NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 70.42 71.65 1.23 1.7% 74.86
High 72.07 72.29 0.22 0.3% 75.15
Low 70.15 70.98 0.83 1.2% 69.57
Close 71.69 71.92 0.23 0.3% 71.69
Range 1.92 1.31 -0.61 -31.8% 5.58
ATR 2.33 2.25 -0.07 -3.1% 0.00
Volume 27,599 22,831 -4,768 -17.3% 215,459
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 75.66 75.10 72.64
R3 74.35 73.79 72.28
R2 73.04 73.04 72.16
R1 72.48 72.48 72.04 72.76
PP 71.73 71.73 71.73 71.87
S1 71.17 71.17 71.80 71.45
S2 70.42 70.42 71.68
S3 69.11 69.86 71.56
S4 67.80 68.55 71.20
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 88.88 85.86 74.76
R3 83.30 80.28 73.22
R2 77.72 77.72 72.71
R1 74.70 74.70 72.20 73.42
PP 72.14 72.14 72.14 71.50
S1 69.12 69.12 71.18 67.84
S2 66.56 66.56 70.67
S3 60.98 63.54 70.16
S4 55.40 57.96 68.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.60 69.57 5.03 7.0% 2.00 2.8% 47% False False 35,285
10 79.36 69.57 9.79 13.6% 2.29 3.2% 24% False False 40,722
20 79.36 69.57 9.79 13.6% 2.33 3.2% 24% False False 30,392
40 84.68 69.57 15.11 21.0% 2.25 3.1% 16% False False 23,580
60 85.62 69.57 16.05 22.3% 2.10 2.9% 15% False False 21,190
80 85.75 69.57 16.18 22.5% 1.91 2.7% 15% False False 17,742
100 85.75 69.57 16.18 22.5% 1.78 2.5% 15% False False 14,993
120 85.75 67.00 18.75 26.1% 1.70 2.4% 26% False False 12,956
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 77.86
2.618 75.72
1.618 74.41
1.000 73.60
0.618 73.10
HIGH 72.29
0.618 71.79
0.500 71.64
0.382 71.48
LOW 70.98
0.618 70.17
1.000 69.67
1.618 68.86
2.618 67.55
4.250 65.41
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 71.83 71.59
PP 71.73 71.26
S1 71.64 70.93

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

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