NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 77.59 77.87 0.28 0.4% 76.51
High 77.98 78.05 0.07 0.1% 79.09
Low 77.02 74.00 -3.02 -3.9% 72.62
Close 77.88 77.23 -0.65 -0.8% 76.08
Range 0.96 4.05 3.09 321.9% 6.47
ATR 2.37 2.49 0.12 5.0% 0.00
Volume 53,099 87,188 34,089 64.2% 299,724
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 88.58 86.95 79.46
R3 84.53 82.90 78.34
R2 80.48 80.48 77.97
R1 78.85 78.85 77.60 77.64
PP 76.43 76.43 76.43 75.82
S1 74.80 74.80 76.86 73.59
S2 72.38 72.38 76.49
S3 68.33 70.75 76.12
S4 64.28 66.70 75.00
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% 3.03 3.9% 80% False False 70,076
10 79.09 72.62 6.47 8.4% 2.52 3.3% 71% False False 59,797
20 83.30 72.62 10.68 13.8% 2.51 3.2% 43% False False 55,166
40 86.47 72.62 13.85 17.9% 2.39 3.1% 33% False False 51,243
60 86.68 72.62 14.06 18.2% 2.08 2.7% 33% False False 48,070
80 86.68 72.62 14.06 18.2% 1.96 2.5% 33% False False 40,928
100 86.68 68.87 17.81 23.1% 1.85 2.4% 47% False False 36,052
120 86.68 65.63 21.05 27.3% 1.86 2.4% 55% False False 32,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.26
2.618 88.65
1.618 84.60
1.000 82.10
0.618 80.55
HIGH 78.05
0.618 76.50
0.500 76.03
0.382 75.55
LOW 74.00
0.618 71.50
1.000 69.95
1.618 67.45
2.618 63.40
4.250 56.79
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 76.83 76.88
PP 76.43 76.53
S1 76.03 76.18

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

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