NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 73.56 75.32 1.76 2.4% 72.05
High 76.18 75.66 -0.52 -0.7% 75.37
Low 73.13 73.77 0.64 0.9% 70.99
Close 75.57 74.11 -1.46 -1.9% 73.56
Range 3.05 1.89 -1.16 -38.0% 4.38
ATR 2.47 2.43 -0.04 -1.7% 0.00
Volume 208,715 253,323 44,608 21.4% 1,332,873
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.18 79.04 75.15
R3 78.29 77.15 74.63
R2 76.40 76.40 74.46
R1 75.26 75.26 74.28 74.89
PP 74.51 74.51 74.51 74.33
S1 73.37 73.37 73.94 73.00
S2 72.62 72.62 73.76
S3 70.73 71.48 73.59
S4 68.84 69.59 73.07
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 86.45 84.38 75.97
R3 82.07 80.00 74.76
R2 77.69 77.69 74.36
R1 75.62 75.62 73.96 76.66
PP 73.31 73.31 73.31 73.82
S1 71.24 71.24 73.16 72.28
S2 68.93 68.93 72.76
S3 64.55 66.86 72.36
S4 60.17 62.48 71.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.18 72.44 3.74 5.0% 2.09 2.8% 45% False False 241,996
10 76.18 67.98 8.20 11.1% 2.34 3.2% 75% False False 246,717
20 79.67 67.98 11.69 15.8% 2.48 3.3% 52% False False 199,003
40 82.64 67.98 14.66 19.8% 2.50 3.4% 42% False False 140,005
60 86.93 67.98 18.95 25.6% 2.50 3.4% 32% False False 109,370
80 88.21 67.98 20.23 27.3% 2.30 3.1% 30% False False 91,034
100 88.21 67.98 20.23 27.3% 2.14 2.9% 30% False False 75,842
120 88.21 67.98 20.23 27.3% 2.04 2.7% 30% False False 64,825
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.69
2.618 80.61
1.618 78.72
1.000 77.55
0.618 76.83
HIGH 75.66
0.618 74.94
0.500 74.72
0.382 74.49
LOW 73.77
0.618 72.60
1.000 71.88
1.618 70.71
2.618 68.82
4.250 65.74
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 74.72 74.66
PP 74.51 74.47
S1 74.31 74.29

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

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