NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 06-Dec-2023
Day Change Summary
Previous Current
05-Dec-2023 06-Dec-2023 Change Change % Previous Week
Open 73.30 72.10 -1.20 -1.6% 75.31
High 74.12 72.60 -1.52 -2.1% 79.60
Low 72.02 69.11 -2.91 -4.0% 73.93
Close 72.32 69.38 -2.94 -4.1% 74.07
Range 2.10 3.49 1.39 66.2% 5.67
ATR 2.68 2.74 0.06 2.2% 0.00
Volume 358,703 436,803 78,100 21.8% 1,816,495
Daily Pivots for day following 06-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.83 78.60 71.30
R3 77.34 75.11 70.34
R2 73.85 73.85 70.02
R1 71.62 71.62 69.70 70.99
PP 70.36 70.36 70.36 70.05
S1 68.13 68.13 69.06 67.50
S2 66.87 66.87 68.74
S3 63.38 64.64 68.42
S4 59.89 61.15 67.46
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 69.11 10.49 15.1% 3.07 4.4% 3% False True 420,496
10 79.60 69.11 10.49 15.1% 2.85 4.1% 3% False True 367,130
20 79.65 69.11 10.54 15.2% 2.68 3.9% 3% False True 305,304
40 88.37 69.11 19.26 27.8% 2.72 3.9% 1% False True 216,443
60 90.27 69.11 21.16 30.5% 2.51 3.6% 1% False True 174,753
80 90.27 69.11 21.16 30.5% 2.29 3.3% 1% False True 141,311
100 90.27 69.11 21.16 30.5% 2.16 3.1% 1% False True 118,046
120 90.27 67.26 23.01 33.2% 2.09 3.0% 9% False False 101,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.75
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.43
2.618 81.74
1.618 78.25
1.000 76.09
0.618 74.76
HIGH 72.60
0.618 71.27
0.500 70.86
0.382 70.44
LOW 69.11
0.618 66.95
1.000 65.62
1.618 63.46
2.618 59.97
4.250 54.28
Fisher Pivots for day following 06-Dec-2023
Pivot 1 day 3 day
R1 70.86 72.07
PP 70.36 71.17
S1 69.87 70.28

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

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