3.4% |
69% |
False |
False |
82,839 |
| 20 |
84.11 |
72.53 |
11.58 |
15.0% |
2.62 |
3.4% |
41% |
False |
False |
74,333 |
| 40 |
88.21 |
72.53 |
15.68 |
20.3% |
2.53 |
3.3% |
30% |
False |
False |
60,636 |
| 60 |
88.21 |
72.53 |
15.68 |
20.3% |
2.21 |
2.9% |
30% |
False |
False |
51,619 |
| 80 |
88.21 |
72.53 |
15.68 |
20.3% |
2.06 |
2.7% |
30% |
False |
False |
41,972 |
| 100 |
88.21 |
69.05 |
19.16 |
24.8% |
1.94 |
2.5% |
43% |
False |
False |
35,517 |
| 120 |
88.21 |
65.90 |
22.31 |
28.9% |
1.95 |
2.5% |
51% |
False |
False |
30,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.66 |
|
2.618 |
88.92 |
|
1.618 |
84.79 |
|
1.000 |
82.24 |
|
0.618 |
80.66 |
|
HIGH |
78.11 |
|
0.618 |
76.53 |
|
0.500 |
76.05 |
|
0.382 |
75.56 |
|
LOW |
73.98 |
|
0.618 |
71.43 |
|
1.000 |
69.85 |
|
1.618 |
67.30 |
|
2.618 |
63.17 |
|
4.250 |
56.43 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.85 |
76.91 |
| PP |
76.45 |
76.57 |
| S1 |
76.05 |
76.23 |
|