NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 29-Dec-2023
Day Change Summary
Previous Current
28-Dec-2023 29-Dec-2023 Change Change % Previous Week
Open 74.04 72.15 -1.89 -2.6% 73.74
High 74.62 72.80 -1.82 -2.4% 76.31
Low 71.92 71.47 -0.45 -0.6% 71.47
Close 71.97 71.84 -0.13 -0.2% 71.84
Range 2.70 1.33 -1.37 -50.7% 4.84
ATR 2.38 2.31 -0.08 -3.2% 0.00
Volume 94,286 63,480 -30,806 -32.7% 294,911
Daily Pivots for day following 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 76.03 75.26 72.57
R3 74.70 73.93 72.21
R2 73.37 73.37 72.08
R1 72.60 72.60 71.96 72.32
PP 72.04 72.04 72.04 71.90
S1 71.27 71.27 71.72 70.99
S2 70.71 70.71 71.60
S3 69.38 69.94 71.47
S4 68.05 68.61 71.11
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 87.73 84.62 74.50
R3 82.89 79.78 73.17
R2 78.05 78.05 72.73
R1 74.94 74.94 72.28 74.08
PP 73.21 73.21 73.21 72.77
S1 70.10 70.10 71.40 69.24
S2 68.37 68.37 70.95
S3 63.53 65.26 70.51
S4 58.69 60.42 69.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.31 71.47 4.84 6.7% 2.08 2.9% 8% False True 74,340
10 76.31 70.91 5.40 7.5% 2.19 3.0% 17% False False 80,169
20 76.71 68.28 8.43 11.7% 2.28 3.2% 42% False False 89,525
40 82.04 68.28 13.76 19.2% 2.40 3.3% 26% False False 79,210
60 85.71 68.28 17.43 24.3% 2.36 3.3% 20% False False 68,235
80 86.68 68.28 18.40 25.6% 2.19 3.0% 19% False False 62,221
100 86.68 68.28 18.40 25.6% 2.05 2.9% 19% False False 54,666
120 86.68 68.28 18.40 25.6% 1.96 2.7% 19% False False 48,285
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 0.59
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 78.45
2.618 76.28
1.618 74.95
1.000 74.13
0.618 73.62
HIGH 72.80
0.618 72.29
0.500 72.14
0.382 71.98
LOW 71.47
0.618 70.65
1.000 70.14
1.618 69.32
2.618 67.99
4.250 65.82
Fisher Pivots for day following 29-Dec-2023
Pivot 1 day 3 day
R1 72.14 73.64
PP 72.04 73.04
S1 71.94 72.44

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

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