NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
75.72 |
75.53 |
-0.19 |
-0.3% |
75.64 |
| High |
76.47 |
77.19 |
0.72 |
0.9% |
78.35 |
| Low |
74.46 |
75.01 |
0.55 |
0.7% |
74.00 |
| Close |
75.22 |
76.66 |
1.44 |
1.9% |
75.83 |
| Range |
2.01 |
2.18 |
0.17 |
8.5% |
4.35 |
| ATR |
2.42 |
2.40 |
-0.02 |
-0.7% |
0.00 |
| Volume |
63,587 |
101,870 |
38,283 |
60.2% |
248,711 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.83 |
81.92 |
77.86 |
|
| R3 |
80.65 |
79.74 |
77.26 |
|
| R2 |
78.47 |
78.47 |
77.06 |
|
| R1 |
77.56 |
77.56 |
76.86 |
78.02 |
| PP |
76.29 |
76.29 |
76.29 |
76.51 |
| S1 |
75.38 |
75.38 |
76.46 |
75.84 |
| S2 |
74.11 |
74.11 |
76.26 |
|
| S3 |
71.93 |
73.20 |
76.06 |
|
| S4 |
69.75 |
71.02 |
75.46 |
|
|
| 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 |
78.05 |
74.00 |
4.05 |
5.3% |
2.21 |
2.9% |
66% |
False |
False |
72,163 |
| 10 |
79.09 |
72.62 |
6.47 |
8.4% |
2.48 |
3.2% |
62% |
False |
False |
67,604 |
| 20 |
82.04 |
72.62 |
9.42 |
12.3% |
2.43 |
3.2% |
43% |
False |
False |
60,866 |
| 40 |
85.71 |
72.62 |
13.09 |
17.1% |
2.39 |
3.1% |
31% |
False |
False |
53,202 |
| 60 |
86.68 |
72.62 |
14.06 |
18.3% |
2.11 |
2.8% |
29% |
False |
False |
50,069 |
| 80 |
86.68 |
72.62 |
14.06 |
18.3% |
1.95 |
2.5% |
29% |
False |
False |
42,985 |
| 100 |
86.68 |
70.84 |
15.84 |
20.7% |
1.86 |
2.4% |
37% |
False |
False |
37,696 |
| 120 |
86.68 |
65.63 |
21.05 |
27.5% |
1.86 |
2.4% |
52% |
False |
False |
34,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.46 |
|
2.618 |
82.90 |
|
1.618 |
80.72 |
|
1.000 |
79.37 |
|
0.618 |
78.54 |
|
HIGH |
77.19 |
|
0.618 |
76.36 |
|
0.500 |
76.10 |
|
0.382 |
75.84 |
|
LOW |
75.01 |
|
0.618 |
73.66 |
|
1.000 |
72.83 |
|
1.618 |
71.48 |
|
2.618 |
69.30 |
|
4.250 |
65.75 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.47 |
76.39 |
| PP |
76.29 |
76.13 |
| S1 |
76.10 |
75.86 |
|