NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 78.04 77.66 -0.38 -0.5% 79.85
High 79.09 78.25 -0.84 -1.1% 81.07
Low 77.27 76.44 -0.83 -1.1% 74.63
Close 77.75 76.72 -1.03 -1.3% 76.68
Range 1.82 1.81 -0.01 -0.5% 6.44
ATR 2.30 2.27 -0.04 -1.5% 0.00
Volume 42,993 62,137 19,144 44.5% 286,610
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 82.57 81.45 77.72
R3 80.76 79.64 77.22
R2 78.95 78.95 77.05
R1 77.83 77.83 76.89 77.49
PP 77.14 77.14 77.14 76.96
S1 76.02 76.02 76.55 75.68
S2 75.33 75.33 76.39
S3 73.52 74.21 76.22
S4 71.71 72.40 75.72
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 74.79 4.30 5.6% 2.00 2.6% 45% False False 49,519
10 82.04 74.63 7.41 9.7% 2.26 2.9% 28% False False 53,848
20 85.71 74.63 11.08 14.4% 2.39 3.1% 19% False False 50,712
40 86.47 74.63 11.84 15.4% 2.22 2.9% 18% False False 48,595
60 86.68 74.63 12.05 15.7% 1.96 2.6% 17% False False 44,042
80 86.68 74.63 12.05 15.7% 1.85 2.4% 17% False False 37,556
100 86.68 67.32 19.36 25.2% 1.78 2.3% 49% False False 33,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 85.94
2.618 82.99
1.618 81.18
1.000 80.06
0.618 79.37
HIGH 78.25
0.618 77.56
0.500 77.35
0.382 77.13
LOW 76.44
0.618 75.32
1.000 74.63
1.618 73.51
2.618 71.70
4.250 68.75
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 77.35 77.42
PP 77.14 77.18
S1 76.93 76.95

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

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