NYMEX Light Sweet Crude Oil Future April 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
75.01 |
76.30 |
1.29 |
1.7% |
79.27 |
| High |
76.95 |
77.73 |
0.78 |
1.0% |
80.64 |
| Low |
75.01 |
75.56 |
0.55 |
0.7% |
74.48 |
| Close |
76.43 |
77.51 |
1.08 |
1.4% |
76.43 |
| Range |
1.94 |
2.17 |
0.23 |
11.9% |
6.16 |
| ATR |
2.18 |
2.18 |
0.00 |
0.0% |
0.00 |
| Volume |
20,060 |
13,335 |
-6,725 |
-33.5% |
109,700 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.44 |
82.65 |
78.70 |
|
| R3 |
81.27 |
80.48 |
78.11 |
|
| R2 |
79.10 |
79.10 |
77.91 |
|
| R1 |
78.31 |
78.31 |
77.71 |
78.71 |
| PP |
76.93 |
76.93 |
76.93 |
77.13 |
| S1 |
76.14 |
76.14 |
77.31 |
76.54 |
| S2 |
74.76 |
74.76 |
77.11 |
|
| S3 |
72.59 |
73.97 |
76.91 |
|
| S4 |
70.42 |
71.80 |
76.32 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.66 |
92.21 |
79.82 |
|
| R3 |
89.50 |
86.05 |
78.12 |
|
| R2 |
83.34 |
83.34 |
77.56 |
|
| R1 |
79.89 |
79.89 |
76.99 |
78.54 |
| PP |
77.18 |
77.18 |
77.18 |
76.51 |
| S1 |
73.73 |
73.73 |
75.87 |
72.38 |
| S2 |
71.02 |
71.02 |
75.30 |
|
| S3 |
64.86 |
67.57 |
74.74 |
|
| S4 |
58.70 |
61.41 |
73.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.36 |
74.48 |
4.88 |
6.3% |
2.24 |
2.9% |
62% |
False |
False |
21,022 |
| 10 |
81.50 |
74.48 |
7.02 |
9.1% |
2.18 |
2.8% |
43% |
False |
False |
19,768 |
| 20 |
84.68 |
74.48 |
10.20 |
13.2% |
2.19 |
2.8% |
30% |
False |
False |
17,075 |
| 40 |
85.62 |
74.48 |
11.14 |
14.4% |
2.01 |
2.6% |
27% |
False |
False |
16,549 |
| 60 |
85.75 |
74.48 |
11.27 |
14.5% |
1.78 |
2.3% |
27% |
False |
False |
13,697 |
| 80 |
85.75 |
74.01 |
11.74 |
15.1% |
1.66 |
2.1% |
30% |
False |
False |
11,277 |
| 100 |
85.75 |
67.00 |
18.75 |
24.2% |
1.58 |
2.0% |
56% |
False |
False |
9,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.95 |
|
2.618 |
83.41 |
|
1.618 |
81.24 |
|
1.000 |
79.90 |
|
0.618 |
79.07 |
|
HIGH |
77.73 |
|
0.618 |
76.90 |
|
0.500 |
76.65 |
|
0.382 |
76.39 |
|
LOW |
75.56 |
|
0.618 |
74.22 |
|
1.000 |
73.39 |
|
1.618 |
72.05 |
|
2.618 |
69.88 |
|
4.250 |
66.34 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.22 |
77.06 |
| PP |
76.93 |
76.61 |
| S1 |
76.65 |
76.16 |
|