NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 08-Jan-2024
Day Change Summary
Previous Current
05-Jan-2024 08-Jan-2024 Change Change % Previous Week
Open 72.51 73.60 1.09 1.5% 71.90
High 74.30 73.98 -0.32 -0.4% 74.30
Low 72.34 70.25 -2.09 -2.9% 69.56
Close 73.86 70.92 -2.94 -4.0% 73.86
Range 1.96 3.73 1.77 90.3% 4.74
ATR 2.48 2.57 0.09 3.6% 0.00
Volume 164,947 193,271 28,324 17.2% 547,120
Daily Pivots for day following 08-Jan-2024
Classic Woodie Camarilla DeMark
R4 82.91 80.64 72.97
R3 79.18 76.91 71.95
R2 75.45 75.45 71.60
R1 73.18 73.18 71.26 72.45
PP 71.72 71.72 71.72 71.35
S1 69.45 69.45 70.58 68.72
S2 67.99 67.99 70.24
S3 64.26 65.72 69.89
S4 60.53 61.99 68.87
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 86.79 85.07 76.47
R3 82.05 80.33 75.16
R2 77.31 77.31 74.73
R1 75.59 75.59 74.29 76.45
PP 72.57 72.57 72.57 73.01
S1 70.85 70.85 73.43 71.71
S2 67.83 67.83 72.99
S3 63.09 66.11 72.56
S4 58.35 61.37 71.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.30 69.56 4.74 6.7% 3.17 4.5% 29% False False 148,078
10 76.31 69.56 6.75 9.5% 2.62 3.7% 20% False False 111,209
20 76.31 68.28 8.03 11.3% 2.49 3.5% 33% False False 100,322
40 79.57 68.28 11.29 15.9% 2.48 3.5% 23% False False 90,448
60 85.71 68.28 17.43 24.6% 2.47 3.5% 15% False False 76,512
80 86.68 68.28 18.40 25.9% 2.31 3.3% 14% False False 69,461
100 86.68 68.28 18.40 25.9% 2.14 3.0% 14% False False 61,161
120 86.68 68.28 18.40 25.9% 2.04 2.9% 14% False False 53,787
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 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.83
2.618 83.75
1.618 80.02
1.000 77.71
0.618 76.29
HIGH 73.98
0.618 72.56
0.500 72.12
0.382 71.67
LOW 70.25
0.618 67.94
1.000 66.52
1.618 64.21
2.618 60.48
4.250 54.40
Fisher Pivots for day following 08-Jan-2024
Pivot 1 day 3 day
R1 72.12 72.28
PP 71.72 71.82
S1 71.32 71.37

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

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