NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 73.93 75.53 1.60 2.2% 72.68
High 76.37 75.90 -0.47 -0.6% 75.69
Low 73.47 74.20 0.73 1.0% 71.58
Close 75.79 74.51 -1.28 -1.7% 73.84
Range 2.90 1.70 -1.20 -41.4% 4.11
ATR 2.30 2.26 -0.04 -1.9% 0.00
Volume 22,358 34,734 12,376 55.4% 192,889
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 79.97 78.94 75.45
R3 78.27 77.24 74.98
R2 76.57 76.57 74.82
R1 75.54 75.54 74.67 75.21
PP 74.87 74.87 74.87 74.70
S1 73.84 73.84 74.35 73.51
S2 73.17 73.17 74.20
S3 71.47 72.14 74.04
S4 69.77 70.44 73.58
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 86.03 84.05 76.10
R3 81.92 79.94 74.97
R2 77.81 77.81 74.59
R1 75.83 75.83 74.22 76.82
PP 73.70 73.70 73.70 74.20
S1 71.72 71.72 73.46 72.71
S2 69.59 69.59 73.09
S3 65.48 67.61 72.71
S4 61.37 63.50 71.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.37 72.84 3.53 4.7% 1.95 2.6% 47% False False 36,804
10 76.37 68.57 7.80 10.5% 2.21 3.0% 76% False False 36,663
20 79.36 68.57 10.79 14.5% 2.32 3.1% 55% False False 39,003
40 81.50 68.57 12.93 17.4% 2.30 3.1% 46% False False 30,122
60 84.68 68.57 16.11 21.6% 2.25 3.0% 37% False False 25,057
80 85.75 68.57 17.18 23.1% 2.04 2.7% 35% False False 22,188
100 85.75 68.57 17.18 23.1% 1.90 2.5% 35% False False 18,758
120 85.75 68.57 17.18 23.1% 1.79 2.4% 35% False False 16,112
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.13
2.618 80.35
1.618 78.65
1.000 77.60
0.618 76.95
HIGH 75.90
0.618 75.25
0.500 75.05
0.382 74.85
LOW 74.20
0.618 73.15
1.000 72.50
1.618 71.45
2.618 69.75
4.250 66.98
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 75.05 74.92
PP 74.87 74.78
S1 74.69 74.65

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

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