NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	77.75	75.59	-2.16	-2.8%	75.31
High	79.60	76.76	-2.84	-3.6%	79.60
Low	75.05	73.93	-1.12	-1.5%	73.93
Close	75.96	74.07	-1.89	-2.5%	74.07
Range	4.55	2.83	-1.72	-37.8%	5.67
ATR	2.74	2.75	0.01	0.2%	0.00
Volume	559,169	358,976	-200,193	-35.8%	1,816,495

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.41	81.57	75.63
R3	80.58	78.74	74.85
R2	77.75	77.75	74.59
R1	75.91	75.91	74.33	75.42
PP	74.92	74.92	74.92	74.67
S1	73.08	73.08	73.81	72.59
S2	72.09	72.09	73.55
S3	69.26	70.25	73.29
S4	66.43	67.42	72.51

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.88	89.14	77.19
R3	87.21	83.47	75.63
R2	81.54	81.54	75.11
R1	77.80	77.80	74.59	76.84
PP	75.87	75.87	75.87	75.38
S1	72.13	72.13	73.55	71.17
S2	70.20	70.20	73.03
S3	64.53	66.46	72.51
S4	58.86	60.79	70.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.60	73.93	5.67	7.7%	2.87	3.9%	2%	False	True	363,299
10	79.60	72.91	6.69	9.0%	2.79	3.8%	17%	False	False	336,471
20	83.20	72.37	10.83	14.6%	2.72	3.7%	16%	False	False	273,267
40	88.37	72.37	16.00	21.6%	2.66	3.6%	11%	False	False	195,470
60	90.27	72.37	17.90	24.2%	2.45	3.3%	9%	False	False	157,827
80	90.27	72.37	17.90	24.2%	2.24	3.0%	9%	False	False	127,488
100	90.27	72.37	17.90	24.2%	2.13	2.9%	9%	False	False	106,870
120	90.27	66.73	23.54	31.8%	2.09	2.8%	31%	False	False	92,051

Crabel Price Patterns
NR	True
NR4	False
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	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.79
2.618	84.17
1.618	81.34
1.000	79.59
0.618	78.51
HIGH	76.76
0.618	75.68
0.500	75.35
0.382	75.01
LOW	73.93
0.618	72.18
1.000	71.10
1.618	69.35
2.618	66.52
4.250	61.90

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	75.35	76.77
PP	74.92	75.87
S1	74.50	74.97

Download as Excel Spreadsheet

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

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