NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 76.87 76.00 -0.87 -1.1% 78.67
High 77.36 76.16 -1.20 -1.6% 79.80
Low 75.84 72.42 -3.42 -4.5% 73.99
Close 76.11 73.04 -3.07 -4.0% 75.90
Range 1.52 3.74 2.22 146.1% 5.81
ATR 2.03 2.15 0.12 6.0% 0.00
Volume 53,407 71,415 18,008 33.7% 261,329
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 85.09 82.81 75.10
R3 81.35 79.07 74.07
R2 77.61 77.61 73.73
R1 75.33 75.33 73.38 74.60
PP 73.87 73.87 73.87 73.51
S1 71.59 71.59 72.70 70.86
S2 70.13 70.13 72.35
S3 66.39 67.85 72.01
S4 62.65 64.11 70.98
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 93.99 90.76 79.10
R3 88.18 84.95 77.50
R2 82.37 82.37 76.97
R1 79.14 79.14 76.43 77.85
PP 76.56 76.56 76.56 75.92
S1 73.33 73.33 75.37 72.04
S2 70.75 70.75 74.83
S3 64.94 67.52 74.30
S4 59.13 61.71 72.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.11 72.42 5.69 7.8% 2.22 3.0% 11% False True 49,491
10 80.46 72.42 8.04 11.0% 2.23 3.1% 8% False True 51,580
20 83.14 72.42 10.72 14.7% 2.19 3.0% 6% False True 48,184
40 83.14 72.42 10.72 14.7% 2.01 2.8% 6% False True 47,617
60 84.13 72.42 11.71 16.0% 1.78 2.4% 5% False True 46,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 92.06
2.618 85.95
1.618 82.21
1.000 79.90
0.618 78.47
HIGH 76.16
0.618 74.73
0.500 74.29
0.382 73.85
LOW 72.42
0.618 70.11
1.000 68.68
1.618 66.37
2.618 62.63
4.250 56.53
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 74.29 75.27
PP 73.87 74.52
S1 73.46 73.78

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

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