NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 76.83 76.25 -0.58 -0.8% 78.90
High 77.69 76.40 -1.29 -1.7% 80.20
Low 76.10 72.58 -3.52 -4.6% 74.24
Close 76.36 73.19 -3.17 -4.2% 76.18
Range 1.59 3.82 2.23 140.3% 5.96
ATR 2.02 2.15 0.13 6.3% 0.00
Volume 11,581 15,835 4,254 36.7% 71,475
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 85.52 83.17 75.29
R3 81.70 79.35 74.24
R2 77.88 77.88 73.89
R1 75.53 75.53 73.54 74.80
PP 74.06 74.06 74.06 73.69
S1 71.71 71.71 72.84 70.98
S2 70.24 70.24 72.49
S3 66.42 67.89 72.14
S4 62.60 64.07 71.09
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 72.58 5.87 8.0% 2.25 3.1% 10% False True 12,021
10 80.99 72.58 8.41 11.5% 2.24 3.1% 7% False True 13,142
20 83.87 72.58 11.29 15.4% 2.17 3.0% 5% False True 13,185
40 83.95 72.58 11.37 15.5% 1.97 2.7% 5% False True 11,665
60 84.87 72.58 12.29 16.8% 1.70 2.3% 5% False True 9,920
80 84.87 72.58 12.29 16.8% 1.60 2.2% 5% False True 8,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 92.64
2.618 86.40
1.618 82.58
1.000 80.22
0.618 78.76
HIGH 76.40
0.618 74.94
0.500 74.49
0.382 74.04
LOW 72.58
0.618 70.22
1.000 68.76
1.618 66.40
2.618 62.58
4.250 56.35
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 74.49 75.52
PP 74.06 74.74
S1 73.62 73.97

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

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