NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 70.96 72.80 1.84 2.6% 71.60
High 73.35 73.33 -0.02 0.0% 73.35
Low 70.75 71.55 0.80 1.1% 69.06
Close 72.77 72.65 -0.12 -0.2% 72.65
Range 2.60 1.78 -0.82 -31.5% 4.29
ATR 2.26 2.22 -0.03 -1.5% 0.00
Volume 52,292 40,797 -11,495 -22.0% 236,607
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 77.85 77.03 73.63
R3 76.07 75.25 73.14
R2 74.29 74.29 72.98
R1 73.47 73.47 72.81 72.99
PP 72.51 72.51 72.51 72.27
S1 71.69 71.69 72.49 71.21
S2 70.73 70.73 72.32
S3 68.95 69.91 72.16
S4 67.17 68.13 71.67
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 84.56 82.89 75.01
R3 80.27 78.60 73.83
R2 75.98 75.98 73.44
R1 74.31 74.31 73.04 75.15
PP 71.69 71.69 71.69 72.10
S1 70.02 70.02 72.26 70.86
S2 67.40 67.40 71.86
S3 63.11 65.73 71.47
S4 58.82 61.44 70.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.35 69.06 4.29 5.9% 2.19 3.0% 84% False False 47,321
10 75.04 69.06 5.98 8.2% 2.12 2.9% 60% False False 51,410
20 78.80 69.06 9.74 13.4% 2.26 3.1% 37% False False 51,364
40 83.14 69.06 14.08 19.4% 2.22 3.1% 25% False False 49,774
60 83.14 69.06 14.08 19.4% 2.10 2.9% 25% False False 48,866
80 84.13 69.06 15.07 20.7% 1.90 2.6% 24% False False 47,618
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.90
2.618 77.99
1.618 76.21
1.000 75.11
0.618 74.43
HIGH 73.33
0.618 72.65
0.500 72.44
0.382 72.23
LOW 71.55
0.618 70.45
1.000 69.77
1.618 68.67
2.618 66.89
4.250 63.99
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 72.58 72.17
PP 72.51 71.69
S1 72.44 71.21

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

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