NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 70.40 72.26 1.86 2.6% 71.53
High 72.95 72.81 -0.14 -0.2% 72.95
Low 70.10 70.91 0.81 1.2% 68.28
Close 72.21 72.05 -0.16 -0.2% 72.05
Range 2.85 1.90 -0.95 -33.3% 4.67
ATR 2.47 2.43 -0.04 -1.7% 0.00
Volume 120,801 85,804 -34,997 -29.0% 468,878
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 77.62 76.74 73.10
R3 75.72 74.84 72.57
R2 73.82 73.82 72.40
R1 72.94 72.94 72.22 72.43
PP 71.92 71.92 71.92 71.67
S1 71.04 71.04 71.88 70.53
S2 70.02 70.02 71.70
S3 68.12 69.14 71.53
S4 66.22 67.24 71.01
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 85.10 83.25 74.62
R3 80.43 78.58 73.33
R2 75.76 75.76 72.91
R1 73.91 73.91 72.48 74.84
PP 71.09 71.09 71.09 71.56
S1 69.24 69.24 71.62 70.17
S2 66.42 66.42 71.19
S3 61.75 64.57 70.77
S4 57.08 59.90 69.48
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% 2.37 3.3% 81% False False 93,775
10 75.21 68.28 6.93 9.6% 2.31 3.2% 54% False False 97,818
20 79.57 68.28 11.29 15.7% 2.46 3.4% 33% False False 91,048
40 85.71 68.28 17.43 24.2% 2.45 3.4% 22% False False 71,474
60 86.47 68.28 18.19 25.2% 2.34 3.2% 21% False False 63,688
80 86.68 68.28 18.40 25.5% 2.12 2.9% 20% False False 56,630
100 86.68 68.28 18.40 25.5% 2.00 2.8% 20% False False 49,012
120 86.68 67.32 19.36 26.9% 1.91 2.7% 24% False False 43,562
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.89
2.618 77.78
1.618 75.88
1.000 74.71
0.618 73.98
HIGH 72.81
0.618 72.08
0.500 71.86
0.382 71.64
LOW 70.91
0.618 69.74
1.000 69.01
1.618 67.84
2.618 65.94
4.250 62.84
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 71.99 71.57
PP 71.92 71.09
S1 71.86 70.62

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

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