NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 72.93 74.06 1.13 1.5% 71.36
High 74.45 75.37 0.92 1.2% 72.73
Low 72.14 73.60 1.46 2.0% 67.98
Close 73.94 74.22 0.28 0.4% 71.78
Range 2.31 1.77 -0.54 -23.4% 4.75
ATR 2.57 2.52 -0.06 -2.2% 0.00
Volume 230,042 273,364 43,322 18.8% 981,554
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 79.71 78.73 75.19
R3 77.94 76.96 74.71
R2 76.17 76.17 74.54
R1 75.19 75.19 74.38 75.68
PP 74.40 74.40 74.40 74.64
S1 73.42 73.42 74.06 73.91
S2 72.63 72.63 73.90
S3 70.86 71.65 73.73
S4 69.09 69.88 73.25
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 75.37 69.82 5.55 7.5% 2.51 3.4% 79% True False 269,062
10 75.37 67.98 7.39 10.0% 2.35 3.2% 84% True False 210,894
20 79.67 67.98 11.69 15.8% 2.56 3.5% 53% False False 171,204
40 84.11 67.98 16.13 21.7% 2.57 3.5% 39% False False 122,196
60 88.21 67.98 20.23 27.3% 2.51 3.4% 31% False False 96,890
80 88.21 67.98 20.23 27.3% 2.26 3.0% 31% False False 80,399
100 88.21 67.98 20.23 27.3% 2.13 2.9% 31% False False 66,944
120 88.21 67.98 20.23 27.3% 2.03 2.7% 31% False False 57,350
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.89
2.618 80.00
1.618 78.23
1.000 77.14
0.618 76.46
HIGH 75.37
0.618 74.69
0.500 74.49
0.382 74.28
LOW 73.60
0.618 72.51
1.000 71.83
1.618 70.74
2.618 68.97
4.250 66.08
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 74.49 73.87
PP 74.40 73.53
S1 74.31 73.18

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

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