NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 72.05 72.93 0.88 1.2% 71.36
High 74.61 74.45 -0.16 -0.2% 72.73
Low 70.99 72.14 1.15 1.6% 67.98
Close 72.82 73.94 1.12 1.5% 71.78
Range 3.62 2.31 -1.31 -36.2% 4.75
ATR 2.59 2.57 -0.02 -0.8% 0.00
Volume 354,885 230,042 -124,843 -35.2% 981,554
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.44 79.50 75.21
R3 78.13 77.19 74.58
R2 75.82 75.82 74.36
R1 74.88 74.88 74.15 75.35
PP 73.51 73.51 73.51 73.75
S1 72.57 72.57 73.73 73.04
S2 71.20 71.20 73.52
S3 68.89 70.26 73.30
S4 66.58 67.95 72.67
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 85.08 83.18 74.39
R3 80.33 78.43 73.09
R2 75.58 75.58 72.65
R1 73.68 73.68 72.22 74.63
PP 70.83 70.83 70.83 71.31
S1 68.93 68.93 71.34 69.88
S2 66.08 66.08 70.91
S3 61.33 64.18 70.47
S4 56.58 59.43 69.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.61 67.98 6.63 9.0% 2.59 3.5% 90% False False 251,438
10 74.61 67.98 6.63 9.0% 2.52 3.4% 90% False False 201,948
20 79.67 67.98 11.69 15.8% 2.53 3.4% 51% False False 160,988
40 84.18 67.98 16.20 21.9% 2.60 3.5% 37% False False 117,145
60 88.21 67.98 20.23 27.4% 2.51 3.4% 29% False False 92,769
80 88.21 67.98 20.23 27.4% 2.25 3.0% 29% False False 77,082
100 88.21 67.98 20.23 27.4% 2.13 2.9% 29% False False 64,283
120 88.21 67.98 20.23 27.4% 2.02 2.7% 29% False False 55,156
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.27
2.618 80.50
1.618 78.19
1.000 76.76
0.618 75.88
HIGH 74.45
0.618 73.57
0.500 73.30
0.382 73.02
LOW 72.14
0.618 70.71
1.000 69.83
1.618 68.40
2.618 66.09
4.250 62.32
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 73.73 73.50
PP 73.51 73.06
S1 73.30 72.63

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

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