NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
79.85 |
80.04 |
0.19 |
0.2% |
82.78 |
| High |
81.07 |
80.08 |
-0.99 |
-1.2% |
82.78 |
| Low |
79.58 |
76.54 |
-3.04 |
-3.8% |
78.98 |
| Close |
79.99 |
76.73 |
-3.26 |
-4.1% |
79.46 |
| Range |
1.49 |
3.54 |
2.05 |
137.6% |
3.80 |
| ATR |
2.30 |
2.39 |
0.09 |
3.8% |
0.00 |
| Volume |
42,125 |
62,741 |
20,616 |
48.9% |
252,928 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.40 |
86.11 |
78.68 |
|
| R3 |
84.86 |
82.57 |
77.70 |
|
| R2 |
81.32 |
81.32 |
77.38 |
|
| R1 |
79.03 |
79.03 |
77.05 |
78.41 |
| PP |
77.78 |
77.78 |
77.78 |
77.47 |
| S1 |
75.49 |
75.49 |
76.41 |
74.87 |
| S2 |
74.24 |
74.24 |
76.08 |
|
| S3 |
70.70 |
71.95 |
75.76 |
|
| S4 |
67.16 |
68.41 |
74.78 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.81 |
89.43 |
81.55 |
|
| R3 |
88.01 |
85.63 |
80.51 |
|
| R2 |
84.21 |
84.21 |
80.16 |
|
| R1 |
81.83 |
81.83 |
79.81 |
81.12 |
| PP |
80.41 |
80.41 |
80.41 |
80.05 |
| S1 |
78.03 |
78.03 |
79.11 |
77.32 |
| S2 |
76.61 |
76.61 |
78.76 |
|
| S3 |
72.81 |
74.23 |
78.42 |
|
| S4 |
69.01 |
70.43 |
77.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.04 |
76.54 |
5.50 |
7.2% |
2.54 |
3.3% |
3% |
False |
True |
54,931 |
| 10 |
83.30 |
76.54 |
6.76 |
8.8% |
2.57 |
3.4% |
3% |
False |
True |
48,987 |
| 20 |
85.71 |
76.54 |
9.17 |
12.0% |
2.43 |
3.2% |
2% |
False |
True |
47,597 |
| 40 |
86.68 |
76.54 |
10.14 |
13.2% |
2.11 |
2.7% |
2% |
False |
True |
47,257 |
| 60 |
86.68 |
76.10 |
10.58 |
13.8% |
1.91 |
2.5% |
6% |
False |
False |
40,598 |
| 80 |
86.68 |
72.31 |
14.37 |
18.7% |
1.80 |
2.3% |
31% |
False |
False |
34,657 |
| 100 |
86.68 |
66.88 |
19.80 |
25.8% |
1.76 |
2.3% |
50% |
False |
False |
30,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.13 |
|
2.618 |
89.35 |
|
1.618 |
85.81 |
|
1.000 |
83.62 |
|
0.618 |
82.27 |
|
HIGH |
80.08 |
|
0.618 |
78.73 |
|
0.500 |
78.31 |
|
0.382 |
77.89 |
|
LOW |
76.54 |
|
0.618 |
74.35 |
|
1.000 |
73.00 |
|
1.618 |
70.81 |
|
2.618 |
67.27 |
|
4.250 |
61.50 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.31 |
79.29 |
| PP |
77.78 |
78.44 |
| S1 |
77.26 |
77.58 |
|