NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 73.50 74.52 1.02 1.4% 71.65
High 74.91 75.69 0.78 1.0% 73.12
Low 72.71 74.09 1.38 1.9% 68.57
Close 74.44 74.62 0.18 0.2% 72.31
Range 2.20 1.60 -0.60 -27.3% 4.55
ATR 2.40 2.34 -0.06 -2.4% 0.00
Volume 33,690 50,911 17,221 51.1% 185,544
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 79.60 78.71 75.50
R3 78.00 77.11 75.06
R2 76.40 76.40 74.91
R1 75.51 75.51 74.77 75.96
PP 74.80 74.80 74.80 75.02
S1 73.91 73.91 74.47 74.36
S2 73.20 73.20 74.33
S3 71.60 72.31 74.18
S4 70.00 70.71 73.74
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 84.98 83.20 74.81
R3 80.43 78.65 73.56
R2 75.88 75.88 73.14
R1 74.10 74.10 72.73 74.99
PP 71.33 71.33 71.33 71.78
S1 69.55 69.55 71.89 70.44
S2 66.78 66.78 71.48
S3 62.23 65.00 71.06
S4 57.68 60.45 69.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.69 70.38 5.31 7.1% 2.37 3.2% 80% True False 39,805
10 75.69 68.57 7.12 9.5% 2.22 3.0% 85% True False 35,914
20 79.36 68.57 10.79 14.5% 2.40 3.2% 56% False False 37,678
40 82.61 68.57 14.04 18.8% 2.34 3.1% 43% False False 28,298
60 85.08 68.57 16.51 22.1% 2.23 3.0% 37% False False 24,115
80 85.75 68.57 17.18 23.0% 2.01 2.7% 35% False False 20,907
100 85.75 68.57 17.18 23.0% 1.88 2.5% 35% False False 17,590
120 85.75 68.44 17.31 23.2% 1.77 2.4% 36% False False 15,099
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.49
2.618 79.88
1.618 78.28
1.000 77.29
0.618 76.68
HIGH 75.69
0.618 75.08
0.500 74.89
0.382 74.70
LOW 74.09
0.618 73.10
1.000 72.49
1.618 71.50
2.618 69.90
4.250 67.29
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 74.89 74.29
PP 74.80 73.96
S1 74.71 73.64

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

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