NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 30-Nov-2023
Day Change Summary
Previous Current
29-Nov-2023 30-Nov-2023 Change Change % Previous Week
Open 76.67 77.79 1.12 1.5% 75.81
High 78.18 79.67 1.49 1.9% 78.48
Low 75.86 75.16 -0.70 -0.9% 73.98
Close 77.99 76.05 -1.94 -2.5% 75.77
Range 2.32 4.51 2.19 94.4% 4.50
ATR 2.49 2.64 0.14 5.8% 0.00
Volume 112,412 209,441 97,029 86.3% 313,215
Daily Pivots for day following 30-Nov-2023
Classic Woodie Camarilla DeMark
R4 90.49 87.78 78.53
R3 85.98 83.27 77.29
R2 81.47 81.47 76.88
R1 78.76 78.76 76.46 77.86
PP 76.96 76.96 76.96 76.51
S1 74.25 74.25 75.64 73.35
S2 72.45 72.45 75.22
S3 67.94 69.74 74.81
S4 63.43 65.23 73.57
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 89.58 87.17 78.25
R3 85.08 82.67 77.01
R2 80.58 80.58 76.60
R1 78.17 78.17 76.18 77.13
PP 76.08 76.08 76.08 75.55
S1 73.67 73.67 75.36 72.63
S2 71.58 71.58 74.95
S3 67.08 69.17 74.53
S4 62.58 64.67 73.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.67 74.35 5.32 7.0% 2.62 3.4% 32% True False 120,524
10 79.67 72.53 7.14 9.4% 2.87 3.8% 49% True False 109,026
20 82.64 72.53 10.11 13.3% 2.62 3.4% 35% False False 90,759
40 86.93 72.53 14.40 18.9% 2.52 3.3% 24% False False 70,156
60 88.21 72.53 15.68 20.6% 2.28 3.0% 22% False False 59,373
80 88.21 72.53 15.68 20.6% 2.09 2.8% 22% False False 48,793
100 88.21 72.53 15.68 20.6% 1.99 2.6% 22% False False 41,065
120 88.21 65.90 22.31 29.3% 1.97 2.6% 45% False False 35,550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 98.84
2.618 91.48
1.618 86.97
1.000 84.18
0.618 82.46
HIGH 79.67
0.618 77.95
0.500 77.42
0.382 76.88
LOW 75.16
0.618 72.37
1.000 70.65
1.618 67.86
2.618 63.35
4.250 55.99
Fisher Pivots for day following 30-Nov-2023
Pivot 1 day 3 day
R1 77.42 77.28
PP 76.96 76.87
S1 76.51 76.46

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

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