NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 22-Dec-2023
Day Change Summary
Previous Current
21-Dec-2023 22-Dec-2023 Change Change % Previous Week
Open 73.99 74.07 0.08 0.1% 72.37
High 74.78 75.11 0.33 0.4% 75.56
Low 72.65 73.55 0.90 1.2% 71.29
Close 74.06 73.73 -0.33 -0.4% 73.73
Range 2.13 1.56 -0.57 -26.8% 4.27
ATR 2.41 2.35 -0.06 -2.5% 0.00
Volume 81,110 76,791 -4,319 -5.3% 420,979
Daily Pivots for day following 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 78.81 77.83 74.59
R3 77.25 76.27 74.16
R2 75.69 75.69 74.02
R1 74.71 74.71 73.87 74.42
PP 74.13 74.13 74.13 73.99
S1 73.15 73.15 73.59 72.86
S2 72.57 72.57 73.44
S3 71.01 71.59 73.30
S4 69.45 70.03 72.87
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 86.34 84.30 76.08
R3 82.07 80.03 74.90
R2 77.80 77.80 74.51
R1 75.76 75.76 74.12 76.78
PP 73.53 73.53 73.53 74.04
S1 71.49 71.49 73.34 72.51
S2 69.26 69.26 72.95
S3 64.99 67.22 72.56
S4 60.72 62.95 71.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.56 71.29 4.27 5.8% 2.24 3.0% 57% False False 84,195
10 75.56 68.28 7.28 9.9% 2.31 3.1% 75% False False 88,985
20 79.57 68.28 11.29 15.3% 2.38 3.2% 48% False False 96,478
40 83.30 68.28 15.02 20.4% 2.43 3.3% 36% False False 76,222
60 85.82 68.28 17.54 23.8% 2.38 3.2% 31% False False 66,338
80 86.68 68.28 18.40 25.0% 2.17 2.9% 30% False False 60,620
100 86.68 68.28 18.40 25.0% 2.04 2.8% 30% False False 52,421
120 86.68 68.28 18.40 25.0% 1.94 2.6% 30% False False 46,411
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 81.74
2.618 79.19
1.618 77.63
1.000 76.67
0.618 76.07
HIGH 75.11
0.618 74.51
0.500 74.33
0.382 74.15
LOW 73.55
0.618 72.59
1.000 71.99
1.618 71.03
2.618 69.47
4.250 66.92
Fisher Pivots for day following 22-Dec-2023
Pivot 1 day 3 day
R1 74.33 74.11
PP 74.13 73.98
S1 73.93 73.86

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

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