NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 74.68 75.66 0.98 1.3% 78.90
High 76.60 77.46 0.86 1.1% 80.20
Low 74.68 75.27 0.59 0.8% 74.24
Close 76.18 77.25 1.07 1.4% 76.18
Range 1.92 2.19 0.27 14.1% 5.96
ATR 2.08 2.08 0.01 0.4% 0.00
Volume 11,749 8,619 -3,130 -26.6% 71,475
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 83.23 82.43 78.45
R3 81.04 80.24 77.85
R2 78.85 78.85 77.65
R1 78.05 78.05 77.45 78.45
PP 76.66 76.66 76.66 76.86
S1 75.86 75.86 77.05 76.26
S2 74.47 74.47 76.85
S3 72.28 73.67 76.65
S4 70.09 71.48 76.05
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 94.75 91.43 79.46
R3 88.79 85.47 77.82
R2 82.83 82.83 77.27
R1 79.51 79.51 76.73 78.19
PP 76.87 76.87 76.87 76.22
S1 73.55 73.55 75.63 72.23
S2 70.91 70.91 75.09
S3 64.95 67.59 74.54
S4 58.99 61.63 72.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.31 74.24 5.07 6.6% 2.24 2.9% 59% False False 14,085
10 80.99 74.24 6.75 8.7% 2.14 2.8% 45% False False 13,566
20 83.87 74.24 9.63 12.5% 2.09 2.7% 31% False False 12,482
40 84.73 74.24 10.49 13.6% 1.89 2.5% 29% False False 11,396
60 84.87 74.24 10.63 13.8% 1.64 2.1% 28% False False 9,365
80 84.87 73.65 11.22 14.5% 1.56 2.0% 32% False False 7,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.77
2.618 83.19
1.618 81.00
1.000 79.65
0.618 78.81
HIGH 77.46
0.618 76.62
0.500 76.37
0.382 76.11
LOW 75.27
0.618 73.92
1.000 73.08
1.618 71.73
2.618 69.54
4.250 65.96
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 76.96 76.81
PP 76.66 76.36
S1 76.37 75.92

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

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