NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 75.64 77.59 1.95 2.6% 76.51
High 78.35 77.98 -0.37 -0.5% 79.09
Low 75.47 77.02 1.55 2.1% 72.62
Close 77.83 77.88 0.05 0.1% 76.08
Range 2.88 0.96 -1.92 -66.7% 6.47
ATR 2.48 2.37 -0.11 -4.4% 0.00
Volume 53,351 53,099 -252 -0.5% 299,724
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 80.51 80.15 78.41
R3 79.55 79.19 78.14
R2 78.59 78.59 78.06
R1 78.23 78.23 77.97 78.41
PP 77.63 77.63 77.63 77.72
S1 77.27 77.27 77.79 77.45
S2 76.67 76.67 77.70
S3 75.71 76.31 77.62
S4 74.75 75.35 77.35
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 78.35 72.62 5.73 7.4% 2.58 3.3% 92% False False 65,065
10 79.09 72.62 6.47 8.3% 2.35 3.0% 81% False False 58,791
20 83.30 72.62 10.68 13.7% 2.46 3.2% 49% False False 53,889
40 86.47 72.62 13.85 17.8% 2.33 3.0% 38% False False 50,951
60 86.68 72.62 14.06 18.1% 2.04 2.6% 37% False False 46,886
80 86.68 72.62 14.06 18.1% 1.92 2.5% 37% False False 40,053
100 86.68 68.61 18.07 23.2% 1.83 2.3% 51% False False 35,297
120 86.68 65.63 21.05 27.0% 1.84 2.4% 58% False False 32,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 82.06
2.618 80.49
1.618 79.53
1.000 78.94
0.618 78.57
HIGH 77.98
0.618 77.61
0.500 77.50
0.382 77.39
LOW 77.02
0.618 76.43
1.000 76.06
1.618 75.47
2.618 74.51
4.250 72.94
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 77.75 77.16
PP 77.63 76.44
S1 77.50 75.72

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

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