NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 76.83 75.72 -1.11 -1.4% 75.64
High 77.26 76.47 -0.79 -1.0% 78.35
Low 75.40 74.46 -0.94 -1.2% 74.00
Close 75.83 75.22 -0.61 -0.8% 75.83
Range 1.86 2.01 0.15 8.1% 4.35
ATR 2.45 2.42 -0.03 -1.3% 0.00
Volume 55,073 63,587 8,514 15.5% 248,711
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 81.41 80.33 76.33
R3 79.40 78.32 75.77
R2 77.39 77.39 75.59
R1 76.31 76.31 75.40 75.85
PP 75.38 75.38 75.38 75.15
S1 74.30 74.30 75.04 73.84
S2 73.37 73.37 74.85
S3 71.36 72.29 74.67
S4 69.35 70.28 74.11
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 89.11 86.82 78.22
R3 84.76 82.47 77.03
R2 80.41 80.41 76.63
R1 78.12 78.12 76.23 79.27
PP 76.06 76.06 76.06 76.63
S1 73.77 73.77 75.43 74.92
S2 71.71 71.71 75.03
S3 67.36 69.42 74.63
S4 63.01 65.07 73.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.35 74.00 4.35 5.8% 2.35 3.1% 28% False False 62,459
10 79.09 72.62 6.47 8.6% 2.49 3.3% 40% False False 61,202
20 82.78 72.62 10.16 13.5% 2.47 3.3% 26% False False 57,578
40 85.71 72.62 13.09 17.4% 2.38 3.2% 20% False False 51,648
60 86.68 72.62 14.06 18.7% 2.11 2.8% 18% False False 49,124
80 86.68 72.62 14.06 18.7% 1.94 2.6% 18% False False 41,946
100 86.68 69.72 16.96 22.5% 1.86 2.5% 32% False False 36,876
120 86.68 65.63 21.05 28.0% 1.86 2.5% 46% False False 33,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.01
2.618 81.73
1.618 79.72
1.000 78.48
0.618 77.71
HIGH 76.47
0.618 75.70
0.500 75.47
0.382 75.23
LOW 74.46
0.618 73.22
1.000 72.45
1.618 71.21
2.618 69.20
4.250 65.92
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 75.47 76.03
PP 75.38 75.76
S1 75.30 75.49

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

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