NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary
Previous Current
11-Dec-2023 12-Dec-2023 Change Change % Previous Week
Open 71.15 71.43 0.28 0.4% 74.58
High 71.81 71.96 0.15 0.2% 75.03
Low 70.35 68.22 -2.13 -3.0% 68.80
Close 71.32 68.61 -2.71 -3.8% 71.23
Range 1.46 3.74 2.28 156.2% 6.23
ATR 2.55 2.64 0.08 3.3% 0.00
Volume 274,414 324,530 50,116 18.3% 1,825,588
Daily Pivots for day following 12-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.82 78.45 70.67
R3 77.08 74.71 69.64
R2 73.34 73.34 69.30
R1 70.97 70.97 68.95 70.29
PP 69.60 69.60 69.60 69.25
S1 67.23 67.23 68.27 66.55
S2 65.86 65.86 67.92
S3 62.12 63.49 67.58
S4 58.38 59.75 66.55
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 72.60 68.22 4.38 6.4% 2.50 3.6% 9% False True 335,399
10 79.60 68.22 11.38 16.6% 2.68 3.9% 3% False True 366,484
20 79.65 68.22 11.43 16.7% 2.67 3.9% 3% False True 331,871
40 88.37 68.22 20.15 29.4% 2.67 3.9% 2% False True 235,928
60 90.27 68.22 22.05 32.1% 2.56 3.7% 2% False True 191,135
80 90.27 68.22 22.05 32.1% 2.32 3.4% 2% False True 155,203
100 90.27 68.22 22.05 32.1% 2.19 3.2% 2% False True 129,553
120 90.27 67.26 23.01 33.5% 2.10 3.1% 6% False False 111,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.86
2.618 81.75
1.618 78.01
1.000 75.70
0.618 74.27
HIGH 71.96
0.618 70.53
0.500 70.09
0.382 69.65
LOW 68.22
0.618 65.91
1.000 64.48
1.618 62.17
2.618 58.43
4.250 52.33
Fisher Pivots for day following 12-Dec-2023
Pivot 1 day 3 day
R1 70.09 70.09
PP 69.60 69.60
S1 69.10 69.10

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

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