NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 75.18 76.51 1.33 1.8% 79.85
High 77.24 78.02 0.78 1.0% 81.07
Low 75.03 75.74 0.71 0.9% 74.63
Close 76.68 77.75 1.07 1.4% 76.68
Range 2.21 2.28 0.07 3.2% 6.44
ATR 2.34 2.34 0.00 -0.2% 0.00
Volume 39,794 37,852 -1,942 -4.9% 286,610
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 84.01 83.16 79.00
R3 81.73 80.88 78.38
R2 79.45 79.45 78.17
R1 78.60 78.60 77.96 79.03
PP 77.17 77.17 77.17 77.38
S1 76.32 76.32 77.54 76.75
S2 74.89 74.89 77.33
S3 72.61 74.04 77.12
S4 70.33 71.76 76.50
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 96.78 93.17 80.22
R3 90.34 86.73 78.45
R2 83.90 83.90 77.86
R1 80.29 80.29 77.27 78.88
PP 77.46 77.46 77.46 76.75
S1 73.85 73.85 76.09 72.44
S2 71.02 71.02 75.50
S3 64.58 67.41 74.91
S4 58.14 60.97 73.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.08 74.63 5.45 7.0% 2.46 3.2% 57% False False 56,467
10 82.04 74.63 7.41 9.5% 2.37 3.0% 42% False False 54,128
20 85.71 74.63 11.08 14.3% 2.39 3.1% 28% False False 49,214
40 86.68 74.63 12.05 15.5% 2.19 2.8% 26% False False 48,578
60 86.68 74.63 12.05 15.5% 1.94 2.5% 26% False False 42,934
80 86.68 74.34 12.34 15.9% 1.85 2.4% 28% False False 36,686
100 86.68 66.88 19.80 25.5% 1.77 2.3% 55% False False 32,602
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.71
2.618 83.99
1.618 81.71
1.000 80.30
0.618 79.43
HIGH 78.02
0.618 77.15
0.500 76.88
0.382 76.61
LOW 75.74
0.618 74.33
1.000 73.46
1.618 72.05
2.618 69.77
4.250 66.05
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 77.46 77.30
PP 77.17 76.85
S1 76.88 76.41

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

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