NYMEX Light Sweet Crude Oil Future June 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 |
74.59 |
75.93 |
1.34 |
1.8% |
78.67 |
| High |
76.39 |
77.16 |
0.77 |
1.0% |
79.80 |
| Low |
74.40 |
74.99 |
0.59 |
0.8% |
73.99 |
| Close |
75.90 |
76.94 |
1.04 |
1.4% |
75.90 |
| Range |
1.99 |
2.17 |
0.18 |
9.0% |
5.81 |
| ATR |
2.09 |
2.09 |
0.01 |
0.3% |
0.00 |
| Volume |
40,329 |
38,269 |
-2,060 |
-5.1% |
261,329 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.87 |
82.08 |
78.13 |
|
| R3 |
80.70 |
79.91 |
77.54 |
|
| R2 |
78.53 |
78.53 |
77.34 |
|
| R1 |
77.74 |
77.74 |
77.14 |
78.14 |
| PP |
76.36 |
76.36 |
76.36 |
76.56 |
| S1 |
75.57 |
75.57 |
76.74 |
75.97 |
| S2 |
74.19 |
74.19 |
76.54 |
|
| S3 |
72.02 |
73.40 |
76.34 |
|
| S4 |
69.85 |
71.23 |
75.75 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.99 |
90.76 |
79.10 |
|
| R3 |
88.18 |
84.95 |
77.50 |
|
| R2 |
82.37 |
82.37 |
76.97 |
|
| R1 |
79.14 |
79.14 |
76.43 |
77.85 |
| PP |
76.56 |
76.56 |
76.56 |
75.92 |
| S1 |
73.33 |
73.33 |
75.37 |
72.04 |
| S2 |
70.75 |
70.75 |
74.83 |
|
| S3 |
64.94 |
67.52 |
74.30 |
|
| S4 |
59.13 |
61.71 |
72.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.95 |
73.99 |
4.96 |
6.4% |
2.25 |
2.9% |
59% |
False |
False |
52,227 |
| 10 |
80.46 |
73.99 |
6.47 |
8.4% |
2.16 |
2.8% |
46% |
False |
False |
48,200 |
| 20 |
83.14 |
73.99 |
9.15 |
11.9% |
2.12 |
2.8% |
32% |
False |
False |
45,785 |
| 40 |
83.95 |
73.99 |
9.96 |
12.9% |
1.94 |
2.5% |
30% |
False |
False |
47,283 |
| 60 |
84.13 |
73.99 |
10.14 |
13.2% |
1.73 |
2.3% |
29% |
False |
False |
45,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.38 |
|
2.618 |
82.84 |
|
1.618 |
80.67 |
|
1.000 |
79.33 |
|
0.618 |
78.50 |
|
HIGH |
77.16 |
|
0.618 |
76.33 |
|
0.500 |
76.08 |
|
0.382 |
75.82 |
|
LOW |
74.99 |
|
0.618 |
73.65 |
|
1.000 |
72.82 |
|
1.618 |
71.48 |
|
2.618 |
69.31 |
|
4.250 |
65.77 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.65 |
76.50 |
| PP |
76.36 |
76.06 |
| S1 |
76.08 |
75.62 |
|