NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 77.65 77.77 0.12 0.2% 77.18
High 77.92 77.97 0.05 0.1% 79.65
Low 76.92 73.79 -3.13 -4.1% 72.37
Close 77.77 77.10 -0.67 -0.9% 76.04
Range 1.00 4.18 3.18 318.0% 7.28
ATR 2.61 2.72 0.11 4.3% 0.00
Volume 238,629 389,325 150,696 63.2% 1,374,078
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 88.83 87.14 79.40
R3 84.65 82.96 78.25
R2 80.47 80.47 77.87
R1 78.78 78.78 77.48 77.54
PP 76.29 76.29 76.29 75.66
S1 74.60 74.60 76.72 73.36
S2 72.11 72.11 76.33
S3 67.93 70.42 75.95
S4 63.75 66.24 74.80
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 97.86 94.23 80.04
R3 90.58 86.95 78.04
R2 83.30 83.30 77.37
R1 79.67 79.67 76.71 77.85
PP 76.02 76.02 76.02 75.11
S1 72.39 72.39 75.37 70.57
S2 68.74 68.74 74.71
S3 61.46 65.11 74.04
S4 54.18 57.83 72.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.46 72.37 6.09 7.9% 3.19 4.1% 78% False False 339,178
10 79.65 72.37 7.28 9.4% 2.67 3.5% 65% False False 260,492
20 85.00 72.37 12.63 16.4% 2.72 3.5% 37% False False 207,520
40 90.27 72.37 17.90 23.2% 2.68 3.5% 26% False False 157,411
60 90.27 72.37 17.90 23.2% 2.35 3.0% 26% False False 128,218
80 90.27 72.37 17.90 23.2% 2.19 2.8% 26% False False 103,356
100 90.27 69.39 20.88 27.1% 2.07 2.7% 37% False False 87,204
120 90.27 66.22 24.05 31.2% 2.06 2.7% 45% False False 75,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.74
2.618 88.91
1.618 84.73
1.000 82.15
0.618 80.55
HIGH 77.97
0.618 76.37
0.500 75.88
0.382 75.39
LOW 73.79
0.618 71.21
1.000 69.61
1.618 67.03
2.618 62.85
4.250 56.03
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 76.69 76.78
PP 76.29 76.45
S1 75.88 76.13

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

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