NYMEX Light Sweet Crude Oil Future March 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 |
77.59 |
77.87 |
0.28 |
0.4% |
76.51 |
| High |
77.98 |
78.05 |
0.07 |
0.1% |
79.09 |
| Low |
77.02 |
74.00 |
-3.02 |
-3.9% |
72.62 |
| Close |
77.88 |
77.23 |
-0.65 |
-0.8% |
76.08 |
| Range |
0.96 |
4.05 |
3.09 |
321.9% |
6.47 |
| ATR |
2.37 |
2.49 |
0.12 |
5.0% |
0.00 |
| Volume |
53,099 |
87,188 |
34,089 |
64.2% |
299,724 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.58 |
86.95 |
79.46 |
|
| R3 |
84.53 |
82.90 |
78.34 |
|
| R2 |
80.48 |
80.48 |
77.97 |
|
| R1 |
78.85 |
78.85 |
77.60 |
77.64 |
| PP |
76.43 |
76.43 |
76.43 |
75.82 |
| S1 |
74.80 |
74.80 |
76.86 |
73.59 |
| S2 |
72.38 |
72.38 |
76.49 |
|
| S3 |
68.33 |
70.75 |
76.12 |
|
| S4 |
64.28 |
66.70 |
75.00 |
|
|
| 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 |
78.35 |
72.62 |
5.73 |
7.4% |
3.03 |
3.9% |
80% |
False |
False |
70,076 |
| 10 |
79.09 |
72.62 |
6.47 |
8.4% |
2.52 |
3.3% |
71% |
False |
False |
59,797 |
| 20 |
83.30 |
72.62 |
10.68 |
13.8% |
2.51 |
3.2% |
43% |
False |
False |
55,166 |
| 40 |
86.47 |
72.62 |
13.85 |
17.9% |
2.39 |
3.1% |
33% |
False |
False |
51,243 |
| 60 |
86.68 |
72.62 |
14.06 |
18.2% |
2.08 |
2.7% |
33% |
False |
False |
48,070 |
| 80 |
86.68 |
72.62 |
14.06 |
18.2% |
1.96 |
2.5% |
33% |
False |
False |
40,928 |
| 100 |
86.68 |
68.87 |
17.81 |
23.1% |
1.85 |
2.4% |
47% |
False |
False |
36,052 |
| 120 |
86.68 |
65.63 |
21.05 |
27.3% |
1.86 |
2.4% |
55% |
False |
False |
32,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.26 |
|
2.618 |
88.65 |
|
1.618 |
84.60 |
|
1.000 |
82.10 |
|
0.618 |
80.55 |
|
HIGH |
78.05 |
|
0.618 |
76.50 |
|
0.500 |
76.03 |
|
0.382 |
75.55 |
|
LOW |
74.00 |
|
0.618 |
71.50 |
|
1.000 |
69.95 |
|
1.618 |
67.45 |
|
2.618 |
63.40 |
|
4.250 |
56.79 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.83 |
76.88 |
| PP |
76.43 |
76.53 |
| S1 |
76.03 |
76.18 |
|