NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 70.05 71.53 1.48 2.1% 74.81
High 71.97 72.17 0.20 0.3% 75.21
Low 69.97 70.82 0.85 1.2% 69.35
Close 71.58 71.76 0.18 0.3% 71.58
Range 2.00 1.35 -0.65 -32.5% 5.86
ATR 2.45 2.37 -0.08 -3.2% 0.00
Volume 81,285 66,052 -15,233 -18.7% 509,302
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 75.63 75.05 72.50
R3 74.28 73.70 72.13
R2 72.93 72.93 72.01
R1 72.35 72.35 71.88 72.64
PP 71.58 71.58 71.58 71.73
S1 71.00 71.00 71.64 71.29
S2 70.23 70.23 71.51
S3 68.88 69.65 71.39
S4 67.53 68.30 71.02
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 89.63 86.46 74.80
R3 83.77 80.60 73.19
R2 77.91 77.91 72.65
R1 74.74 74.74 72.12 73.40
PP 72.05 72.05 72.05 71.37
S1 68.88 68.88 71.04 67.54
S2 66.19 66.19 70.51
S3 60.33 63.02 69.97
S4 54.47 57.16 68.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.50 69.35 5.15 7.2% 2.07 2.9% 47% False False 91,590
10 79.57 69.35 10.22 14.2% 2.38 3.3% 24% False False 104,218
20 79.57 69.35 10.22 14.2% 2.44 3.4% 24% False False 82,710
40 85.71 69.35 16.36 22.8% 2.40 3.3% 15% False False 65,634
60 86.68 69.35 17.33 24.1% 2.26 3.1% 14% False False 60,229
80 86.68 69.35 17.33 24.1% 2.06 2.9% 14% False False 52,749
100 86.68 69.35 17.33 24.1% 1.95 2.7% 14% False False 45,664
120 86.68 66.88 19.80 27.6% 1.89 2.6% 25% False False 40,852
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 77.91
2.618 75.70
1.618 74.35
1.000 73.52
0.618 73.00
HIGH 72.17
0.618 71.65
0.500 71.50
0.382 71.34
LOW 70.82
0.618 69.99
1.000 69.47
1.618 68.64
2.618 67.29
4.250 65.08
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 71.67 71.43
PP 71.58 71.09
S1 71.50 70.76

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

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