NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 76.79 75.31 -1.48 -1.9% 75.80
High 77.09 76.23 -0.86 -1.1% 78.46
Low 75.07 74.06 -1.01 -1.3% 73.79
Close 75.54 74.86 -0.68 -0.9% 75.54
Range 2.02 2.17 0.15 7.4% 4.67
ATR 2.67 2.63 -0.04 -1.3% 0.00
Volume 281,147 289,562 8,415 3.0% 1,179,739
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 81.56 80.38 76.05
R3 79.39 78.21 75.46
R2 77.22 77.22 75.26
R1 76.04 76.04 75.06 75.55
PP 75.05 75.05 75.05 74.80
S1 73.87 73.87 74.66 73.38
S2 72.88 72.88 74.46
S3 70.71 71.70 74.26
S4 68.54 69.53 73.67
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 73.79 4.67 6.2% 2.48 3.3% 23% False False 293,860
10 79.65 72.37 7.28 9.7% 2.66 3.6% 34% False False 284,337
20 84.39 72.37 12.02 16.1% 2.66 3.6% 21% False False 225,620
40 88.37 72.37 16.00 21.4% 2.66 3.5% 16% False False 166,805
60 90.27 72.37 17.90 23.9% 2.38 3.2% 14% False False 136,240
80 90.27 72.37 17.90 23.9% 2.17 2.9% 14% False False 109,857
100 90.27 70.23 20.04 26.8% 2.07 2.8% 23% False False 92,414
120 90.27 66.22 24.05 32.1% 2.06 2.8% 36% False False 79,728
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.45
2.618 81.91
1.618 79.74
1.000 78.40
0.618 77.57
HIGH 76.23
0.618 75.40
0.500 75.15
0.382 74.89
LOW 74.06
0.618 72.72
1.000 71.89
1.618 70.55
2.618 68.38
4.250 64.84
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 75.15 75.88
PP 75.05 75.54
S1 74.96 75.20

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

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