NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 76.60 72.97 -3.63 -4.7% 77.15
High 76.63 75.99 -0.64 -0.8% 79.77
Low 72.16 72.75 0.59 0.8% 72.16
Close 72.90 75.89 2.99 4.1% 75.89
Range 4.47 3.24 -1.23 -27.5% 7.61
ATR 2.81 2.84 0.03 1.1% 0.00
Volume 125,165 101,484 -23,681 -18.9% 1,034,855
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 84.60 83.48 77.67
R3 81.36 80.24 76.78
R2 78.12 78.12 76.48
R1 77.00 77.00 76.19 77.56
PP 74.88 74.88 74.88 75.16
S1 73.76 73.76 75.59 74.32
S2 71.64 71.64 75.30
S3 68.40 70.52 75.00
S4 65.16 67.28 74.11
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 98.77 94.94 80.08
R3 91.16 87.33 77.98
R2 83.55 83.55 77.29
R1 79.72 79.72 76.59 77.83
PP 75.94 75.94 75.94 75.00
S1 72.11 72.11 75.19 70.22
S2 68.33 68.33 74.49
S3 60.72 64.50 73.80
S4 53.11 56.89 71.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.77 72.16 7.61 10.0% 2.92 3.8% 49% False False 206,971
10 82.24 72.16 10.08 13.3% 2.71 3.6% 37% False False 270,235
20 88.29 72.16 16.13 21.3% 2.90 3.8% 23% False False 314,119
40 92.48 72.16 20.32 26.8% 2.80 3.7% 18% False False 280,884
60 92.48 72.16 20.32 26.8% 2.45 3.2% 18% False False 240,286
80 92.48 72.16 20.32 26.8% 2.29 3.0% 18% False False 207,706
100 92.48 68.99 23.49 31.0% 2.16 2.9% 29% False False 184,745
120 92.48 66.36 26.12 34.4% 2.19 2.9% 36% False False 167,855
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.76
2.618 84.47
1.618 81.23
1.000 79.23
0.618 77.99
HIGH 75.99
0.618 74.75
0.500 74.37
0.382 73.99
LOW 72.75
0.618 70.75
1.000 69.51
1.618 67.51
2.618 64.27
4.250 58.98
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 75.38 75.75
PP 74.88 75.61
S1 74.37 75.47

These figures are updated between 7pm and 10pm EST after a trading day.

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