NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 77.42 76.83 -0.59 -0.8% 78.90
High 78.45 77.69 -0.76 -1.0% 80.20
Low 76.73 76.10 -0.63 -0.8% 74.24
Close 77.20 76.36 -0.84 -1.1% 76.18
Range 1.72 1.59 -0.13 -7.6% 5.96
ATR 2.06 2.02 -0.03 -1.6% 0.00
Volume 12,321 11,581 -740 -6.0% 71,475
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 81.49 80.51 77.23
R3 79.90 78.92 76.80
R2 78.31 78.31 76.65
R1 77.33 77.33 76.51 77.03
PP 76.72 76.72 76.72 76.56
S1 75.74 75.74 76.21 75.44
S2 75.13 75.13 76.07
S3 73.54 74.15 75.92
S4 71.95 72.56 75.49
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 78.45 74.38 4.07 5.3% 1.81 2.4% 49% False False 11,914
10 80.99 74.24 6.75 8.8% 2.06 2.7% 31% False False 13,334
20 83.87 74.24 9.63 12.6% 2.11 2.8% 22% False False 12,967
40 83.95 74.24 9.71 12.7% 1.92 2.5% 22% False False 11,507
60 84.87 74.24 10.63 13.9% 1.67 2.2% 20% False False 9,701
80 84.87 74.24 10.63 13.9% 1.56 2.0% 20% False False 8,124
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 0.39
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 84.45
2.618 81.85
1.618 80.26
1.000 79.28
0.618 78.67
HIGH 77.69
0.618 77.08
0.500 76.90
0.382 76.71
LOW 76.10
0.618 75.12
1.000 74.51
1.618 73.53
2.618 71.94
4.250 69.34
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 76.90 76.86
PP 76.72 76.69
S1 76.54 76.53

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

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