NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 76.74 73.25 -3.49 -4.5% 76.89
High 76.83 76.24 -0.59 -0.8% 79.39
Low 72.53 73.02 0.49 0.7% 72.53
Close 73.19 76.11 2.92 4.0% 76.11
Range 4.30 3.22 -1.08 -25.1% 6.86
ATR 2.52 2.57 0.05 2.0% 0.00
Volume 147,659 101,754 -45,905 -31.1% 447,764
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 84.78 83.67 77.88
R3 81.56 80.45 77.00
R2 78.34 78.34 76.70
R1 77.23 77.23 76.41 77.79
PP 75.12 75.12 75.12 75.40
S1 74.01 74.01 75.81 74.57
S2 71.90 71.90 75.52
S3 68.68 70.79 75.22
S4 65.46 67.57 74.34
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 96.59 93.21 79.88
R3 89.73 86.35 78.00
R2 82.87 82.87 77.37
R1 79.49 79.49 76.74 77.75
PP 76.01 76.01 76.01 75.14
S1 72.63 72.63 75.48 70.89
S2 69.15 69.15 74.85
S3 62.29 65.77 74.22
S4 55.43 58.91 72.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.39 72.53 6.86 9.0% 2.74 3.6% 52% False False 89,552
10 81.49 72.53 8.96 11.8% 2.56 3.4% 40% False False 82,209
20 85.76 72.53 13.23 17.4% 2.64 3.5% 27% False False 72,089
40 88.21 72.53 15.68 20.6% 2.46 3.2% 23% False False 57,918
60 88.21 72.53 15.68 20.6% 2.15 2.8% 23% False False 48,270
80 88.21 72.53 15.68 20.6% 2.01 2.6% 23% False False 39,387
100 88.21 68.70 19.51 25.6% 1.91 2.5% 38% False False 33,350
120 88.21 65.90 22.31 29.3% 1.93 2.5% 46% False False 28,810
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.93
2.618 84.67
1.618 81.45
1.000 79.46
0.618 78.23
HIGH 76.24
0.618 75.01
0.500 74.63
0.382 74.25
LOW 73.02
0.618 71.03
1.000 69.80
1.618 67.81
2.618 64.59
4.250 59.34
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 75.62 75.91
PP 75.12 75.71
S1 74.63 75.51

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

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