NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 73.10 74.31 1.21 1.7% 71.53
High 74.70 75.56 0.86 1.2% 72.95
Low 72.44 73.87 1.43 2.0% 68.28
Close 74.21 74.45 0.24 0.3% 72.05
Range 2.26 1.69 -0.57 -25.2% 4.67
ATR 2.49 2.44 -0.06 -2.3% 0.00
Volume 77,915 98,971 21,056 27.0% 468,878
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 79.70 78.76 75.38
R3 78.01 77.07 74.91
R2 76.32 76.32 74.76
R1 75.38 75.38 74.60 75.85
PP 74.63 74.63 74.63 74.86
S1 73.69 73.69 74.30 74.16
S2 72.94 72.94 74.14
S3 71.25 72.00 73.99
S4 69.56 70.31 73.52
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 75.56 70.10 5.46 7.3% 2.45 3.3% 80% True False 93,936
10 75.56 68.28 7.28 9.8% 2.29 3.1% 85% True False 90,194
20 79.57 68.28 11.29 15.2% 2.49 3.3% 55% False False 95,696
40 83.30 68.28 15.02 20.2% 2.47 3.3% 41% False False 74,793
60 86.47 68.28 18.19 24.4% 2.39 3.2% 34% False False 65,866
80 86.68 68.28 18.40 24.7% 2.15 2.9% 34% False False 59,089
100 86.68 68.28 18.40 24.7% 2.04 2.7% 34% False False 51,181
120 86.68 68.28 18.40 24.7% 1.94 2.6% 34% False False 45,364
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.74
2.618 79.98
1.618 78.29
1.000 77.25
0.618 76.60
HIGH 75.56
0.618 74.91
0.500 74.72
0.382 74.52
LOW 73.87
0.618 72.83
1.000 72.18
1.618 71.14
2.618 69.45
4.250 66.69
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 74.72 74.11
PP 74.63 73.77
S1 74.54 73.43

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

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