NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 73.74 75.57 1.83 2.5% 72.37
High 76.31 75.81 -0.50 -0.7% 75.56
Low 73.32 74.01 0.69 0.9% 71.29
Close 75.71 74.34 -1.37 -1.8% 73.73
Range 2.99 1.80 -1.19 -39.8% 4.27
ATR 2.40 2.36 -0.04 -1.8% 0.00
Volume 56,763 80,382 23,619 41.6% 420,979
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.12 79.03 75.33
R3 78.32 77.23 74.84
R2 76.52 76.52 74.67
R1 75.43 75.43 74.51 75.08
PP 74.72 74.72 74.72 74.54
S1 73.63 73.63 74.18 73.28
S2 72.92 72.92 74.01
S3 71.12 71.83 73.85
S4 69.32 70.03 73.35
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 72.65 3.66 4.9% 2.03 2.7% 46% False False 78,803
10 76.31 68.28 8.03 10.8% 2.29 3.1% 75% False False 85,153
20 79.57 68.28 11.29 15.2% 2.41 3.2% 54% False False 95,063
40 82.04 68.28 13.76 18.5% 2.42 3.3% 44% False False 77,964
60 85.71 68.28 17.43 23.4% 2.39 3.2% 35% False False 67,155
80 86.68 68.28 18.40 24.8% 2.19 2.9% 33% False False 61,317
100 86.68 68.28 18.40 24.8% 2.04 2.8% 33% False False 53,401
120 86.68 68.28 18.40 24.8% 1.95 2.6% 33% False False 47,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.46
2.618 80.52
1.618 78.72
1.000 77.61
0.618 76.92
HIGH 75.81
0.618 75.12
0.500 74.91
0.382 74.70
LOW 74.01
0.618 72.90
1.000 72.21
1.618 71.10
2.618 69.30
4.250 66.36
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 74.91 74.82
PP 74.72 74.66
S1 74.53 74.50

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

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