NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 24-Jan-2024
Day Change Summary
Previous Current
23-Jan-2024 24-Jan-2024 Change Change % Previous Week
Open 74.68 74.57 -0.11 -0.1% 72.73
High 75.25 75.83 0.58 0.8% 74.63
Low 73.41 73.94 0.53 0.7% 70.62
Close 74.37 75.09 0.72 1.0% 73.25
Range 1.84 1.89 0.05 2.7% 4.01
ATR 2.44 2.40 -0.04 -1.6% 0.00
Volume 306,060 323,726 17,666 5.8% 1,417,730
Daily Pivots for day following 24-Jan-2024
Classic Woodie Camarilla DeMark
R4 80.62 79.75 76.13
R3 78.73 77.86 75.61
R2 76.84 76.84 75.44
R1 75.97 75.97 75.26 76.41
PP 74.95 74.95 74.95 75.17
S1 74.08 74.08 74.92 74.52
S2 73.06 73.06 74.74
S3 71.17 72.19 74.57
S4 69.28 70.30 74.05
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 84.86 83.07 75.46
R3 80.85 79.06 74.35
R2 76.84 76.84 73.99
R1 75.05 75.05 73.62 75.95
PP 72.83 72.83 72.83 73.28
S1 71.04 71.04 72.88 71.94
S2 68.82 68.82 72.51
S3 64.81 67.03 72.15
S4 60.80 63.02 71.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.83 72.10 3.73 5.0% 2.07 2.8% 80% True False 351,675
10 75.83 70.62 5.21 6.9% 2.27 3.0% 86% True False 310,239
20 76.31 69.56 6.75 9.0% 2.49 3.3% 82% False False 217,103
40 79.57 68.28 11.29 15.0% 2.43 3.2% 60% False False 156,790
60 83.30 68.28 15.02 20.0% 2.45 3.3% 45% False False 123,182
80 85.82 68.28 17.54 23.4% 2.41 3.2% 39% False False 104,029
100 86.68 68.28 18.40 24.5% 2.23 3.0% 37% False False 91,916
120 86.68 68.28 18.40 24.5% 2.11 2.8% 37% False False 79,868
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.86
2.618 80.78
1.618 78.89
1.000 77.72
0.618 77.00
HIGH 75.83
0.618 75.11
0.500 74.89
0.382 74.66
LOW 73.94
0.618 72.77
1.000 72.05
1.618 70.88
2.618 68.99
4.250 65.91
Fisher Pivots for day following 24-Jan-2024
Pivot 1 day 3 day
R1 75.02 74.79
PP 74.95 74.49
S1 74.89 74.20

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

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