NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 69.85 71.61 1.76 2.5% 71.15
High 72.46 72.22 -0.24 -0.3% 72.46
Low 69.54 70.30 0.76 1.1% 67.71
Close 71.58 71.43 -0.15 -0.2% 71.43
Range 2.92 1.92 -1.00 -34.2% 4.75
ATR 2.63 2.58 -0.05 -1.9% 0.00
Volume 275,688 95,513 -180,175 -65.4% 1,277,141
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 77.08 76.17 72.49
R3 75.16 74.25 71.96
R2 73.24 73.24 71.78
R1 72.33 72.33 71.61 71.83
PP 71.32 71.32 71.32 71.06
S1 70.41 70.41 71.25 69.91
S2 69.40 69.40 71.08
S3 67.48 68.49 70.90
S4 65.56 66.57 70.37
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 84.78 82.86 74.04
R3 80.03 78.11 72.74
R2 75.28 75.28 72.30
R1 73.36 73.36 71.87 74.32
PP 70.53 70.53 70.53 71.02
S1 68.61 68.61 70.99 69.57
S2 65.78 65.78 70.56
S3 61.03 63.86 70.12
S4 56.28 59.11 68.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.46 67.71 4.75 6.6% 2.44 3.4% 78% False False 255,428
10 75.03 67.71 7.32 10.2% 2.40 3.4% 51% False False 310,272
20 79.60 67.71 11.89 16.6% 2.60 3.6% 31% False False 323,372
40 88.37 67.71 20.66 28.9% 2.65 3.7% 18% False False 245,554
60 90.27 67.71 22.56 31.6% 2.59 3.6% 16% False False 197,910
80 90.27 67.71 22.56 31.6% 2.35 3.3% 16% False False 162,659
100 90.27 67.71 22.56 31.6% 2.22 3.1% 16% False False 135,675
120 90.27 67.45 22.82 31.9% 2.12 3.0% 17% False False 116,557
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.38
2.618 77.25
1.618 75.33
1.000 74.14
0.618 73.41
HIGH 72.22
0.618 71.49
0.500 71.26
0.382 71.03
LOW 70.30
0.618 69.11
1.000 68.38
1.618 67.19
2.618 65.27
4.250 62.14
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 71.37 70.98
PP 71.32 70.53
S1 71.26 70.09

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

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