NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 72.20 71.35 -0.85 -1.2% 71.90
High 73.55 73.81 0.26 0.4% 74.30
Low 71.09 71.24 0.15 0.2% 69.56
Close 71.44 72.09 0.65 0.9% 73.86
Range 2.46 2.57 0.11 4.5% 4.74
ATR 2.55 2.55 0.00 0.1% 0.00
Volume 198,043 240,344 42,301 21.4% 547,120
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 80.09 78.66 73.50
R3 77.52 76.09 72.80
R2 74.95 74.95 72.56
R1 73.52 73.52 72.33 74.24
PP 72.38 72.38 72.38 72.74
S1 70.95 70.95 71.85 71.67
S2 69.81 69.81 71.62
S3 67.24 68.38 71.38
S4 64.67 65.81 70.68
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 70.25 4.05 5.6% 2.62 3.6% 45% False False 200,195
10 74.62 69.56 5.06 7.0% 2.73 3.8% 50% False False 154,091
20 76.31 68.28 8.03 11.1% 2.51 3.5% 47% False False 119,622
40 79.57 68.28 11.29 15.7% 2.51 3.5% 34% False False 102,955
60 85.71 68.28 17.43 24.2% 2.47 3.4% 22% False False 85,041
80 86.68 68.28 18.40 25.5% 2.35 3.3% 21% False False 75,767
100 86.68 68.28 18.40 25.5% 2.17 3.0% 21% False False 66,943
120 86.68 68.28 18.40 25.5% 2.07 2.9% 21% False False 58,776
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 0.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.73
2.618 80.54
1.618 77.97
1.000 76.38
0.618 75.40
HIGH 73.81
0.618 72.83
0.500 72.53
0.382 72.22
LOW 71.24
0.618 69.65
1.000 68.67
1.618 67.08
2.618 64.51
4.250 60.32
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 72.53 72.22
PP 72.38 72.18
S1 72.24 72.13

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.