NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 75.53 76.68 1.15 1.5% 75.64
High 77.19 78.13 0.94 1.2% 78.35
Low 75.01 75.94 0.93 1.2% 74.00
Close 76.66 77.98 1.32 1.7% 75.83
Range 2.18 2.19 0.01 0.5% 4.35
ATR 2.40 2.39 -0.02 -0.6% 0.00
Volume 101,870 86,670 -15,200 -14.9% 248,711
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 83.92 83.14 79.18
R3 81.73 80.95 78.58
R2 79.54 79.54 78.38
R1 78.76 78.76 78.18 79.15
PP 77.35 77.35 77.35 77.55
S1 76.57 76.57 77.78 76.96
S2 75.16 75.16 77.58
S3 72.97 74.38 77.38
S4 70.78 72.19 76.78
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 78.13 74.00 4.13 5.3% 2.46 3.2% 96% True False 78,877
10 78.35 72.62 5.73 7.3% 2.52 3.2% 94% False False 71,971
20 82.04 72.62 9.42 12.1% 2.42 3.1% 57% False False 62,848
40 85.71 72.62 13.09 16.8% 2.41 3.1% 41% False False 54,153
60 86.68 72.62 14.06 18.0% 2.11 2.7% 38% False False 50,668
80 86.68 72.62 14.06 18.0% 1.97 2.5% 38% False False 43,872
100 86.68 71.22 15.46 19.8% 1.87 2.4% 44% False False 38,407
120 86.68 65.63 21.05 27.0% 1.85 2.4% 59% False False 34,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 87.44
2.618 83.86
1.618 81.67
1.000 80.32
0.618 79.48
HIGH 78.13
0.618 77.29
0.500 77.04
0.382 76.78
LOW 75.94
0.618 74.59
1.000 73.75
1.618 72.40
2.618 70.21
4.250 66.63
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 77.67 77.42
PP 77.35 76.86
S1 77.04 76.30

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

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