NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
75.53 |
76.68 |
1.15 |
1.5% |
75.64 |
| High |
77.19 |
78.13 |
0.94 |
1.2% |
78.35 |
| Low |
75.01 |
75.94 |
0.93 |
1.2% |
74.00 |
| Close |
76.66 |
77.98 |
1.32 |
1.7% |
75.83 |
| Range |
2.18 |
2.19 |
0.01 |
0.5% |
4.35 |
| ATR |
2.40 |
2.39 |
-0.02 |
-0.6% |
0.00 |
| Volume |
101,870 |
86,670 |
-15,200 |
-14.9% |
248,711 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.92 |
83.14 |
79.18 |
|
| R3 |
81.73 |
80.95 |
78.58 |
|
| R2 |
79.54 |
79.54 |
78.38 |
|
| R1 |
78.76 |
78.76 |
78.18 |
79.15 |
| PP |
77.35 |
77.35 |
77.35 |
77.55 |
| S1 |
76.57 |
76.57 |
77.78 |
76.96 |
| S2 |
75.16 |
75.16 |
77.58 |
|
| S3 |
72.97 |
74.38 |
77.38 |
|
| S4 |
70.78 |
72.19 |
76.78 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.11 |
86.82 |
78.22 |
|
| R3 |
84.76 |
82.47 |
77.03 |
|
| R2 |
80.41 |
80.41 |
76.63 |
|
| R1 |
78.12 |
78.12 |
76.23 |
79.27 |
| PP |
76.06 |
76.06 |
76.06 |
76.63 |
| S1 |
73.77 |
73.77 |
75.43 |
74.92 |
| S2 |
71.71 |
71.71 |
75.03 |
|
| S3 |
67.36 |
69.42 |
74.63 |
|
| S4 |
63.01 |
65.07 |
73.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.13 |
74.00 |
4.13 |
5.3% |
2.46 |
3.2% |
96% |
True |
False |
78,877 |
| 10 |
78.35 |
72.62 |
5.73 |
7.3% |
2.52 |
3.2% |
94% |
False |
False |
71,971 |
| 20 |
82.04 |
72.62 |
9.42 |
12.1% |
2.42 |
3.1% |
57% |
False |
False |
62,848 |
| 40 |
85.71 |
72.62 |
13.09 |
16.8% |
2.41 |
3.1% |
41% |
False |
False |
54,153 |
| 60 |
86.68 |
72.62 |
14.06 |
18.0% |
2.11 |
2.7% |
38% |
False |
False |
50,668 |
| 80 |
86.68 |
72.62 |
14.06 |
18.0% |
1.97 |
2.5% |
38% |
False |
False |
43,872 |
| 100 |
86.68 |
71.22 |
15.46 |
19.8% |
1.87 |
2.4% |
44% |
False |
False |
38,407 |
| 120 |
86.68 |
65.63 |
21.05 |
27.0% |
1.85 |
2.4% |
59% |
False |
False |
34,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.44 |
|
2.618 |
83.86 |
|
1.618 |
81.67 |
|
1.000 |
80.32 |
|
0.618 |
79.48 |
|
HIGH |
78.13 |
|
0.618 |
77.29 |
|
0.500 |
77.04 |
|
0.382 |
76.78 |
|
LOW |
75.94 |
|
0.618 |
74.59 |
|
1.000 |
73.75 |
|
1.618 |
72.40 |
|
2.618 |
70.21 |
|
4.250 |
66.63 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.67 |
77.42 |
| PP |
77.35 |
76.86 |
| S1 |
77.04 |
76.30 |
|