NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 77.66 76.59 -1.07 -1.4% 79.85
High 78.25 76.77 -1.48 -1.9% 81.07
Low 76.44 72.62 -3.82 -5.0% 74.63
Close 76.72 73.28 -3.44 -4.5% 76.68
Range 1.81 4.15 2.34 129.3% 6.44
ATR 2.27 2.40 0.13 5.9% 0.00
Volume 62,137 93,086 30,949 49.8% 286,610
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 86.67 84.13 75.56
R3 82.52 79.98 74.42
R2 78.37 78.37 74.04
R1 75.83 75.83 73.66 75.03
PP 74.22 74.22 74.22 73.82
S1 71.68 71.68 72.90 70.88
S2 70.07 70.07 72.52
S3 65.92 67.53 72.14
S4 61.77 63.38 71.00
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 72.62 6.47 8.8% 2.45 3.3% 10% False True 55,172
10 82.04 72.62 9.42 12.9% 2.45 3.3% 7% False True 57,375
20 85.71 72.62 13.09 17.9% 2.44 3.3% 5% False True 51,901
40 86.47 72.62 13.85 18.9% 2.27 3.1% 5% False True 50,009
60 86.68 72.62 14.06 19.2% 2.00 2.7% 5% False True 45,157
80 86.68 72.62 14.06 19.2% 1.89 2.6% 5% False True 38,503
100 86.68 67.32 19.36 26.4% 1.80 2.5% 31% False False 34,065
120 86.68 65.63 21.05 28.7% 1.85 2.5% 36% False False 31,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 94.41
2.618 87.63
1.618 83.48
1.000 80.92
0.618 79.33
HIGH 76.77
0.618 75.18
0.500 74.70
0.382 74.21
LOW 72.62
0.618 70.06
1.000 68.47
1.618 65.91
2.618 61.76
4.250 54.98
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 74.70 75.86
PP 74.22 75.00
S1 73.75 74.14

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

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