NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 28-Dec-2023
Day Change Summary
Previous Current
27-Dec-2023 28-Dec-2023 Change Change % Previous Week
Open 75.57 74.04 -1.53 -2.0% 72.37
High 75.81 74.62 -1.19 -1.6% 75.56
Low 74.01 71.92 -2.09 -2.8% 71.29
Close 74.34 71.97 -2.37 -3.2% 73.73
Range 1.80 2.70 0.90 50.0% 4.27
ATR 2.36 2.38 0.02 1.0% 0.00
Volume 80,382 94,286 13,904 17.3% 420,979
Daily Pivots for day following 28-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.94 79.15 73.46
R3 78.24 76.45 72.71
R2 75.54 75.54 72.47
R1 73.75 73.75 72.22 73.30
PP 72.84 72.84 72.84 72.61
S1 71.05 71.05 71.72 70.60
S2 70.14 70.14 71.48
S3 67.44 68.35 71.23
S4 64.74 65.65 70.49
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 71.92 4.39 6.1% 2.24 3.1% 1% False True 77,866
10 76.31 70.10 6.21 8.6% 2.34 3.3% 30% False False 85,901
20 79.57 68.28 11.29 15.7% 2.43 3.4% 33% False False 95,443
40 82.04 68.28 13.76 19.1% 2.43 3.4% 27% False False 79,146
60 85.71 68.28 17.43 24.2% 2.42 3.4% 21% False False 67,917
80 86.68 68.28 18.40 25.6% 2.19 3.0% 20% False False 61,862
100 86.68 68.28 18.40 25.6% 2.06 2.9% 20% False False 54,186
120 86.68 68.28 18.40 25.6% 1.97 2.7% 20% False False 47,913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.10
2.618 81.69
1.618 78.99
1.000 77.32
0.618 76.29
HIGH 74.62
0.618 73.59
0.500 73.27
0.382 72.95
LOW 71.92
0.618 70.25
1.000 69.22
1.618 67.55
2.618 64.85
4.250 60.45
Fisher Pivots for day following 28-Dec-2023
Pivot 1 day 3 day
R1 73.27 74.12
PP 72.84 73.40
S1 72.40 72.69

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

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