NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 70.00 71.36 1.36 1.9% 74.76
High 71.81 72.03 0.22 0.3% 75.20
Low 69.75 70.61 0.86 1.2% 69.08
Close 71.44 71.56 0.12 0.2% 71.44
Range 2.06 1.42 -0.64 -31.1% 6.12
ATR 2.54 2.46 -0.08 -3.2% 0.00
Volume 124,725 119,845 -4,880 -3.9% 754,133
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 75.66 75.03 72.34
R3 74.24 73.61 71.95
R2 72.82 72.82 71.82
R1 72.19 72.19 71.69 72.51
PP 71.40 71.40 71.40 71.56
S1 70.77 70.77 71.43 71.09
S2 69.98 69.98 71.30
S3 68.56 69.35 71.17
S4 67.14 67.93 70.78
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 90.27 86.97 74.81
R3 84.15 80.85 73.12
R2 78.03 78.03 72.56
R1 74.73 74.73 72.00 73.32
PP 71.91 71.91 71.91 71.20
S1 68.61 68.61 70.88 67.20
S2 65.79 65.79 70.32
S3 59.67 62.49 69.76
S4 53.55 56.37 68.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.34 69.08 5.26 7.4% 2.13 3.0% 47% False False 143,112
10 79.67 69.08 10.59 14.8% 2.47 3.5% 23% False False 144,489
20 79.67 69.08 10.59 14.8% 2.53 3.5% 23% False False 114,511
40 86.93 69.08 17.85 24.9% 2.51 3.5% 14% False False 86,911
60 88.21 69.08 19.13 26.7% 2.38 3.3% 13% False False 72,672
80 88.21 69.08 19.13 26.7% 2.16 3.0% 13% False False 60,241
100 88.21 69.08 19.13 26.7% 2.05 2.9% 13% False False 50,414
120 88.21 67.07 21.14 29.5% 1.98 2.8% 21% False False 43,527
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 78.07
2.618 75.75
1.618 74.33
1.000 73.45
0.618 72.91
HIGH 72.03
0.618 71.49
0.500 71.32
0.382 71.15
LOW 70.61
0.618 69.73
1.000 69.19
1.618 68.31
2.618 66.89
4.250 64.58
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 71.48 71.23
PP 71.40 70.89
S1 71.32 70.56

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

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