NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 18-Dec-2023
Day Change Summary
Previous Current
15-Dec-2023 18-Dec-2023 Change Change % Previous Week
Open 72.26 72.37 0.11 0.2% 71.53
High 72.81 74.83 2.02 2.8% 72.95
Low 70.91 71.29 0.38 0.5% 68.28
Close 72.05 73.10 1.05 1.5% 72.05
Range 1.90 3.54 1.64 86.3% 4.67
ATR 2.43 2.51 0.08 3.3% 0.00
Volume 85,804 86,192 388 0.5% 468,878
Daily Pivots for day following 18-Dec-2023
Classic Woodie Camarilla DeMark
R4 83.69 81.94 75.05
R3 80.15 78.40 74.07
R2 76.61 76.61 73.75
R1 74.86 74.86 73.42 75.74
PP 73.07 73.07 73.07 73.51
S1 71.32 71.32 72.78 72.20
S2 69.53 69.53 72.45
S3 65.99 67.78 72.13
S4 62.45 64.24 71.15
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 74.83 68.28 6.55 9.0% 2.81 3.8% 74% True False 97,803
10 74.83 68.28 6.55 9.0% 2.44 3.3% 74% True False 94,697
20 79.57 68.28 11.29 15.4% 2.48 3.4% 43% False False 92,174
40 84.68 68.28 16.40 22.4% 2.50 3.4% 29% False False 72,697
60 86.47 68.28 18.19 24.9% 2.37 3.2% 26% False False 64,126
80 86.68 68.28 18.40 25.2% 2.14 2.9% 26% False False 57,337
100 86.68 68.28 18.40 25.2% 2.03 2.8% 26% False False 49,693
120 86.68 68.28 18.40 25.2% 1.93 2.6% 26% False False 44,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.88
2.618 84.10
1.618 80.56
1.000 78.37
0.618 77.02
HIGH 74.83
0.618 73.48
0.500 73.06
0.382 72.64
LOW 71.29
0.618 69.10
1.000 67.75
1.618 65.56
2.618 62.02
4.250 56.25
Fisher Pivots for day following 18-Dec-2023
Pivot 1 day 3 day
R1 73.09 72.89
PP 73.07 72.68
S1 73.06 72.47

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

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