NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 04-Dec-2023
Day Change Summary
Previous Current
01-Dec-2023 04-Dec-2023 Change Change % Previous Week
Open 75.59 74.58 -1.01 -1.3% 75.31
High 76.76 75.03 -1.73 -2.3% 79.60
Low 73.93 72.63 -1.30 -1.8% 73.93
Close 74.07 73.04 -1.03 -1.4% 74.07
Range 2.83 2.40 -0.43 -15.2% 5.67
ATR 2.75 2.72 -0.02 -0.9% 0.00
Volume 358,976 388,832 29,856 8.3% 1,816,495
Daily Pivots for day following 04-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.77 79.30 74.36
R3 78.37 76.90 73.70
R2 75.97 75.97 73.48
R1 74.50 74.50 73.26 74.04
PP 73.57 73.57 73.57 73.33
S1 72.10 72.10 72.82 71.64
S2 71.17 71.17 72.60
S3 68.77 69.70 72.38
S4 66.37 67.30 71.72
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 72.63 6.97 9.5% 2.92 4.0% 6% False True 383,153
10 79.60 72.63 6.97 9.5% 2.70 3.7% 6% False True 338,506
20 81.90 72.37 9.53 13.0% 2.67 3.7% 7% False False 282,056
40 88.37 72.37 16.00 21.9% 2.68 3.7% 4% False False 202,038
60 90.27 72.37 17.90 24.5% 2.47 3.4% 4% False False 163,536
80 90.27 72.37 17.90 24.5% 2.25 3.1% 4% False False 131,950
100 90.27 72.37 17.90 24.5% 2.14 2.9% 4% False False 110,466
120 90.27 67.26 23.01 31.5% 2.09 2.9% 25% False False 95,166
Crabel Price Patterns
NR True
NR4 True
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 0.69
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.23
2.618 81.31
1.618 78.91
1.000 77.43
0.618 76.51
HIGH 75.03
0.618 74.11
0.500 73.83
0.382 73.55
LOW 72.63
0.618 71.15
1.000 70.23
1.618 68.75
2.618 66.35
4.250 62.43
Fisher Pivots for day following 04-Dec-2023
Pivot 1 day 3 day
R1 73.83 76.12
PP 73.57 75.09
S1 73.30 74.07

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

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