NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 76.57 75.62 -0.95 -1.2% 75.92
High 76.93 76.24 -0.69 -0.9% 77.90
Low 75.21 74.35 -0.86 -1.1% 73.88
Close 75.60 75.09 -0.51 -0.7% 75.60
Range 1.72 1.89 0.17 9.9% 4.02
ATR 2.18 2.16 -0.02 -0.9% 0.00
Volume 8,425 9,645 1,220 14.5% 40,596
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 80.90 79.88 76.13
R3 79.01 77.99 75.61
R2 77.12 77.12 75.44
R1 76.10 76.10 75.26 75.67
PP 75.23 75.23 75.23 75.01
S1 74.21 74.21 74.92 73.78
S2 73.34 73.34 74.74
S3 71.45 72.32 74.57
S4 69.56 70.43 74.05
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 87.85 85.75 77.81
R3 83.83 81.73 76.71
R2 79.81 79.81 76.34
R1 77.71 77.71 75.97 76.75
PP 75.79 75.79 75.79 75.32
S1 73.69 73.69 75.23 72.73
S2 71.77 71.77 74.86
S3 67.75 69.67 74.49
S4 63.73 65.65 73.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.90 73.88 4.02 5.4% 2.04 2.7% 30% False False 10,048
10 78.45 72.58 5.87 7.8% 2.23 3.0% 43% False False 10,820
20 81.26 72.58 8.68 11.6% 2.20 2.9% 29% False False 12,504
40 83.87 72.58 11.29 15.0% 2.08 2.8% 22% False False 11,440
60 84.87 72.58 12.29 16.4% 1.81 2.4% 20% False False 10,575
80 84.87 72.58 12.29 16.4% 1.66 2.2% 20% False False 8,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.27
2.618 81.19
1.618 79.30
1.000 78.13
0.618 77.41
HIGH 76.24
0.618 75.52
0.500 75.30
0.382 75.07
LOW 74.35
0.618 73.18
1.000 72.46
1.618 71.29
2.618 69.40
4.250 66.32
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 75.30 75.77
PP 75.23 75.54
S1 75.16 75.32

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

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