NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 78.10 76.71 -1.39 -1.8% 80.76
High 78.69 76.80 -1.89 -2.4% 81.90
Low 76.45 72.37 -4.08 -5.3% 74.92
Close 76.79 73.09 -3.70 -4.8% 77.15
Range 2.24 4.43 2.19 97.8% 6.98
ATR 2.53 2.66 0.14 5.4% 0.00
Volume 253,172 428,816 175,644 69.4% 881,985
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 87.38 84.66 75.53
R3 82.95 80.23 74.31
R2 78.52 78.52 73.90
R1 75.80 75.80 73.50 74.95
PP 74.09 74.09 74.09 73.66
S1 71.37 71.37 72.68 70.52
S2 69.66 69.66 72.28
S3 65.23 66.94 71.87
S4 60.80 62.51 70.65
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 72.37 7.28 10.0% 2.66 3.6% 10% False True 232,997
10 83.20 72.37 10.83 14.8% 2.65 3.6% 7% False True 210,063
20 88.37 72.37 16.00 21.9% 2.71 3.7% 5% False True 167,737
40 90.27 72.37 17.90 24.5% 2.58 3.5% 4% False True 135,179
60 90.27 72.37 17.90 24.5% 2.27 3.1% 4% False True 109,088
80 90.27 72.37 17.90 24.5% 2.12 2.9% 4% False True 88,750
100 90.27 67.45 22.82 31.2% 2.02 2.8% 25% False False 75,194
120 90.27 66.22 24.05 32.9% 2.06 2.8% 29% False False 64,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 95.63
2.618 88.40
1.618 83.97
1.000 81.23
0.618 79.54
HIGH 76.80
0.618 75.11
0.500 74.59
0.382 74.06
LOW 72.37
0.618 69.63
1.000 67.94
1.618 65.20
2.618 60.77
4.250 53.54
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 74.59 76.01
PP 74.09 75.04
S1 73.59 74.06

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

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