NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 73.30 75.64 2.34 3.2% 76.51
High 76.20 78.35 2.15 2.8% 79.09
Low 73.09 75.47 2.38 3.3% 72.62
Close 76.08 77.83 1.75 2.3% 76.08
Range 3.11 2.88 -0.23 -7.4% 6.47
ATR 2.45 2.48 0.03 1.2% 0.00
Volume 63,656 53,351 -10,305 -16.2% 299,724
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 85.86 84.72 79.41
R3 82.98 81.84 78.62
R2 80.10 80.10 78.36
R1 78.96 78.96 78.09 79.53
PP 77.22 77.22 77.22 77.50
S1 76.08 76.08 77.57 76.65
S2 74.34 74.34 77.30
S3 71.46 73.20 77.04
S4 68.58 70.32 76.25
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 8.3% 2.75 3.5% 81% False False 63,044
10 80.08 72.62 7.46 9.6% 2.61 3.3% 70% False False 59,756
20 83.30 72.62 10.68 13.7% 2.55 3.3% 49% False False 54,272
40 86.47 72.62 13.85 17.8% 2.36 3.0% 38% False False 50,405
60 86.68 72.62 14.06 18.1% 2.04 2.6% 37% False False 46,190
80 86.68 72.62 14.06 18.1% 1.93 2.5% 37% False False 39,537
100 86.68 68.61 18.07 23.2% 1.83 2.4% 51% False False 34,957
120 86.68 65.63 21.05 27.0% 1.85 2.4% 58% False False 31,768
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.59
2.618 85.89
1.618 83.01
1.000 81.23
0.618 80.13
HIGH 78.35
0.618 77.25
0.500 76.91
0.382 76.57
LOW 75.47
0.618 73.69
1.000 72.59
1.618 70.81
2.618 67.93
4.250 63.23
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 77.52 77.05
PP 77.22 76.27
S1 76.91 75.49

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

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