NYMEX Light Sweet Crude Oil Future August 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 71.04 72.81 1.77 2.5% 71.76
High 73.12 73.17 0.05 0.1% 73.17
Low 70.98 71.62 0.64 0.9% 69.19
Close 72.67 72.55 -0.12 -0.2% 72.55
Range 2.14 1.55 -0.59 -27.6% 3.98
ATR 1.98 1.95 -0.03 -1.5% 0.00
Volume 7,868 13,453 5,585 71.0% 40,992
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 77.10 76.37 73.40
R3 75.55 74.82 72.98
R2 74.00 74.00 72.83
R1 73.27 73.27 72.69 72.86
PP 72.45 72.45 72.45 72.24
S1 71.72 71.72 72.41 71.31
S2 70.90 70.90 72.27
S3 69.35 70.17 72.12
S4 67.80 68.62 71.70
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 83.58 82.04 74.74
R3 79.60 78.06 73.64
R2 75.62 75.62 73.28
R1 74.08 74.08 72.91 74.85
PP 71.64 71.64 71.64 72.02
S1 70.10 70.10 72.19 70.87
S2 67.66 67.66 71.82
S3 63.68 66.12 71.46
S4 59.70 62.14 70.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.17 69.19 3.98 5.5% 1.93 2.7% 84% True False 8,198
10 74.30 69.19 5.11 7.0% 1.78 2.4% 66% False False 7,887
20 77.76 69.19 8.57 11.8% 1.89 2.6% 39% False False 7,639
40 81.75 69.19 12.56 17.3% 1.81 2.5% 27% False False 5,592
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.76
2.618 77.23
1.618 75.68
1.000 74.72
0.618 74.13
HIGH 73.17
0.618 72.58
0.500 72.40
0.382 72.21
LOW 71.62
0.618 70.66
1.000 70.07
1.618 69.11
2.618 67.56
4.250 65.03
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 72.50 72.09
PP 72.45 71.64
S1 72.40 71.18

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

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