NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 78.26 77.88 -0.38 -0.5% 80.35
High 79.39 78.48 -0.91 -1.1% 81.49
Low 77.52 76.49 -1.03 -1.3% 74.79
Close 77.98 76.80 -1.18 -1.5% 76.93
Range 1.87 1.99 0.12 6.4% 6.70
ATR 2.42 2.39 -0.03 -1.3% 0.00
Volume 50,727 99,245 48,518 95.6% 374,328
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 83.23 82.00 77.89
R3 81.24 80.01 77.35
R2 79.25 79.25 77.16
R1 78.02 78.02 76.98 77.64
PP 77.26 77.26 77.26 77.07
S1 76.03 76.03 76.62 75.65
S2 75.27 75.27 76.44
S3 73.28 74.04 76.25
S4 71.29 72.05 75.71
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 97.84 94.08 80.62
R3 91.14 87.38 78.77
R2 84.44 84.44 78.16
R1 80.68 80.68 77.54 79.21
PP 77.74 77.74 77.74 77.00
S1 73.98 73.98 76.32 72.51
S2 71.04 71.04 75.70
S3 64.34 67.28 75.09
S4 57.64 60.58 73.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.39 74.99 4.40 5.7% 2.08 2.7% 41% False False 68,150
10 82.64 74.79 7.85 10.2% 2.36 3.1% 26% False False 72,492
20 86.93 74.79 12.14 15.8% 2.53 3.3% 17% False False 64,465
40 88.21 74.79 13.42 17.5% 2.36 3.1% 15% False False 53,452
60 88.21 74.79 13.42 17.5% 2.08 2.7% 15% False False 44,713
80 88.21 74.79 13.42 17.5% 1.95 2.5% 15% False False 36,502
100 88.21 67.38 20.83 27.1% 1.87 2.4% 45% False False 31,035
120 88.21 65.90 22.31 29.0% 1.91 2.5% 49% False False 26,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.94
2.618 83.69
1.618 81.70
1.000 80.47
0.618 79.71
HIGH 78.48
0.618 77.72
0.500 77.49
0.382 77.25
LOW 76.49
0.618 75.26
1.000 74.50
1.618 73.27
2.618 71.28
4.250 68.03
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 77.49 77.69
PP 77.26 77.39
S1 77.03 77.10

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

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