NYMEX Light Sweet Crude Oil Future March 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 |
73.30 |
75.64 |
2.34 |
3.2% |
76.51 |
| High |
76.20 |
78.35 |
2.15 |
2.8% |
79.09 |
| Low |
73.09 |
75.47 |
2.38 |
3.3% |
72.62 |
| Close |
76.08 |
77.83 |
1.75 |
2.3% |
76.08 |
| Range |
3.11 |
2.88 |
-0.23 |
-7.4% |
6.47 |
| ATR |
2.45 |
2.48 |
0.03 |
1.2% |
0.00 |
| Volume |
63,656 |
53,351 |
-10,305 |
-16.2% |
299,724 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.86 |
84.72 |
79.41 |
|
| R3 |
82.98 |
81.84 |
78.62 |
|
| R2 |
80.10 |
80.10 |
78.36 |
|
| R1 |
78.96 |
78.96 |
78.09 |
79.53 |
| PP |
77.22 |
77.22 |
77.22 |
77.50 |
| S1 |
76.08 |
76.08 |
77.57 |
76.65 |
| S2 |
74.34 |
74.34 |
77.30 |
|
| S3 |
71.46 |
73.20 |
77.04 |
|
| S4 |
68.58 |
70.32 |
76.25 |
|
|
| 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 |
8.3% |
2.75 |
3.5% |
81% |
False |
False |
63,044 |
| 10 |
80.08 |
72.62 |
7.46 |
9.6% |
2.61 |
3.3% |
70% |
False |
False |
59,756 |
| 20 |
83.30 |
72.62 |
10.68 |
13.7% |
2.55 |
3.3% |
49% |
False |
False |
54,272 |
| 40 |
86.47 |
72.62 |
13.85 |
17.8% |
2.36 |
3.0% |
38% |
False |
False |
50,405 |
| 60 |
86.68 |
72.62 |
14.06 |
18.1% |
2.04 |
2.6% |
37% |
False |
False |
46,190 |
| 80 |
86.68 |
72.62 |
14.06 |
18.1% |
1.93 |
2.5% |
37% |
False |
False |
39,537 |
| 100 |
86.68 |
68.61 |
18.07 |
23.2% |
1.83 |
2.4% |
51% |
False |
False |
34,957 |
| 120 |
86.68 |
65.63 |
21.05 |
27.0% |
1.85 |
2.4% |
58% |
False |
False |
31,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.59 |
|
2.618 |
85.89 |
|
1.618 |
83.01 |
|
1.000 |
81.23 |
|
0.618 |
80.13 |
|
HIGH |
78.35 |
|
0.618 |
77.25 |
|
0.500 |
76.91 |
|
0.382 |
76.57 |
|
LOW |
75.47 |
|
0.618 |
73.69 |
|
1.000 |
72.59 |
|
1.618 |
70.81 |
|
2.618 |
67.93 |
|
4.250 |
63.23 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.52 |
77.05 |
| PP |
77.22 |
76.27 |
| S1 |
76.91 |
75.49 |
|