NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 30-Nov-2023
Day Change Summary
Previous Current
29-Nov-2023 30-Nov-2023 Change Change % Previous Week
Open 76.68 77.75 1.07 1.4% 75.64
High 78.13 79.57 1.44 1.8% 78.35
Low 75.94 75.15 -0.79 -1.0% 74.00
Close 77.98 75.99 -1.99 -2.6% 75.83
Range 2.19 4.42 2.23 101.8% 4.35
ATR 2.39 2.53 0.15 6.1% 0.00
Volume 86,670 181,857 95,187 109.8% 248,711
Daily Pivots for day following 30-Nov-2023
Classic Woodie Camarilla DeMark
R4 90.16 87.50 78.42
R3 85.74 83.08 77.21
R2 81.32 81.32 76.80
R1 78.66 78.66 76.40 77.78
PP 76.90 76.90 76.90 76.47
S1 74.24 74.24 75.58 73.36
S2 72.48 72.48 75.18
S3 68.06 69.82 74.77
S4 63.64 65.40 73.56
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 79.57 74.46 5.11 6.7% 2.53 3.3% 30% True False 97,811
10 79.57 72.62 6.95 9.1% 2.78 3.7% 48% True False 83,943
20 82.04 72.62 9.42 12.4% 2.52 3.3% 36% False False 68,895
40 85.71 72.62 13.09 17.2% 2.40 3.2% 26% False False 57,591
60 86.68 72.62 14.06 18.5% 2.16 2.8% 24% False False 53,120
80 86.68 72.62 14.06 18.5% 1.99 2.6% 24% False False 45,952
100 86.68 72.18 14.50 19.1% 1.90 2.5% 26% False False 40,038
120 86.68 65.63 21.05 27.7% 1.88 2.5% 49% False False 36,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 98.36
2.618 91.14
1.618 86.72
1.000 83.99
0.618 82.30
HIGH 79.57
0.618 77.88
0.500 77.36
0.382 76.84
LOW 75.15
0.618 72.42
1.000 70.73
1.618 68.00
2.618 63.58
4.250 56.37
Fisher Pivots for day following 30-Nov-2023
Pivot 1 day 3 day
R1 77.36 77.29
PP 76.90 76.86
S1 76.45 76.42

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

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