NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 75.72 75.53 -0.19 -0.3% 75.64
High 76.47 77.19 0.72 0.9% 78.35
Low 74.46 75.01 0.55 0.7% 74.00
Close 75.22 76.66 1.44 1.9% 75.83
Range 2.01 2.18 0.17 8.5% 4.35
ATR 2.42 2.40 -0.02 -0.7% 0.00
Volume 63,587 101,870 38,283 60.2% 248,711
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 82.83 81.92 77.86
R3 80.65 79.74 77.26
R2 78.47 78.47 77.06
R1 77.56 77.56 76.86 78.02
PP 76.29 76.29 76.29 76.51
S1 75.38 75.38 76.46 75.84
S2 74.11 74.11 76.26
S3 71.93 73.20 76.06
S4 69.75 71.02 75.46
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 78.05 74.00 4.05 5.3% 2.21 2.9% 66% False False 72,163
10 79.09 72.62 6.47 8.4% 2.48 3.2% 62% False False 67,604
20 82.04 72.62 9.42 12.3% 2.43 3.2% 43% False False 60,866
40 85.71 72.62 13.09 17.1% 2.39 3.1% 31% False False 53,202
60 86.68 72.62 14.06 18.3% 2.11 2.8% 29% False False 50,069
80 86.68 72.62 14.06 18.3% 1.95 2.5% 29% False False 42,985
100 86.68 70.84 15.84 20.7% 1.86 2.4% 37% False False 37,696
120 86.68 65.63 21.05 27.5% 1.86 2.4% 52% False False 34,231
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.46
2.618 82.90
1.618 80.72
1.000 79.37
0.618 78.54
HIGH 77.19
0.618 76.36
0.500 76.10
0.382 75.84
LOW 75.01
0.618 73.66
1.000 72.83
1.618 71.48
2.618 69.30
4.250 65.75
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 76.47 76.39
PP 76.29 76.13
S1 76.10 75.86

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

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