NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 77.75 75.59 -2.16 -2.8% 75.31
High 79.60 76.76 -2.84 -3.6% 79.60
Low 75.05 73.93 -1.12 -1.5% 73.93
Close 75.96 74.07 -1.89 -2.5% 74.07
Range 4.55 2.83 -1.72 -37.8% 5.67
ATR 2.74 2.75 0.01 0.2% 0.00
Volume 559,169 358,976 -200,193 -35.8% 1,816,495
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 83.41 81.57 75.63
R3 80.58 78.74 74.85
R2 77.75 77.75 74.59
R1 75.91 75.91 74.33 75.42
PP 74.92 74.92 74.92 74.67
S1 73.08 73.08 73.81 72.59
S2 72.09 72.09 73.55
S3 69.26 70.25 73.29
S4 66.43 67.42 72.51
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 92.88 89.14 77.19
R3 87.21 83.47 75.63
R2 81.54 81.54 75.11
R1 77.80 77.80 74.59 76.84
PP 75.87 75.87 75.87 75.38
S1 72.13 72.13 73.55 71.17
S2 70.20 70.20 73.03
S3 64.53 66.46 72.51
S4 58.86 60.79 70.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.60 73.93 5.67 7.7% 2.87 3.9% 2% False True 363,299
10 79.60 72.91 6.69 9.0% 2.79 3.8% 17% False False 336,471
20 83.20 72.37 10.83 14.6% 2.72 3.7% 16% False False 273,267
40 88.37 72.37 16.00 21.6% 2.66 3.6% 11% False False 195,470
60 90.27 72.37 17.90 24.2% 2.45 3.3% 9% False False 157,827
80 90.27 72.37 17.90 24.2% 2.24 3.0% 9% False False 127,488
100 90.27 72.37 17.90 24.2% 2.13 2.9% 9% False False 106,870
120 90.27 66.73 23.54 31.8% 2.09 2.8% 31% False False 92,051
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.79
2.618 84.17
1.618 81.34
1.000 79.59
0.618 78.51
HIGH 76.76
0.618 75.68
0.500 75.35
0.382 75.01
LOW 73.93
0.618 72.18
1.000 71.10
1.618 69.35
2.618 66.52
4.250 61.90
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 75.35 76.77
PP 74.92 75.87
S1 74.50 74.97

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

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