NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 78.48 78.10 -0.38 -0.5% 80.76
High 79.65 78.69 -0.96 -1.2% 81.90
Low 77.73 76.45 -1.28 -1.6% 74.92
Close 78.17 76.79 -1.38 -1.8% 77.15
Range 1.92 2.24 0.32 16.7% 6.98
ATR 2.55 2.53 -0.02 -0.9% 0.00
Volume 166,184 253,172 86,988 52.3% 881,985
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 84.03 82.65 78.02
R3 81.79 80.41 77.41
R2 79.55 79.55 77.20
R1 78.17 78.17 77.00 77.74
PP 77.31 77.31 77.31 77.10
S1 75.93 75.93 76.58 75.50
S2 75.07 75.07 76.38
S3 72.83 73.69 76.17
S4 70.59 71.45 75.56
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 98.93 95.02 80.99
R3 91.95 88.04 79.07
R2 84.97 84.97 78.43
R1 81.06 81.06 77.79 79.53
PP 77.99 77.99 77.99 77.22
S1 74.08 74.08 76.51 72.55
S2 71.01 71.01 75.87
S3 64.03 67.10 75.23
S4 57.05 60.12 73.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.65 75.18 4.47 5.8% 2.16 2.8% 36% False False 181,806
10 83.20 74.92 8.28 10.8% 2.45 3.2% 23% False False 183,003
20 88.37 74.92 13.45 17.5% 2.68 3.5% 14% False False 151,990
40 90.27 74.92 15.35 20.0% 2.53 3.3% 12% False False 126,070
60 90.27 74.92 15.35 20.0% 2.23 2.9% 12% False False 102,308
80 90.27 74.92 15.35 20.0% 2.08 2.7% 12% False False 83,694
100 90.27 67.45 22.82 29.7% 2.00 2.6% 41% False False 71,254
120 90.27 66.22 24.05 31.3% 2.03 2.6% 44% False False 61,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.21
2.618 84.55
1.618 82.31
1.000 80.93
0.618 80.07
HIGH 78.69
0.618 77.83
0.500 77.57
0.382 77.31
LOW 76.45
0.618 75.07
1.000 74.21
1.618 72.83
2.618 70.59
4.250 66.93
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 77.57 77.92
PP 77.31 77.54
S1 77.05 77.17

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

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