NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
77.42 |
76.83 |
-0.59 |
-0.8% |
78.90 |
| High |
78.45 |
77.69 |
-0.76 |
-1.0% |
80.20 |
| Low |
76.73 |
76.10 |
-0.63 |
-0.8% |
74.24 |
| Close |
77.20 |
76.36 |
-0.84 |
-1.1% |
76.18 |
| Range |
1.72 |
1.59 |
-0.13 |
-7.6% |
5.96 |
| ATR |
2.06 |
2.02 |
-0.03 |
-1.6% |
0.00 |
| Volume |
12,321 |
11,581 |
-740 |
-6.0% |
71,475 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.49 |
80.51 |
77.23 |
|
| R3 |
79.90 |
78.92 |
76.80 |
|
| R2 |
78.31 |
78.31 |
76.65 |
|
| R1 |
77.33 |
77.33 |
76.51 |
77.03 |
| PP |
76.72 |
76.72 |
76.72 |
76.56 |
| S1 |
75.74 |
75.74 |
76.21 |
75.44 |
| S2 |
75.13 |
75.13 |
76.07 |
|
| S3 |
73.54 |
74.15 |
75.92 |
|
| S4 |
71.95 |
72.56 |
75.49 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.75 |
91.43 |
79.46 |
|
| R3 |
88.79 |
85.47 |
77.82 |
|
| R2 |
82.83 |
82.83 |
77.27 |
|
| R1 |
79.51 |
79.51 |
76.73 |
78.19 |
| PP |
76.87 |
76.87 |
76.87 |
76.22 |
| S1 |
73.55 |
73.55 |
75.63 |
72.23 |
| S2 |
70.91 |
70.91 |
75.09 |
|
| S3 |
64.95 |
67.59 |
74.54 |
|
| S4 |
58.99 |
61.63 |
72.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.45 |
74.38 |
4.07 |
5.3% |
1.81 |
2.4% |
49% |
False |
False |
11,914 |
| 10 |
80.99 |
74.24 |
6.75 |
8.8% |
2.06 |
2.7% |
31% |
False |
False |
13,334 |
| 20 |
83.87 |
74.24 |
9.63 |
12.6% |
2.11 |
2.8% |
22% |
False |
False |
12,967 |
| 40 |
83.95 |
74.24 |
9.71 |
12.7% |
1.92 |
2.5% |
22% |
False |
False |
11,507 |
| 60 |
84.87 |
74.24 |
10.63 |
13.9% |
1.67 |
2.2% |
20% |
False |
False |
9,701 |
| 80 |
84.87 |
74.24 |
10.63 |
13.9% |
1.56 |
2.0% |
20% |
False |
False |
8,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.45 |
|
2.618 |
81.85 |
|
1.618 |
80.26 |
|
1.000 |
79.28 |
|
0.618 |
78.67 |
|
HIGH |
77.69 |
|
0.618 |
77.08 |
|
0.500 |
76.90 |
|
0.382 |
76.71 |
|
LOW |
76.10 |
|
0.618 |
75.12 |
|
1.000 |
74.51 |
|
1.618 |
73.53 |
|
2.618 |
71.94 |
|
4.250 |
69.34 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.90 |
76.86 |
| PP |
76.72 |
76.69 |
| S1 |
76.54 |
76.53 |
|