NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 77.75 75.67 -2.08 -2.7% 75.72
High 79.57 76.71 -2.86 -3.6% 79.57
Low 75.15 74.20 -0.95 -1.3% 74.20
Close 75.99 74.31 -1.68 -2.2% 74.31
Range 4.42 2.51 -1.91 -43.2% 5.37
ATR 2.53 2.53 0.00 -0.1% 0.00
Volume 181,857 96,431 -85,426 -47.0% 530,415
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 82.60 80.97 75.69
R3 80.09 78.46 75.00
R2 77.58 77.58 74.77
R1 75.95 75.95 74.54 75.51
PP 75.07 75.07 75.07 74.86
S1 73.44 73.44 74.08 73.00
S2 72.56 72.56 73.85
S3 70.05 70.93 73.62
S4 67.54 68.42 72.93
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 92.14 88.59 77.26
R3 86.77 83.22 75.79
R2 81.40 81.40 75.29
R1 77.85 77.85 74.80 76.94
PP 76.03 76.03 76.03 75.57
S1 72.48 72.48 73.82 71.57
S2 70.66 70.66 73.33
S3 65.29 67.11 72.83
S4 59.92 61.74 71.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.57 74.20 5.37 7.2% 2.66 3.6% 2% False True 106,083
10 79.57 73.09 6.48 8.7% 2.62 3.5% 19% False False 84,278
20 82.04 72.62 9.42 12.7% 2.53 3.4% 18% False False 70,826
40 85.71 72.62 13.09 17.6% 2.40 3.2% 13% False False 58,783
60 86.68 72.62 14.06 18.9% 2.19 2.9% 12% False False 54,372
80 86.68 72.62 14.06 18.9% 2.01 2.7% 12% False False 46,829
100 86.68 72.18 14.50 19.5% 1.92 2.6% 15% False False 40,828
120 86.68 66.25 20.43 27.5% 1.88 2.5% 39% False False 36,735
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.38
2.618 83.28
1.618 80.77
1.000 79.22
0.618 78.26
HIGH 76.71
0.618 75.75
0.500 75.46
0.382 75.16
LOW 74.20
0.618 72.65
1.000 71.69
1.618 70.14
2.618 67.63
4.250 63.53
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 75.46 76.89
PP 75.07 76.03
S1 74.69 75.17

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

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