NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 74.25 73.97 -0.28 -0.4% 73.00
High 75.15 76.35 1.20 1.6% 75.77
Low 73.73 73.52 -0.21 -0.3% 71.84
Close 73.88 75.79 1.91 2.6% 73.88
Range 1.42 2.83 1.41 99.3% 3.93
ATR 2.16 2.21 0.05 2.2% 0.00
Volume 26,339 22,844 -3,495 -13.3% 108,642
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 83.71 82.58 77.35
R3 80.88 79.75 76.57
R2 78.05 78.05 76.31
R1 76.92 76.92 76.05 77.49
PP 75.22 75.22 75.22 75.50
S1 74.09 74.09 75.53 74.66
S2 72.39 72.39 75.27
S3 69.56 71.26 75.01
S4 66.73 68.43 74.23
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 85.62 83.68 76.04
R3 81.69 79.75 74.96
R2 77.76 77.76 74.60
R1 75.82 75.82 74.24 76.79
PP 73.83 73.83 73.83 74.32
S1 71.89 71.89 73.52 72.86
S2 69.90 69.90 73.16
S3 65.97 67.96 72.80
S4 62.04 64.03 71.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.35 72.93 3.42 4.5% 1.98 2.6% 84% True False 23,339
10 76.35 68.85 7.50 9.9% 2.31 3.0% 93% True False 23,800
20 79.11 68.85 10.26 13.5% 2.24 3.0% 68% False False 23,143
40 81.26 68.85 12.41 16.4% 2.22 2.9% 56% False False 17,824
60 83.87 68.85 15.02 19.8% 2.13 2.8% 46% False False 15,341
80 84.87 68.85 16.02 21.1% 1.92 2.5% 43% False False 13,717
100 84.87 68.85 16.02 21.1% 1.77 2.3% 43% False False 11,648
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.38
2.618 83.76
1.618 80.93
1.000 79.18
0.618 78.10
HIGH 76.35
0.618 75.27
0.500 74.94
0.382 74.60
LOW 73.52
0.618 71.77
1.000 70.69
1.618 68.94
2.618 66.11
4.250 61.49
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 75.51 75.42
PP 75.22 75.04
S1 74.94 74.67

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

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