NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary
Previous Current
11-Dec-2023 12-Dec-2023 Change Change % Previous Week
Open 71.53 71.90 0.37 0.5% 74.81
High 72.17 72.41 0.24 0.3% 75.21
Low 70.82 68.77 -2.05 -2.9% 69.35
Close 71.76 69.09 -2.67 -3.7% 71.58
Range 1.35 3.64 2.29 169.6% 5.86
ATR 2.37 2.46 0.09 3.8% 0.00
Volume 66,052 109,414 43,362 65.6% 509,302
Daily Pivots for day following 12-Dec-2023
Classic Woodie Camarilla DeMark
R4 81.01 78.69 71.09
R3 77.37 75.05 70.09
R2 73.73 73.73 69.76
R1 71.41 71.41 69.42 70.75
PP 70.09 70.09 70.09 69.76
S1 67.77 67.77 68.76 67.11
S2 66.45 66.45 68.42
S3 62.81 64.13 68.09
S4 59.17 60.49 67.09
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 73.01 68.77 4.24 6.1% 2.38 3.5% 8% False True 94,692
10 79.57 68.77 10.80 15.6% 2.53 3.7% 3% False True 104,972
20 79.57 68.77 10.80 15.6% 2.51 3.6% 3% False True 86,288
40 85.71 68.77 16.94 24.5% 2.45 3.5% 2% False True 67,751
60 86.68 68.77 17.91 25.9% 2.30 3.3% 2% False True 61,148
80 86.68 68.77 17.91 25.9% 2.08 3.0% 2% False True 53,773
100 86.68 68.77 17.91 25.9% 1.98 2.9% 2% False True 46,607
120 86.68 66.88 19.80 28.7% 1.90 2.7% 11% False False 41,549
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 0.71
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.88
2.618 81.94
1.618 78.30
1.000 76.05
0.618 74.66
HIGH 72.41
0.618 71.02
0.500 70.59
0.382 70.16
LOW 68.77
0.618 66.52
1.000 65.13
1.618 62.88
2.618 59.24
4.250 53.30
Fisher Pivots for day following 12-Dec-2023
Pivot 1 day 3 day
R1 70.59 70.59
PP 70.09 70.09
S1 69.59 69.59

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

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