NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 73.00 73.64 0.64 0.9% 72.00
High 75.19 75.08 -0.11 -0.1% 73.27
Low 71.84 72.93 1.09 1.5% 68.85
Close 73.56 74.62 1.06 1.4% 72.53
Range 3.35 2.15 -1.20 -35.8% 4.42
ATR 2.31 2.30 -0.01 -0.5% 0.00
Volume 14,791 20,892 6,101 41.2% 119,521
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 80.66 79.79 75.80
R3 78.51 77.64 75.21
R2 76.36 76.36 75.01
R1 75.49 75.49 74.82 75.93
PP 74.21 74.21 74.21 74.43
S1 73.34 73.34 74.42 73.78
S2 72.06 72.06 74.23
S3 69.91 71.19 74.03
S4 67.76 69.04 73.44
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 84.81 83.09 74.96
R3 80.39 78.67 73.75
R2 75.97 75.97 73.34
R1 74.25 74.25 72.94 75.11
PP 71.55 71.55 71.55 71.98
S1 69.83 69.83 72.12 70.69
S2 67.13 67.13 71.72
S3 62.71 65.41 71.31
S4 58.29 60.99 70.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.19 68.85 6.34 8.5% 2.37 3.2% 91% False False 21,628
10 75.19 68.85 6.34 8.5% 2.27 3.0% 91% False False 21,237
20 79.11 68.85 10.26 13.7% 2.26 3.0% 56% False False 20,384
40 81.95 68.85 13.10 17.6% 2.25 3.0% 44% False False 16,870
60 83.95 68.85 15.10 20.2% 2.11 2.8% 38% False False 14,572
80 84.87 68.85 16.02 21.5% 1.87 2.5% 36% False False 12,698
100 84.87 68.85 16.02 21.5% 1.76 2.4% 36% False False 10,843
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.22
2.618 80.71
1.618 78.56
1.000 77.23
0.618 76.41
HIGH 75.08
0.618 74.26
0.500 74.01
0.382 73.75
LOW 72.93
0.618 71.60
1.000 70.78
1.618 69.45
2.618 67.30
4.250 63.79
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 74.42 74.19
PP 74.21 73.75
S1 74.01 73.32

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

View Archives - Comment on this page... - Back to Index of Symbols