NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
75.15 |
75.18 |
0.03 |
0.0% |
79.85 |
| High |
76.68 |
77.24 |
0.56 |
0.7% |
81.07 |
| Low |
74.79 |
75.03 |
0.24 |
0.3% |
74.63 |
| Close |
75.38 |
76.68 |
1.30 |
1.7% |
76.68 |
| Range |
1.89 |
2.21 |
0.32 |
16.9% |
6.44 |
| ATR |
2.35 |
2.34 |
-0.01 |
-0.4% |
0.00 |
| Volume |
64,821 |
39,794 |
-25,027 |
-38.6% |
286,610 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.95 |
82.02 |
77.90 |
|
| R3 |
80.74 |
79.81 |
77.29 |
|
| R2 |
78.53 |
78.53 |
77.09 |
|
| R1 |
77.60 |
77.60 |
76.88 |
78.07 |
| PP |
76.32 |
76.32 |
76.32 |
76.55 |
| S1 |
75.39 |
75.39 |
76.48 |
75.86 |
| S2 |
74.11 |
74.11 |
76.27 |
|
| S3 |
71.90 |
73.18 |
76.07 |
|
| S4 |
69.69 |
70.97 |
75.46 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.78 |
93.17 |
80.22 |
|
| R3 |
90.34 |
86.73 |
78.45 |
|
| R2 |
83.90 |
83.90 |
77.86 |
|
| R1 |
80.29 |
80.29 |
77.27 |
78.88 |
| PP |
77.46 |
77.46 |
77.46 |
76.75 |
| S1 |
73.85 |
73.85 |
76.09 |
72.44 |
| S2 |
71.02 |
71.02 |
75.50 |
|
| S3 |
64.58 |
67.41 |
74.91 |
|
| S4 |
58.14 |
60.97 |
73.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.07 |
74.63 |
6.44 |
8.4% |
2.30 |
3.0% |
32% |
False |
False |
57,322 |
| 10 |
82.78 |
74.63 |
8.15 |
10.6% |
2.44 |
3.2% |
25% |
False |
False |
53,953 |
| 20 |
85.71 |
74.63 |
11.08 |
14.4% |
2.35 |
3.1% |
19% |
False |
False |
48,557 |
| 40 |
86.68 |
74.63 |
12.05 |
15.7% |
2.17 |
2.8% |
17% |
False |
False |
48,989 |
| 60 |
86.68 |
74.63 |
12.05 |
15.7% |
1.93 |
2.5% |
17% |
False |
False |
42,762 |
| 80 |
86.68 |
73.96 |
12.72 |
16.6% |
1.83 |
2.4% |
21% |
False |
False |
36,403 |
| 100 |
86.68 |
66.88 |
19.80 |
25.8% |
1.78 |
2.3% |
49% |
False |
False |
32,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.63 |
|
2.618 |
83.03 |
|
1.618 |
80.82 |
|
1.000 |
79.45 |
|
0.618 |
78.61 |
|
HIGH |
77.24 |
|
0.618 |
76.40 |
|
0.500 |
76.14 |
|
0.382 |
75.87 |
|
LOW |
75.03 |
|
0.618 |
73.66 |
|
1.000 |
72.82 |
|
1.618 |
71.45 |
|
2.618 |
69.24 |
|
4.250 |
65.64 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.50 |
76.43 |
| PP |
76.32 |
76.18 |
| S1 |
76.14 |
75.94 |
|