NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 76.59 73.30 -3.29 -4.3% 76.51
High 76.77 76.20 -0.57 -0.7% 79.09
Low 72.62 73.09 0.47 0.6% 72.62
Close 73.28 76.08 2.80 3.8% 76.08
Range 4.15 3.11 -1.04 -25.1% 6.47
ATR 2.40 2.45 0.05 2.1% 0.00
Volume 93,086 63,656 -29,430 -31.6% 299,724
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 84.45 83.38 77.79
R3 81.34 80.27 76.94
R2 78.23 78.23 76.65
R1 77.16 77.16 76.37 77.70
PP 75.12 75.12 75.12 75.39
S1 74.05 74.05 75.79 74.59
S2 72.01 72.01 75.51
S3 68.90 70.94 75.22
S4 65.79 67.83 74.37
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 95.34 92.18 79.64
R3 88.87 85.71 77.86
R2 82.40 82.40 77.27
R1 79.24 79.24 76.67 77.59
PP 75.93 75.93 75.93 75.10
S1 72.77 72.77 75.49 71.12
S2 69.46 69.46 74.89
S3 62.99 66.30 74.30
S4 56.52 59.83 72.52
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 8.5% 2.63 3.5% 53% False False 59,944
10 81.07 72.62 8.45 11.1% 2.47 3.2% 41% False False 58,633
20 84.68 72.62 12.06 15.9% 2.51 3.3% 29% False False 53,220
40 86.47 72.62 13.85 18.2% 2.31 3.0% 25% False False 50,102
60 86.68 72.62 14.06 18.5% 2.03 2.7% 25% False False 45,724
80 86.68 72.62 14.06 18.5% 1.91 2.5% 25% False False 39,072
100 86.68 68.53 18.15 23.9% 1.82 2.4% 42% False False 34,537
120 86.68 65.63 21.05 27.7% 1.84 2.4% 50% False False 31,429
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.42
2.618 84.34
1.618 81.23
1.000 79.31
0.618 78.12
HIGH 76.20
0.618 75.01
0.500 74.65
0.382 74.28
LOW 73.09
0.618 71.17
1.000 69.98
1.618 68.06
2.618 64.95
4.250 59.87
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 75.60 75.87
PP 75.12 75.65
S1 74.65 75.44

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

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