NYMEX Light Sweet Crude Oil Future March 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 |
76.59 |
73.30 |
-3.29 |
-4.3% |
76.51 |
| High |
76.77 |
76.20 |
-0.57 |
-0.7% |
79.09 |
| Low |
72.62 |
73.09 |
0.47 |
0.6% |
72.62 |
| Close |
73.28 |
76.08 |
2.80 |
3.8% |
76.08 |
| Range |
4.15 |
3.11 |
-1.04 |
-25.1% |
6.47 |
| ATR |
2.40 |
2.45 |
0.05 |
2.1% |
0.00 |
| Volume |
93,086 |
63,656 |
-29,430 |
-31.6% |
299,724 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.45 |
83.38 |
77.79 |
|
| R3 |
81.34 |
80.27 |
76.94 |
|
| R2 |
78.23 |
78.23 |
76.65 |
|
| R1 |
77.16 |
77.16 |
76.37 |
77.70 |
| PP |
75.12 |
75.12 |
75.12 |
75.39 |
| S1 |
74.05 |
74.05 |
75.79 |
74.59 |
| S2 |
72.01 |
72.01 |
75.51 |
|
| S3 |
68.90 |
70.94 |
75.22 |
|
| S4 |
65.79 |
67.83 |
74.37 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.34 |
92.18 |
79.64 |
|
| R3 |
88.87 |
85.71 |
77.86 |
|
| R2 |
82.40 |
82.40 |
77.27 |
|
| R1 |
79.24 |
79.24 |
76.67 |
77.59 |
| PP |
75.93 |
75.93 |
75.93 |
75.10 |
| S1 |
72.77 |
72.77 |
75.49 |
71.12 |
| S2 |
69.46 |
69.46 |
74.89 |
|
| S3 |
62.99 |
66.30 |
74.30 |
|
| S4 |
56.52 |
59.83 |
72.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.09 |
72.62 |
6.47 |
8.5% |
2.63 |
3.5% |
53% |
False |
False |
59,944 |
| 10 |
81.07 |
72.62 |
8.45 |
11.1% |
2.47 |
3.2% |
41% |
False |
False |
58,633 |
| 20 |
84.68 |
72.62 |
12.06 |
15.9% |
2.51 |
3.3% |
29% |
False |
False |
53,220 |
| 40 |
86.47 |
72.62 |
13.85 |
18.2% |
2.31 |
3.0% |
25% |
False |
False |
50,102 |
| 60 |
86.68 |
72.62 |
14.06 |
18.5% |
2.03 |
2.7% |
25% |
False |
False |
45,724 |
| 80 |
86.68 |
72.62 |
14.06 |
18.5% |
1.91 |
2.5% |
25% |
False |
False |
39,072 |
| 100 |
86.68 |
68.53 |
18.15 |
23.9% |
1.82 |
2.4% |
42% |
False |
False |
34,537 |
| 120 |
86.68 |
65.63 |
21.05 |
27.7% |
1.84 |
2.4% |
50% |
False |
False |
31,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.42 |
|
2.618 |
84.34 |
|
1.618 |
81.23 |
|
1.000 |
79.31 |
|
0.618 |
78.12 |
|
HIGH |
76.20 |
|
0.618 |
75.01 |
|
0.500 |
74.65 |
|
0.382 |
74.28 |
|
LOW |
73.09 |
|
0.618 |
71.17 |
|
1.000 |
69.98 |
|
1.618 |
68.06 |
|
2.618 |
64.95 |
|
4.250 |
59.87 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.60 |
75.87 |
| PP |
75.12 |
75.65 |
| S1 |
74.65 |
75.44 |
|