NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 18-Dec-2023
Day Change Summary
Previous Current
15-Dec-2023 18-Dec-2023 Change Change % Previous Week
Open 71.61 71.68 0.07 0.1% 71.15
High 72.22 74.26 2.04 2.8% 72.46
Low 70.30 70.64 0.34 0.5% 67.71
Close 71.43 72.47 1.04 1.5% 71.43
Range 1.92 3.62 1.70 88.5% 4.75
ATR 2.58 2.65 0.07 2.9% 0.00
Volume 95,513 73,941 -21,572 -22.6% 1,277,141
Daily Pivots for day following 18-Dec-2023
Classic Woodie Camarilla DeMark
R4 83.32 81.51 74.46
R3 79.70 77.89 73.47
R2 76.08 76.08 73.13
R1 74.27 74.27 72.80 75.18
PP 72.46 72.46 72.46 72.91
S1 70.65 70.65 72.14 71.56
S2 68.84 68.84 71.81
S3 65.22 67.03 71.47
S4 61.60 63.41 70.48
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 74.26 67.71 6.55 9.0% 2.88 4.0% 73% True False 215,333
10 74.26 67.71 6.55 9.0% 2.52 3.5% 73% True False 278,783
20 79.60 67.71 11.89 16.4% 2.61 3.6% 40% False False 308,645
40 87.00 67.71 19.29 26.6% 2.69 3.7% 25% False False 245,083
60 90.27 67.71 22.56 31.1% 2.62 3.6% 21% False False 197,471
80 90.27 67.71 22.56 31.1% 2.37 3.3% 21% False False 163,053
100 90.27 67.71 22.56 31.1% 2.24 3.1% 21% False False 136,074
120 90.27 67.71 22.56 31.1% 2.13 2.9% 21% False False 117,002
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 0.62
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.65
2.618 83.74
1.618 80.12
1.000 77.88
0.618 76.50
HIGH 74.26
0.618 72.88
0.500 72.45
0.382 72.02
LOW 70.64
0.618 68.40
1.000 67.02
1.618 64.78
2.618 61.16
4.250 55.26
Fisher Pivots for day following 18-Dec-2023
Pivot 1 day 3 day
R1 72.46 72.28
PP 72.46 72.09
S1 72.45 71.90

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

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