NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 09-Jan-2024
Day Change Summary
Previous Current
08-Jan-2024 09-Jan-2024 Change Change % Previous Week
Open 73.60 70.92 -2.68 -3.6% 71.90
High 73.98 72.99 -0.99 -1.3% 74.30
Low 70.25 70.63 0.38 0.5% 69.56
Close 70.92 72.29 1.37 1.9% 73.86
Range 3.73 2.36 -1.37 -36.7% 4.74
ATR 2.57 2.55 -0.01 -0.6% 0.00
Volume 193,271 204,370 11,099 5.7% 547,120
Daily Pivots for day following 09-Jan-2024
Classic Woodie Camarilla DeMark
R4 79.05 78.03 73.59
R3 76.69 75.67 72.94
R2 74.33 74.33 72.72
R1 73.31 73.31 72.51 73.82
PP 71.97 71.97 71.97 72.23
S1 70.95 70.95 72.07 71.46
S2 69.61 69.61 71.86
S3 67.25 68.59 71.64
S4 64.89 66.23 70.99
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 6.6% 2.95 4.1% 58% False False 167,249
10 76.31 69.56 6.75 9.3% 2.70 3.7% 40% False False 123,967
20 76.31 68.28 8.03 11.1% 2.50 3.5% 50% False False 106,476
40 79.57 68.28 11.29 15.6% 2.49 3.4% 36% False False 93,936
60 85.71 68.28 17.43 24.1% 2.47 3.4% 23% False False 78,992
80 86.68 68.28 18.40 25.5% 2.32 3.2% 22% False False 71,581
100 86.68 68.28 18.40 25.5% 2.15 3.0% 22% False False 63,038
120 86.68 68.28 18.40 25.5% 2.04 2.8% 22% False False 55,357
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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.02
2.618 79.17
1.618 76.81
1.000 75.35
0.618 74.45
HIGH 72.99
0.618 72.09
0.500 71.81
0.382 71.53
LOW 70.63
0.618 69.17
1.000 68.27
1.618 66.81
2.618 64.45
4.250 60.60
Fisher Pivots for day following 09-Jan-2024
Pivot 1 day 3 day
R1 72.13 72.29
PP 71.97 72.28
S1 71.81 72.28

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

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