NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
76.68 |
77.75 |
1.07 |
1.4% |
75.64 |
| High |
78.13 |
79.57 |
1.44 |
1.8% |
78.35 |
| Low |
75.94 |
75.15 |
-0.79 |
-1.0% |
74.00 |
| Close |
77.98 |
75.99 |
-1.99 |
-2.6% |
75.83 |
| Range |
2.19 |
4.42 |
2.23 |
101.8% |
4.35 |
| ATR |
2.39 |
2.53 |
0.15 |
6.1% |
0.00 |
| Volume |
86,670 |
181,857 |
95,187 |
109.8% |
248,711 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.16 |
87.50 |
78.42 |
|
| R3 |
85.74 |
83.08 |
77.21 |
|
| R2 |
81.32 |
81.32 |
76.80 |
|
| R1 |
78.66 |
78.66 |
76.40 |
77.78 |
| PP |
76.90 |
76.90 |
76.90 |
76.47 |
| S1 |
74.24 |
74.24 |
75.58 |
73.36 |
| S2 |
72.48 |
72.48 |
75.18 |
|
| S3 |
68.06 |
69.82 |
74.77 |
|
| S4 |
63.64 |
65.40 |
73.56 |
|
|
| 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 |
79.57 |
74.46 |
5.11 |
6.7% |
2.53 |
3.3% |
30% |
True |
False |
97,811 |
| 10 |
79.57 |
72.62 |
6.95 |
9.1% |
2.78 |
3.7% |
48% |
True |
False |
83,943 |
| 20 |
82.04 |
72.62 |
9.42 |
12.4% |
2.52 |
3.3% |
36% |
False |
False |
68,895 |
| 40 |
85.71 |
72.62 |
13.09 |
17.2% |
2.40 |
3.2% |
26% |
False |
False |
57,591 |
| 60 |
86.68 |
72.62 |
14.06 |
18.5% |
2.16 |
2.8% |
24% |
False |
False |
53,120 |
| 80 |
86.68 |
72.62 |
14.06 |
18.5% |
1.99 |
2.6% |
24% |
False |
False |
45,952 |
| 100 |
86.68 |
72.18 |
14.50 |
19.1% |
1.90 |
2.5% |
26% |
False |
False |
40,038 |
| 120 |
86.68 |
65.63 |
21.05 |
27.7% |
1.88 |
2.5% |
49% |
False |
False |
36,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.36 |
|
2.618 |
91.14 |
|
1.618 |
86.72 |
|
1.000 |
83.99 |
|
0.618 |
82.30 |
|
HIGH |
79.57 |
|
0.618 |
77.88 |
|
0.500 |
77.36 |
|
0.382 |
76.84 |
|
LOW |
75.15 |
|
0.618 |
72.42 |
|
1.000 |
70.73 |
|
1.618 |
68.00 |
|
2.618 |
63.58 |
|
4.250 |
56.37 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.36 |
77.29 |
| PP |
76.90 |
76.86 |
| S1 |
76.45 |
76.42 |
|