NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 70.54 72.00 1.46 2.1% 74.54
High 72.13 72.35 0.22 0.3% 75.04
Low 70.54 71.11 0.57 0.8% 69.75
Close 71.76 72.04 0.28 0.4% 71.76
Range 1.59 1.24 -0.35 -22.0% 5.29
ATR 2.22 2.15 -0.07 -3.2% 0.00
Volume 14,311 13,000 -1,311 -9.2% 124,270
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 75.55 75.04 72.72
R3 74.31 73.80 72.38
R2 73.07 73.07 72.27
R1 72.56 72.56 72.15 72.82
PP 71.83 71.83 71.83 71.96
S1 71.32 71.32 71.93 71.58
S2 70.59 70.59 71.81
S3 69.35 70.08 71.70
S4 68.11 68.84 71.36
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 88.05 85.20 74.67
R3 82.76 79.91 73.21
R2 77.47 77.47 72.73
R1 74.62 74.62 72.24 73.40
PP 72.18 72.18 72.18 71.58
S1 69.33 69.33 71.28 68.11
S2 66.89 66.89 70.79
S3 61.60 64.04 70.31
S4 56.31 58.75 68.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.68 69.75 4.93 6.8% 1.89 2.6% 46% False False 20,861
10 79.11 69.75 9.36 13.0% 2.18 3.0% 24% False False 22,485
20 79.11 69.75 9.36 13.0% 2.20 3.1% 24% False False 16,653
40 83.87 69.75 14.12 19.6% 2.13 3.0% 16% False False 14,527
60 84.73 69.75 14.98 20.8% 1.98 2.7% 15% False False 13,140
80 84.87 69.75 15.12 21.0% 1.77 2.5% 15% False False 11,108
100 84.87 69.75 15.12 21.0% 1.67 2.3% 15% False False 9,622
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 77.62
2.618 75.60
1.618 74.36
1.000 73.59
0.618 73.12
HIGH 72.35
0.618 71.88
0.500 71.73
0.382 71.58
LOW 71.11
0.618 70.34
1.000 69.87
1.618 69.10
2.618 67.86
4.250 65.84
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 71.94 71.71
PP 71.83 71.38
S1 71.73 71.05

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

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