NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
77.87 |
76.83 |
-1.04 |
-1.3% |
75.64 |
| High |
78.05 |
77.26 |
-0.79 |
-1.0% |
78.35 |
| Low |
74.00 |
75.40 |
1.40 |
1.9% |
74.00 |
| Close |
77.23 |
75.83 |
-1.40 |
-1.8% |
75.83 |
| Range |
4.05 |
1.86 |
-2.19 |
-54.1% |
4.35 |
| ATR |
2.49 |
2.45 |
-0.05 |
-1.8% |
0.00 |
| Volume |
87,188 |
55,073 |
-32,115 |
-36.8% |
248,711 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.74 |
80.65 |
76.85 |
|
| R3 |
79.88 |
78.79 |
76.34 |
|
| R2 |
78.02 |
78.02 |
76.17 |
|
| R1 |
76.93 |
76.93 |
76.00 |
76.55 |
| PP |
76.16 |
76.16 |
76.16 |
75.97 |
| S1 |
75.07 |
75.07 |
75.66 |
74.69 |
| S2 |
74.30 |
74.30 |
75.49 |
|
| S3 |
72.44 |
73.21 |
75.32 |
|
| S4 |
70.58 |
71.35 |
74.81 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.11 |
86.82 |
78.22 |
|
| R3 |
84.76 |
82.47 |
77.03 |
|
| R2 |
80.41 |
80.41 |
76.63 |
|
| R1 |
78.12 |
78.12 |
76.23 |
79.27 |
| PP |
76.06 |
76.06 |
76.06 |
76.63 |
| S1 |
73.77 |
73.77 |
75.43 |
74.92 |
| S2 |
71.71 |
71.71 |
75.03 |
|
| S3 |
67.36 |
69.42 |
74.63 |
|
| S4 |
63.01 |
65.07 |
73.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.35 |
73.09 |
5.26 |
6.9% |
2.57 |
3.4% |
52% |
False |
False |
62,473 |
| 10 |
79.09 |
72.62 |
6.47 |
8.5% |
2.51 |
3.3% |
50% |
False |
False |
58,822 |
| 20 |
83.30 |
72.62 |
10.68 |
14.1% |
2.48 |
3.3% |
30% |
False |
False |
55,966 |
| 40 |
85.82 |
72.62 |
13.20 |
17.4% |
2.39 |
3.1% |
24% |
False |
False |
51,268 |
| 60 |
86.68 |
72.62 |
14.06 |
18.5% |
2.10 |
2.8% |
23% |
False |
False |
48,667 |
| 80 |
86.68 |
72.62 |
14.06 |
18.5% |
1.95 |
2.6% |
23% |
False |
False |
41,406 |
| 100 |
86.68 |
68.87 |
17.81 |
23.5% |
1.86 |
2.4% |
39% |
False |
False |
36,397 |
| 120 |
86.68 |
65.63 |
21.05 |
27.8% |
1.86 |
2.4% |
48% |
False |
False |
33,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.17 |
|
2.618 |
82.13 |
|
1.618 |
80.27 |
|
1.000 |
79.12 |
|
0.618 |
78.41 |
|
HIGH |
77.26 |
|
0.618 |
76.55 |
|
0.500 |
76.33 |
|
0.382 |
76.11 |
|
LOW |
75.40 |
|
0.618 |
74.25 |
|
1.000 |
73.54 |
|
1.618 |
72.39 |
|
2.618 |
70.53 |
|
4.250 |
67.50 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.33 |
76.03 |
| PP |
76.16 |
75.96 |
| S1 |
76.00 |
75.90 |
|