NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 71.68 72.48 0.80 1.1% 71.15
High 74.26 74.02 -0.24 -0.3% 72.46
Low 70.64 71.84 1.20 1.7% 67.71
Close 72.47 73.44 0.97 1.3% 71.43
Range 3.62 2.18 -1.44 -39.8% 4.75
ATR 2.65 2.62 -0.03 -1.3% 0.00
Volume 73,941 25,689 -48,252 -65.3% 1,277,141
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 79.64 78.72 74.64
R3 77.46 76.54 74.04
R2 75.28 75.28 73.84
R1 74.36 74.36 73.64 74.82
PP 73.10 73.10 73.10 73.33
S1 72.18 72.18 73.24 72.64
S2 70.92 70.92 73.04
S3 68.74 70.00 72.84
S4 66.56 67.82 72.24
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 8.9% 2.56 3.5% 87% False False 155,565
10 74.26 67.71 6.55 8.9% 2.53 3.4% 87% False False 245,482
20 79.60 67.71 11.89 16.2% 2.57 3.5% 48% False False 296,397
40 85.22 67.71 17.51 23.8% 2.68 3.6% 33% False False 243,196
60 90.27 67.71 22.56 30.7% 2.63 3.6% 25% False False 196,603
80 90.27 67.71 22.56 30.7% 2.38 3.2% 25% False False 162,930
100 90.27 67.71 22.56 30.7% 2.25 3.1% 25% False False 136,117
120 90.27 67.71 22.56 30.7% 2.13 2.9% 25% False False 117,128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.29
2.618 79.73
1.618 77.55
1.000 76.20
0.618 75.37
HIGH 74.02
0.618 73.19
0.500 72.93
0.382 72.67
LOW 71.84
0.618 70.49
1.000 69.66
1.618 68.31
2.618 66.13
4.250 62.58
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 73.27 73.05
PP 73.10 72.67
S1 72.93 72.28

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

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