NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 73.28 74.36 1.08 1.5% 72.96
High 75.15 74.77 -0.38 -0.5% 75.11
Low 72.58 73.43 0.85 1.2% 71.95
Close 74.59 73.75 -0.84 -1.1% 72.98
Range 2.57 1.34 -1.23 -47.9% 3.16
ATR 1.99 1.94 -0.05 -2.3% 0.00
Volume 11,832 15,327 3,495 29.5% 61,348
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 78.00 77.22 74.49
R3 76.66 75.88 74.12
R2 75.32 75.32 74.00
R1 74.54 74.54 73.87 74.26
PP 73.98 73.98 73.98 73.85
S1 73.20 73.20 73.63 72.92
S2 72.64 72.64 73.50
S3 71.30 71.86 73.38
S4 69.96 70.52 73.01
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 82.83 81.06 74.72
R3 79.67 77.90 73.85
R2 76.51 76.51 73.56
R1 74.74 74.74 73.27 75.63
PP 73.35 73.35 73.35 73.79
S1 71.58 71.58 72.69 72.47
S2 70.19 70.19 72.40
S3 67.03 68.42 72.11
S4 63.87 65.26 71.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.15 72.58 2.57 3.5% 1.66 2.3% 46% False False 13,554
10 75.15 69.11 6.04 8.2% 1.84 2.5% 77% False False 13,373
20 77.53 69.11 8.42 11.4% 1.93 2.6% 55% False False 14,858
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.47
2.618 78.28
1.618 76.94
1.000 76.11
0.618 75.60
HIGH 74.77
0.618 74.26
0.500 74.10
0.382 73.94
LOW 73.43
0.618 72.60
1.000 72.09
1.618 71.26
2.618 69.92
4.250 67.74
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 74.10 73.87
PP 73.98 73.83
S1 73.87 73.79

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

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