NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 14-Dec-2023
Day Change Summary
Previous Current
13-Dec-2023 14-Dec-2023 Change Change % Previous Week
Open 69.24 70.40 1.16 1.7% 74.81
High 70.41 72.95 2.54 3.6% 75.21
Low 68.28 70.10 1.82 2.7% 69.35
Close 69.98 72.21 2.23 3.2% 71.58
Range 2.13 2.85 0.72 33.8% 5.86
ATR 2.44 2.47 0.04 1.6% 0.00
Volume 86,807 120,801 33,994 39.2% 509,302
Daily Pivots for day following 14-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.30 79.11 73.78
R3 77.45 76.26 72.99
R2 74.60 74.60 72.73
R1 73.41 73.41 72.47 74.01
PP 71.75 71.75 71.75 72.05
S1 70.56 70.56 71.95 71.16
S2 68.90 68.90 71.69
S3 66.05 67.71 71.43
S4 63.20 64.86 70.64
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 72.95 68.28 4.67 6.5% 2.39 3.3% 84% True False 92,871
10 76.71 68.28 8.43 11.7% 2.37 3.3% 47% False False 98,880
20 79.57 68.28 11.29 15.6% 2.57 3.6% 35% False False 91,412
40 85.71 68.28 17.43 24.1% 2.48 3.4% 23% False False 71,062
60 86.47 68.28 18.19 25.2% 2.34 3.2% 22% False False 62,867
80 86.68 68.28 18.40 25.5% 2.12 2.9% 21% False False 55,884
100 86.68 68.28 18.40 25.5% 1.99 2.8% 21% False False 48,327
120 86.68 67.32 19.36 26.8% 1.91 2.6% 25% False False 43,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.06
2.618 80.41
1.618 77.56
1.000 75.80
0.618 74.71
HIGH 72.95
0.618 71.86
0.500 71.53
0.382 71.19
LOW 70.10
0.618 68.34
1.000 67.25
1.618 65.49
2.618 62.64
4.250 57.99
Fisher Pivots for day following 14-Dec-2023
Pivot 1 day 3 day
R1 71.98 71.68
PP 71.75 71.15
S1 71.53 70.62

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

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