NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 76.51 78.04 1.53 2.0% 79.85
High 78.02 79.09 1.07 1.4% 81.07
Low 75.74 77.27 1.53 2.0% 74.63
Close 77.75 77.75 0.00 0.0% 76.68
Range 2.28 1.82 -0.46 -20.2% 6.44
ATR 2.34 2.30 -0.04 -1.6% 0.00
Volume 37,852 42,993 5,141 13.6% 286,610
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 83.50 82.44 78.75
R3 81.68 80.62 78.25
R2 79.86 79.86 78.08
R1 78.80 78.80 77.92 78.42
PP 78.04 78.04 78.04 77.85
S1 76.98 76.98 77.58 76.60
S2 76.22 76.22 77.42
S3 74.40 75.16 77.25
S4 72.58 73.34 76.75
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 79.09 74.63 4.46 5.7% 2.12 2.7% 70% True False 52,517
10 82.04 74.63 7.41 9.5% 2.33 3.0% 42% False False 53,724
20 85.71 74.63 11.08 14.3% 2.39 3.1% 28% False False 49,596
40 86.47 74.63 11.84 15.2% 2.21 2.8% 26% False False 48,013
60 86.68 74.63 12.05 15.5% 1.95 2.5% 26% False False 43,343
80 86.68 74.63 12.05 15.5% 1.84 2.4% 26% False False 36,986
100 86.68 67.32 19.36 24.9% 1.77 2.3% 54% False False 32,879
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.83
2.618 83.85
1.618 82.03
1.000 80.91
0.618 80.21
HIGH 79.09
0.618 78.39
0.500 78.18
0.382 77.97
LOW 77.27
0.618 76.15
1.000 75.45
1.618 74.33
2.618 72.51
4.250 69.54
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 78.18 77.52
PP 78.04 77.29
S1 77.89 77.06

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

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