NYMEX Light Sweet Crude Oil Future December 2023


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 72.97 75.65 2.68 3.7% 77.15
High 75.99 78.22 2.23 2.9% 79.77
Low 72.75 75.60 2.85 3.9% 72.16
Close 75.89 77.60 1.71 2.3% 75.89
Range 3.24 2.62 -0.62 -19.1% 7.61
ATR 2.84 2.82 -0.02 -0.5% 0.00
Volume 101,484 27,253 -74,231 -73.1% 1,034,855
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 85.00 83.92 79.04
R3 82.38 81.30 78.32
R2 79.76 79.76 78.08
R1 78.68 78.68 77.84 79.22
PP 77.14 77.14 77.14 77.41
S1 76.06 76.06 77.36 76.60
S2 74.52 74.52 77.12
S3 71.90 73.44 76.88
S4 69.28 70.82 76.16
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 9.8% 2.95 3.8% 71% False False 159,841
10 81.05 72.16 8.89 11.5% 2.82 3.6% 61% False False 245,847
20 86.30 72.16 14.14 18.2% 2.89 3.7% 38% False False 299,706
40 92.48 72.16 20.32 26.2% 2.82 3.6% 27% False False 277,527
60 92.48 72.16 20.32 26.2% 2.46 3.2% 27% False False 238,511
80 92.48 72.16 20.32 26.2% 2.30 3.0% 27% False False 206,990
100 92.48 69.32 23.16 29.8% 2.18 2.8% 36% False False 184,438
120 92.48 66.36 26.12 33.7% 2.19 2.8% 43% False False 167,331
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.36
2.618 85.08
1.618 82.46
1.000 80.84
0.618 79.84
HIGH 78.22
0.618 77.22
0.500 76.91
0.382 76.60
LOW 75.60
0.618 73.98
1.000 72.98
1.618 71.36
2.618 68.74
4.250 64.47
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 77.37 76.80
PP 77.14 75.99
S1 76.91 75.19

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

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