NYMEX Light Sweet Crude Oil Future April 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
77.42 |
76.37 |
-1.05 |
-1.4% |
79.27 |
| High |
77.98 |
76.59 |
-1.39 |
-1.8% |
80.64 |
| Low |
76.30 |
72.65 |
-3.65 |
-4.8% |
74.48 |
| Close |
76.56 |
73.27 |
-3.29 |
-4.3% |
76.43 |
| Range |
1.68 |
3.94 |
2.26 |
134.5% |
6.16 |
| ATR |
2.12 |
2.25 |
0.13 |
6.2% |
0.00 |
| Volume |
19,358 |
28,632 |
9,274 |
47.9% |
109,700 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.99 |
83.57 |
75.44 |
|
| R3 |
82.05 |
79.63 |
74.35 |
|
| R2 |
78.11 |
78.11 |
73.99 |
|
| R1 |
75.69 |
75.69 |
73.63 |
74.93 |
| PP |
74.17 |
74.17 |
74.17 |
73.79 |
| S1 |
71.75 |
71.75 |
72.91 |
70.99 |
| S2 |
70.23 |
70.23 |
72.55 |
|
| S3 |
66.29 |
67.81 |
72.19 |
|
| S4 |
62.35 |
63.87 |
71.10 |
|
|
| 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 |
78.76 |
72.65 |
6.11 |
8.3% |
2.30 |
3.1% |
10% |
False |
True |
19,800 |
| 10 |
81.50 |
72.65 |
8.85 |
12.1% |
2.28 |
3.1% |
7% |
False |
True |
20,693 |
| 20 |
84.68 |
72.65 |
12.03 |
16.4% |
2.26 |
3.1% |
5% |
False |
True |
18,385 |
| 40 |
85.08 |
72.65 |
12.43 |
17.0% |
2.09 |
2.9% |
5% |
False |
True |
17,070 |
| 60 |
85.75 |
72.65 |
13.10 |
17.9% |
1.83 |
2.5% |
5% |
False |
True |
14,619 |
| 80 |
85.75 |
72.65 |
13.10 |
17.9% |
1.71 |
2.3% |
5% |
False |
True |
11,981 |
| 100 |
85.75 |
67.27 |
18.48 |
25.2% |
1.61 |
2.2% |
32% |
False |
False |
10,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.34 |
|
2.618 |
86.90 |
|
1.618 |
82.96 |
|
1.000 |
80.53 |
|
0.618 |
79.02 |
|
HIGH |
76.59 |
|
0.618 |
75.08 |
|
0.500 |
74.62 |
|
0.382 |
74.16 |
|
LOW |
72.65 |
|
0.618 |
70.22 |
|
1.000 |
68.71 |
|
1.618 |
66.28 |
|
2.618 |
62.34 |
|
4.250 |
55.91 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.62 |
75.71 |
| PP |
74.17 |
74.89 |
| S1 |
73.72 |
74.08 |
|