NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 06-Dec-2023
Day Change Summary
Previous Current
05-Dec-2023 06-Dec-2023 Change Change % Previous Week
Open 73.59 72.33 -1.26 -1.7% 75.57
High 74.34 72.84 -1.50 -2.0% 79.67
Low 72.24 69.39 -2.85 -3.9% 74.13
Close 72.53 69.65 -2.88 -4.0% 74.25
Range 2.10 3.45 1.35 64.3% 5.54
ATR 2.58 2.64 0.06 2.4% 0.00
Volume 142,712 183,907 41,195 28.9% 655,267
Daily Pivots for day following 06-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.98 78.76 71.55
R3 77.53 75.31 70.60
R2 74.08 74.08 70.28
R1 71.86 71.86 69.97 71.25
PP 70.63 70.63 70.63 70.32
S1 68.41 68.41 69.33 67.80
S2 67.18 67.18 69.02
S3 63.73 64.96 68.70
S4 60.28 61.51 67.75
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 92.64 88.98 77.30
R3 87.10 83.44 75.77
R2 81.56 81.56 75.27
R1 77.90 77.90 74.76 76.96
PP 76.02 76.02 76.02 75.55
S1 72.36 72.36 73.74 71.42
S2 70.48 70.48 73.23
S3 64.94 66.82 72.73
S4 59.40 61.28 71.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.67 69.39 10.28 14.8% 3.01 4.3% 3% False True 164,420
10 79.67 69.39 10.28 14.8% 2.78 4.0% 3% False True 131,514
20 79.67 69.39 10.28 14.8% 2.61 3.7% 3% False True 106,867
40 86.93 69.39 17.54 25.2% 2.60 3.7% 1% False True 80,881
60 88.21 69.39 18.82 27.0% 2.37 3.4% 1% False True 67,804
80 88.21 69.39 18.82 27.0% 2.17 3.1% 1% False True 55,811
100 88.21 69.39 18.82 27.0% 2.04 2.9% 1% False True 46,830
120 88.21 67.07 21.14 30.4% 1.98 2.8% 12% False False 40,393
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 0.73
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.50
2.618 81.87
1.618 78.42
1.000 76.29
0.618 74.97
HIGH 72.84
0.618 71.52
0.500 71.12
0.382 70.71
LOW 69.39
0.618 67.26
1.000 65.94
1.618 63.81
2.618 60.36
4.250 54.73
Fisher Pivots for day following 06-Dec-2023
Pivot 1 day 3 day
R1 71.12 72.30
PP 70.63 71.41
S1 70.14 70.53

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

View Archives - Comment on this page... - Back to Index of Symbols