NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 73.72 74.74 1.02 1.4% 71.60
High 75.15 75.75 0.60 0.8% 73.35
Low 73.07 74.27 1.20 1.6% 69.06
Close 74.69 74.74 0.05 0.1% 72.65
Range 2.08 1.48 -0.60 -28.8% 4.29
ATR 2.28 2.23 -0.06 -2.5% 0.00
Volume 36,904 44,862 7,958 21.6% 236,607
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 79.36 78.53 75.55
R3 77.88 77.05 75.15
R2 76.40 76.40 75.01
R1 75.57 75.57 74.88 75.48
PP 74.92 74.92 74.92 74.88
S1 74.09 74.09 74.60 74.00
S2 73.44 73.44 74.47
S3 71.96 72.61 74.33
S4 70.48 71.13 73.93
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 75.75 70.75 5.00 6.7% 2.25 3.0% 80% True False 43,461
10 75.75 69.06 6.69 9.0% 2.10 2.8% 85% True False 43,523
20 78.80 69.06 9.74 13.0% 2.29 3.1% 58% False False 51,467
40 81.40 69.06 12.34 16.5% 2.25 3.0% 46% False False 49,648
60 83.14 69.06 14.08 18.8% 2.14 2.9% 40% False False 48,867
80 84.13 69.06 15.07 20.2% 1.93 2.6% 38% False False 48,107
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.04
2.618 79.62
1.618 78.14
1.000 77.23
0.618 76.66
HIGH 75.75
0.618 75.18
0.500 75.01
0.382 74.84
LOW 74.27
0.618 73.36
1.000 72.79
1.618 71.88
2.618 70.40
4.250 67.98
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 75.01 74.45
PP 74.92 74.15
S1 74.83 73.86

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

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