NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 12-Jan-2024
Day Change Summary
Previous Current
11-Jan-2024 12-Jan-2024 Change Change % Previous Week
Open 71.33 73.01 1.68 2.4% 73.51
High 73.81 75.25 1.44 2.0% 75.25
Low 71.17 72.36 1.19 1.7% 70.13
Close 72.02 72.68 0.66 0.9% 72.68
Range 2.64 2.89 0.25 9.5% 5.12
ATR 2.63 2.67 0.04 1.6% 0.00
Volume 373,645 403,636 29,991 8.0% 1,885,747
Daily Pivots for day following 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 82.10 80.28 74.27
R3 79.21 77.39 73.47
R2 76.32 76.32 73.21
R1 74.50 74.50 72.94 73.97
PP 73.43 73.43 73.43 73.16
S1 71.61 71.61 72.42 71.08
S2 70.54 70.54 72.15
S3 67.65 68.72 71.89
S4 64.76 65.83 71.09
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 88.05 85.48 75.50
R3 82.93 80.36 74.09
R2 77.81 77.81 73.62
R1 75.24 75.24 73.15 73.97
PP 72.69 72.69 72.69 72.05
S1 70.12 70.12 72.21 68.85
S2 67.57 67.57 71.74
S3 62.45 65.00 71.27
S4 57.33 59.88 69.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.25 70.13 5.12 7.0% 2.88 4.0% 50% True False 377,149
10 75.25 69.28 5.97 8.2% 2.83 3.9% 57% True False 343,607
20 76.18 69.28 6.90 9.5% 2.61 3.6% 49% False False 299,037
40 79.67 67.98 11.69 16.1% 2.61 3.6% 40% False False 213,664
60 86.93 67.98 18.95 26.1% 2.58 3.6% 25% False False 162,897
80 88.21 67.98 20.23 27.8% 2.48 3.4% 23% False False 132,695
100 88.21 67.98 20.23 27.8% 2.28 3.1% 23% False False 111,494
120 88.21 67.98 20.23 27.8% 2.16 3.0% 23% False False 94,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.75
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.53
2.618 82.82
1.618 79.93
1.000 78.14
0.618 77.04
HIGH 75.25
0.618 74.15
0.500 73.81
0.382 73.46
LOW 72.36
0.618 70.57
1.000 69.47
1.618 67.68
2.618 64.79
4.250 60.08
Fisher Pivots for day following 12-Jan-2024
Pivot 1 day 3 day
R1 73.81 73.13
PP 73.43 72.98
S1 73.06 72.83

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

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