NYMEX Light Sweet Crude Oil Future June 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
73.08 |
75.15 |
2.07 |
2.8% |
75.93 |
| High |
75.66 |
77.62 |
1.96 |
2.6% |
78.11 |
| Low |
72.84 |
75.02 |
2.18 |
3.0% |
72.42 |
| Close |
75.58 |
77.19 |
1.61 |
2.1% |
75.58 |
| Range |
2.82 |
2.60 |
-0.22 |
-7.8% |
5.69 |
| ATR |
2.20 |
2.22 |
0.03 |
1.3% |
0.00 |
| Volume |
44,678 |
41,431 |
-3,247 |
-7.3% |
251,807 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.41 |
83.40 |
78.62 |
|
| R3 |
81.81 |
80.80 |
77.91 |
|
| R2 |
79.21 |
79.21 |
77.67 |
|
| R1 |
78.20 |
78.20 |
77.43 |
78.71 |
| PP |
76.61 |
76.61 |
76.61 |
76.86 |
| S1 |
75.60 |
75.60 |
76.95 |
76.11 |
| S2 |
74.01 |
74.01 |
76.71 |
|
| S3 |
71.41 |
73.00 |
76.48 |
|
| S4 |
68.81 |
70.40 |
75.76 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.44 |
89.70 |
78.71 |
|
| R3 |
86.75 |
84.01 |
77.14 |
|
| R2 |
81.06 |
81.06 |
76.62 |
|
| R1 |
78.32 |
78.32 |
76.10 |
76.85 |
| PP |
75.37 |
75.37 |
75.37 |
74.63 |
| S1 |
72.63 |
72.63 |
75.06 |
71.16 |
| S2 |
69.68 |
69.68 |
74.54 |
|
| S3 |
63.99 |
66.94 |
74.02 |
|
| S4 |
58.30 |
61.25 |
72.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.11 |
72.42 |
5.69 |
7.4% |
2.47 |
3.2% |
84% |
False |
False |
50,993 |
| 10 |
78.95 |
72.42 |
6.53 |
8.5% |
2.36 |
3.1% |
73% |
False |
False |
51,610 |
| 20 |
81.40 |
72.42 |
8.98 |
11.6% |
2.29 |
3.0% |
53% |
False |
False |
49,004 |
| 40 |
83.14 |
72.42 |
10.72 |
13.9% |
2.09 |
2.7% |
44% |
False |
False |
47,486 |
| 60 |
84.13 |
72.42 |
11.71 |
15.2% |
1.82 |
2.4% |
41% |
False |
False |
46,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.67 |
|
2.618 |
84.43 |
|
1.618 |
81.83 |
|
1.000 |
80.22 |
|
0.618 |
79.23 |
|
HIGH |
77.62 |
|
0.618 |
76.63 |
|
0.500 |
76.32 |
|
0.382 |
76.01 |
|
LOW |
75.02 |
|
0.618 |
73.41 |
|
1.000 |
72.42 |
|
1.618 |
70.81 |
|
2.618 |
68.21 |
|
4.250 |
63.97 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.90 |
76.47 |
| PP |
76.61 |
75.74 |
| S1 |
76.32 |
75.02 |
|