NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 73.27 75.92 2.65 3.6% 75.66
High 75.88 77.90 2.02 2.7% 78.45
Low 73.08 75.89 2.81 3.8% 72.58
Close 75.80 77.47 1.67 2.2% 75.80
Range 2.80 2.01 -0.79 -28.2% 5.87
ATR 2.20 2.19 -0.01 -0.3% 0.00
Volume 9,612 9,612 0 0.0% 57,968
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 83.12 82.30 78.58
R3 81.11 80.29 78.02
R2 79.10 79.10 77.84
R1 78.28 78.28 77.65 78.69
PP 77.09 77.09 77.09 77.29
S1 76.27 76.27 77.29 76.68
S2 75.08 75.08 77.10
S3 73.07 74.26 76.92
S4 71.06 72.25 76.36
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 93.22 90.38 79.03
R3 87.35 84.51 77.41
R2 81.48 81.48 76.88
R1 78.64 78.64 76.34 80.06
PP 75.61 75.61 75.61 76.32
S1 72.77 72.77 75.26 74.19
S2 69.74 69.74 74.72
S3 63.87 66.90 74.19
S4 58.00 61.03 72.57
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 7.6% 2.39 3.1% 83% False False 11,792
10 79.31 72.58 6.73 8.7% 2.32 3.0% 73% False False 12,938
20 81.95 72.58 9.37 12.1% 2.24 2.9% 52% False False 13,357
40 83.95 72.58 11.37 14.7% 2.03 2.6% 43% False False 11,666
60 84.87 72.58 12.29 15.9% 1.74 2.2% 40% False False 10,136
80 84.87 72.58 12.29 15.9% 1.64 2.1% 40% False False 8,458
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.44
2.618 83.16
1.618 81.15
1.000 79.91
0.618 79.14
HIGH 77.90
0.618 77.13
0.500 76.90
0.382 76.66
LOW 75.89
0.618 74.65
1.000 73.88
1.618 72.64
2.618 70.63
4.250 67.35
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 77.28 76.73
PP 77.09 75.98
S1 76.90 75.24

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

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