NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 74.06 73.81 -0.25 -0.3% 71.36
High 75.37 74.58 -0.79 -1.0% 72.73
Low 73.60 72.44 -1.16 -1.6% 67.98
Close 74.22 73.89 -0.33 -0.4% 71.78
Range 1.77 2.14 0.37 20.9% 4.75
ATR 2.52 2.49 -0.03 -1.1% 0.00
Volume 273,364 251,982 -21,382 -7.8% 981,554
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.06 79.11 75.07
R3 77.92 76.97 74.48
R2 75.78 75.78 74.28
R1 74.83 74.83 74.09 75.31
PP 73.64 73.64 73.64 73.87
S1 72.69 72.69 73.69 73.17
S2 71.50 71.50 73.50
S3 69.36 70.55 73.30
S4 67.22 68.41 72.71
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 70.64 4.73 6.4% 2.35 3.2% 69% False False 274,627
10 75.37 67.98 7.39 10.0% 2.40 3.3% 80% False False 221,655
20 79.67 67.98 11.69 15.8% 2.46 3.3% 51% False False 178,810
40 84.11 67.98 16.13 21.8% 2.54 3.4% 37% False False 126,572
60 88.21 67.98 20.23 27.4% 2.51 3.4% 29% False False 100,027
80 88.21 67.98 20.23 27.4% 2.27 3.1% 29% False False 83,416
100 88.21 67.98 20.23 27.4% 2.14 2.9% 29% False False 69,339
120 88.21 67.98 20.23 27.4% 2.03 2.7% 29% False False 59,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.68
2.618 80.18
1.618 78.04
1.000 76.72
0.618 75.90
HIGH 74.58
0.618 73.76
0.500 73.51
0.382 73.26
LOW 72.44
0.618 71.12
1.000 70.30
1.618 68.98
2.618 66.84
4.250 63.35
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 73.76 73.85
PP 73.64 73.80
S1 73.51 73.76

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

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