NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 17-Jan-2024
Day Change Summary
Previous Current
16-Jan-2024 17-Jan-2024 Change Change % Previous Week
Open 72.63 72.00 -0.63 -0.9% 73.51
High 73.56 72.95 -0.61 -0.8% 75.25
Low 71.23 70.50 -0.73 -1.0% 70.13
Close 72.40 72.56 0.16 0.2% 72.68
Range 2.33 2.45 0.12 5.2% 5.12
ATR 2.65 2.63 -0.01 -0.5% 0.00
Volume 430,437 315,679 -114,758 -26.7% 1,885,747
Daily Pivots for day following 17-Jan-2024
Classic Woodie Camarilla DeMark
R4 79.35 78.41 73.91
R3 76.90 75.96 73.23
R2 74.45 74.45 73.01
R1 73.51 73.51 72.78 73.98
PP 72.00 72.00 72.00 72.24
S1 71.06 71.06 72.34 71.53
S2 69.55 69.55 72.11
S3 67.10 68.61 71.89
S4 64.65 66.16 71.21
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 70.50 4.75 6.5% 2.58 3.6% 43% False True 375,233
10 75.25 69.28 5.97 8.2% 2.81 3.9% 55% False False 363,671
20 76.18 69.28 6.90 9.5% 2.60 3.6% 48% False False 311,992
40 79.67 67.98 11.69 16.1% 2.57 3.5% 39% False False 226,144
60 86.93 67.98 18.95 26.1% 2.57 3.5% 24% False False 173,828
80 88.21 67.98 20.23 27.9% 2.49 3.4% 23% False False 141,327
100 88.21 67.98 20.23 27.9% 2.30 3.2% 23% False False 118,606
120 88.21 67.98 20.23 27.9% 2.18 3.0% 23% False False 100,873
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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.36
2.618 79.36
1.618 76.91
1.000 75.40
0.618 74.46
HIGH 72.95
0.618 72.01
0.500 71.73
0.382 71.44
LOW 70.50
0.618 68.99
1.000 68.05
1.618 66.54
2.618 64.09
4.250 60.09
Fisher Pivots for day following 17-Jan-2024
Pivot 1 day 3 day
R1 72.28 72.88
PP 72.00 72.77
S1 71.73 72.67

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

View Archives - Comment on this page... - Back to Index of Symbols