NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
76.67 |
77.79 |
1.12 |
1.5% |
75.81 |
| High |
78.18 |
79.67 |
1.49 |
1.9% |
78.48 |
| Low |
75.86 |
75.16 |
-0.70 |
-0.9% |
73.98 |
| Close |
77.99 |
76.05 |
-1.94 |
-2.5% |
75.77 |
| Range |
2.32 |
4.51 |
2.19 |
94.4% |
4.50 |
| ATR |
2.49 |
2.64 |
0.14 |
5.8% |
0.00 |
| Volume |
112,412 |
209,441 |
97,029 |
86.3% |
313,215 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.49 |
87.78 |
78.53 |
|
| R3 |
85.98 |
83.27 |
77.29 |
|
| R2 |
81.47 |
81.47 |
76.88 |
|
| R1 |
78.76 |
78.76 |
76.46 |
77.86 |
| PP |
76.96 |
76.96 |
76.96 |
76.51 |
| S1 |
74.25 |
74.25 |
75.64 |
73.35 |
| S2 |
72.45 |
72.45 |
75.22 |
|
| S3 |
67.94 |
69.74 |
74.81 |
|
| S4 |
63.43 |
65.23 |
73.57 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.58 |
87.17 |
78.25 |
|
| R3 |
85.08 |
82.67 |
77.01 |
|
| R2 |
80.58 |
80.58 |
76.60 |
|
| R1 |
78.17 |
78.17 |
76.18 |
77.13 |
| PP |
76.08 |
76.08 |
76.08 |
75.55 |
| S1 |
73.67 |
73.67 |
75.36 |
72.63 |
| S2 |
71.58 |
71.58 |
74.95 |
|
| S3 |
67.08 |
69.17 |
74.53 |
|
| S4 |
62.58 |
64.67 |
73.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.67 |
74.35 |
5.32 |
7.0% |
2.62 |
3.4% |
32% |
True |
False |
120,524 |
| 10 |
79.67 |
72.53 |
7.14 |
9.4% |
2.87 |
3.8% |
49% |
True |
False |
109,026 |
| 20 |
82.64 |
72.53 |
10.11 |
13.3% |
2.62 |
3.4% |
35% |
False |
False |
90,759 |
| 40 |
86.93 |
72.53 |
14.40 |
18.9% |
2.52 |
3.3% |
24% |
False |
False |
70,156 |
| 60 |
88.21 |
72.53 |
15.68 |
20.6% |
2.28 |
3.0% |
22% |
False |
False |
59,373 |
| 80 |
88.21 |
72.53 |
15.68 |
20.6% |
2.09 |
2.8% |
22% |
False |
False |
48,793 |
| 100 |
88.21 |
72.53 |
15.68 |
20.6% |
1.99 |
2.6% |
22% |
False |
False |
41,065 |
| 120 |
88.21 |
65.90 |
22.31 |
29.3% |
1.97 |
2.6% |
45% |
False |
False |
35,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.84 |
|
2.618 |
91.48 |
|
1.618 |
86.97 |
|
1.000 |
84.18 |
|
0.618 |
82.46 |
|
HIGH |
79.67 |
|
0.618 |
77.95 |
|
0.500 |
77.42 |
|
0.382 |
76.88 |
|
LOW |
75.16 |
|
0.618 |
72.37 |
|
1.000 |
70.65 |
|
1.618 |
67.86 |
|
2.618 |
63.35 |
|
4.250 |
55.99 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.42 |
77.28 |
| PP |
76.96 |
76.87 |
| S1 |
76.51 |
76.46 |
|