NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 74.07 73.74 -0.33 -0.4% 72.37
High 75.11 76.31 1.20 1.6% 75.56
Low 73.55 73.32 -0.23 -0.3% 71.29
Close 73.73 75.71 1.98 2.7% 73.73
Range 1.56 2.99 1.43 91.7% 4.27
ATR 2.35 2.40 0.05 1.9% 0.00
Volume 76,791 56,763 -20,028 -26.1% 420,979
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 84.08 82.89 77.35
R3 81.09 79.90 76.53
R2 78.10 78.10 76.26
R1 76.91 76.91 75.98 77.51
PP 75.11 75.11 75.11 75.41
S1 73.92 73.92 75.44 74.52
S2 72.12 72.12 75.16
S3 69.13 70.93 74.89
S4 66.14 67.94 74.07
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 76.31 72.44 3.87 5.1% 2.13 2.8% 84% True False 78,310
10 76.31 68.28 8.03 10.6% 2.47 3.3% 93% True False 88,056
20 79.57 68.28 11.29 14.9% 2.43 3.2% 66% False False 96,137
40 82.78 68.28 14.50 19.2% 2.45 3.2% 51% False False 76,857
60 85.71 68.28 17.43 23.0% 2.40 3.2% 43% False False 66,478
80 86.68 68.28 18.40 24.3% 2.19 2.9% 40% False False 60,877
100 86.68 68.28 18.40 24.3% 2.04 2.7% 40% False False 52,784
120 86.68 68.28 18.40 24.3% 1.95 2.6% 40% False False 46,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.02
2.618 84.14
1.618 81.15
1.000 79.30
0.618 78.16
HIGH 76.31
0.618 75.17
0.500 74.82
0.382 74.46
LOW 73.32
0.618 71.47
1.000 70.33
1.618 68.48
2.618 65.49
4.250 60.61
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 75.41 75.30
PP 75.11 74.89
S1 74.82 74.48

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

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