NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 05-Dec-2023
Day Change Summary
Previous Current
04-Dec-2023 05-Dec-2023 Change Change % Previous Week
Open 74.81 73.71 -1.10 -1.5% 75.72
High 75.21 74.50 -0.71 -0.9% 79.57
Low 73.04 72.41 -0.63 -0.9% 74.20
Close 73.53 72.70 -0.83 -1.1% 74.31
Range 2.17 2.09 -0.08 -3.7% 5.37
ATR 2.50 2.47 -0.03 -1.2% 0.00
Volume 117,401 93,903 -23,498 -20.0% 530,415
Daily Pivots for day following 05-Dec-2023
Classic Woodie Camarilla DeMark
R4 79.47 78.18 73.85
R3 77.38 76.09 73.27
R2 75.29 75.29 73.08
R1 74.00 74.00 72.89 73.60
PP 73.20 73.20 73.20 73.01
S1 71.91 71.91 72.51 71.51
S2 71.11 71.11 72.32
S3 69.02 69.82 72.13
S4 66.93 67.73 71.55
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 72.41 7.16 9.8% 2.68 3.7% 4% False True 115,252
10 79.57 72.41 7.16 9.8% 2.44 3.4% 4% False True 93,707
20 80.08 72.41 7.67 10.6% 2.53 3.5% 4% False True 76,731
40 85.71 72.41 13.30 18.3% 2.42 3.3% 2% False True 61,697
60 86.68 72.41 14.27 19.6% 2.21 3.0% 2% False True 56,710
80 86.68 72.41 14.27 19.6% 2.03 2.8% 2% False True 49,026
100 86.68 72.18 14.50 19.9% 1.93 2.7% 4% False False 42,566
120 86.68 66.88 19.80 27.2% 1.88 2.6% 29% False False 38,199
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.71
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.38
2.618 79.97
1.618 77.88
1.000 76.59
0.618 75.79
HIGH 74.50
0.618 73.70
0.500 73.46
0.382 73.21
LOW 72.41
0.618 71.12
1.000 70.32
1.618 69.03
2.618 66.94
4.250 63.53
Fisher Pivots for day following 05-Dec-2023
Pivot 1 day 3 day
R1 73.46 74.56
PP 73.20 73.94
S1 72.95 73.32

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

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