NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
76.51 |
78.04 |
1.53 |
2.0% |
79.85 |
| High |
78.02 |
79.09 |
1.07 |
1.4% |
81.07 |
| Low |
75.74 |
77.27 |
1.53 |
2.0% |
74.63 |
| Close |
77.75 |
77.75 |
0.00 |
0.0% |
76.68 |
| Range |
2.28 |
1.82 |
-0.46 |
-20.2% |
6.44 |
| ATR |
2.34 |
2.30 |
-0.04 |
-1.6% |
0.00 |
| Volume |
37,852 |
42,993 |
5,141 |
13.6% |
286,610 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.50 |
82.44 |
78.75 |
|
| R3 |
81.68 |
80.62 |
78.25 |
|
| R2 |
79.86 |
79.86 |
78.08 |
|
| R1 |
78.80 |
78.80 |
77.92 |
78.42 |
| PP |
78.04 |
78.04 |
78.04 |
77.85 |
| S1 |
76.98 |
76.98 |
77.58 |
76.60 |
| S2 |
76.22 |
76.22 |
77.42 |
|
| S3 |
74.40 |
75.16 |
77.25 |
|
| S4 |
72.58 |
73.34 |
76.75 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.78 |
93.17 |
80.22 |
|
| R3 |
90.34 |
86.73 |
78.45 |
|
| R2 |
83.90 |
83.90 |
77.86 |
|
| R1 |
80.29 |
80.29 |
77.27 |
78.88 |
| PP |
77.46 |
77.46 |
77.46 |
76.75 |
| S1 |
73.85 |
73.85 |
76.09 |
72.44 |
| S2 |
71.02 |
71.02 |
75.50 |
|
| S3 |
64.58 |
67.41 |
74.91 |
|
| S4 |
58.14 |
60.97 |
73.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.09 |
74.63 |
4.46 |
5.7% |
2.12 |
2.7% |
70% |
True |
False |
52,517 |
| 10 |
82.04 |
74.63 |
7.41 |
9.5% |
2.33 |
3.0% |
42% |
False |
False |
53,724 |
| 20 |
85.71 |
74.63 |
11.08 |
14.3% |
2.39 |
3.1% |
28% |
False |
False |
49,596 |
| 40 |
86.47 |
74.63 |
11.84 |
15.2% |
2.21 |
2.8% |
26% |
False |
False |
48,013 |
| 60 |
86.68 |
74.63 |
12.05 |
15.5% |
1.95 |
2.5% |
26% |
False |
False |
43,343 |
| 80 |
86.68 |
74.63 |
12.05 |
15.5% |
1.84 |
2.4% |
26% |
False |
False |
36,986 |
| 100 |
86.68 |
67.32 |
19.36 |
24.9% |
1.77 |
2.3% |
54% |
False |
False |
32,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.83 |
|
2.618 |
83.85 |
|
1.618 |
82.03 |
|
1.000 |
80.91 |
|
0.618 |
80.21 |
|
HIGH |
79.09 |
|
0.618 |
78.39 |
|
0.500 |
78.18 |
|
0.382 |
77.97 |
|
LOW |
77.27 |
|
0.618 |
76.15 |
|
1.000 |
75.45 |
|
1.618 |
74.33 |
|
2.618 |
72.51 |
|
4.250 |
69.54 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.18 |
77.52 |
| PP |
78.04 |
77.29 |
| S1 |
77.89 |
77.06 |
|