NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 69.76 71.15 1.39 2.0% 74.58
High 71.63 71.81 0.18 0.3% 75.03
Low 69.50 70.35 0.85 1.2% 68.80
Close 71.23 71.32 0.09 0.1% 71.23
Range 2.13 1.46 -0.67 -31.5% 6.23
ATR 2.63 2.55 -0.08 -3.2% 0.00
Volume 302,250 274,414 -27,836 -9.2% 1,825,588
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 75.54 74.89 72.12
R3 74.08 73.43 71.72
R2 72.62 72.62 71.59
R1 71.97 71.97 71.45 72.30
PP 71.16 71.16 71.16 71.32
S1 70.51 70.51 71.19 70.84
S2 69.70 69.70 71.05
S3 68.24 69.05 70.92
S4 66.78 67.59 70.52
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 90.38 87.03 74.66
R3 84.15 80.80 72.94
R2 77.92 77.92 72.37
R1 74.57 74.57 71.80 73.13
PP 71.69 71.69 71.69 70.97
S1 68.34 68.34 70.66 66.90
S2 65.46 65.46 70.09
S3 59.23 62.11 69.52
S4 53.00 55.88 67.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.12 68.80 5.32 7.5% 2.17 3.0% 47% False False 342,234
10 79.60 68.80 10.80 15.1% 2.54 3.6% 23% False False 362,693
20 79.65 68.80 10.85 15.2% 2.60 3.7% 23% False False 323,515
40 88.37 68.80 19.57 27.4% 2.63 3.7% 13% False False 229,444
60 90.27 68.80 21.47 30.1% 2.52 3.5% 12% False False 187,140
80 90.27 68.80 21.47 30.1% 2.29 3.2% 12% False False 151,551
100 90.27 68.80 21.47 30.1% 2.17 3.0% 12% False False 126,539
120 90.27 67.26 23.01 32.3% 2.09 2.9% 18% False False 108,925
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 78.02
2.618 75.63
1.618 74.17
1.000 73.27
0.618 72.71
HIGH 71.81
0.618 71.25
0.500 71.08
0.382 70.91
LOW 70.35
0.618 69.45
1.000 68.89
1.618 67.99
2.618 66.53
4.250 64.15
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 71.24 70.98
PP 71.16 70.64
S1 71.08 70.31

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

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