NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 77.77 76.79 -0.98 -1.3% 75.80
High 77.97 77.09 -0.88 -1.1% 78.46
Low 73.79 75.07 1.28 1.7% 73.79
Close 77.10 75.54 -1.56 -2.0% 75.54
Range 4.18 2.02 -2.16 -51.7% 4.67
ATR 2.72 2.67 -0.05 -1.8% 0.00
Volume 389,325 281,147 -108,178 -27.8% 1,179,739
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 81.96 80.77 76.65
R3 79.94 78.75 76.10
R2 77.92 77.92 75.91
R1 76.73 76.73 75.73 76.32
PP 75.90 75.90 75.90 75.69
S1 74.71 74.71 75.35 74.30
S2 73.88 73.88 75.17
S3 71.86 72.69 74.98
S4 69.84 70.67 74.43
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 89.94 87.41 78.11
R3 85.27 82.74 76.82
R2 80.60 80.60 76.40
R1 78.07 78.07 75.97 77.00
PP 75.93 75.93 75.93 75.40
S1 73.40 73.40 75.11 72.33
S2 71.26 71.26 74.68
S3 66.59 68.73 74.26
S4 61.92 64.06 72.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.46 72.91 5.55 7.3% 2.71 3.6% 47% False False 309,644
10 79.65 72.37 7.28 9.6% 2.68 3.6% 44% False False 271,321
20 85.00 72.37 12.63 16.7% 2.68 3.5% 25% False False 216,199
40 89.09 72.37 16.72 22.1% 2.66 3.5% 19% False False 161,764
60 90.27 72.37 17.90 23.7% 2.37 3.1% 18% False False 132,467
80 90.27 72.37 17.90 23.7% 2.18 2.9% 18% False False 106,575
100 90.27 69.39 20.88 27.6% 2.07 2.7% 29% False False 89,757
120 90.27 66.22 24.05 31.8% 2.06 2.7% 39% False False 77,429
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.68
2.618 82.38
1.618 80.36
1.000 79.11
0.618 78.34
HIGH 77.09
0.618 76.32
0.500 76.08
0.382 75.84
LOW 75.07
0.618 73.82
1.000 73.05
1.618 71.80
2.618 69.78
4.250 66.49
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 76.08 75.88
PP 75.90 75.77
S1 75.72 75.65

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

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