NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 75.31 75.07 -0.24 -0.3% 75.80
High 76.23 77.02 0.79 1.0% 78.46
Low 74.06 74.64 0.58 0.8% 73.79
Close 74.86 76.41 1.55 2.1% 75.54
Range 2.17 2.38 0.21 9.7% 4.67
ATR 2.63 2.62 -0.02 -0.7% 0.00
Volume 289,562 286,618 -2,944 -1.0% 1,179,739
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 83.16 82.17 77.72
R3 80.78 79.79 77.06
R2 78.40 78.40 76.85
R1 77.41 77.41 76.63 77.91
PP 76.02 76.02 76.02 76.27
S1 75.03 75.03 76.19 75.53
S2 73.64 73.64 75.97
S3 71.26 72.65 75.76
S4 68.88 70.27 75.10
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 77.97 73.79 4.18 5.5% 2.35 3.1% 63% False False 297,056
10 79.65 72.37 7.28 9.5% 2.67 3.5% 55% False False 297,257
20 83.20 72.37 10.83 14.2% 2.62 3.4% 37% False False 233,964
40 88.37 72.37 16.00 20.9% 2.65 3.5% 25% False False 172,176
60 90.27 72.37 17.90 23.4% 2.38 3.1% 23% False False 139,660
80 90.27 72.37 17.90 23.4% 2.19 2.9% 23% False False 113,145
100 90.27 71.43 18.84 24.7% 2.08 2.7% 26% False False 95,069
120 90.27 66.22 24.05 31.5% 2.07 2.7% 42% False False 82,042
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.14
2.618 83.25
1.618 80.87
1.000 79.40
0.618 78.49
HIGH 77.02
0.618 76.11
0.500 75.83
0.382 75.55
LOW 74.64
0.618 73.17
1.000 72.26
1.618 70.79
2.618 68.41
4.250 64.53
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 76.22 76.13
PP 76.02 75.85
S1 75.83 75.58

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

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