NYMEX Light Sweet Crude Oil Future January 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	69.85	71.61	1.76	2.5%	71.15
High	72.46	72.22	-0.24	-0.3%	72.46
Low	69.54	70.30	0.76	1.1%	67.71
Close	71.58	71.43	-0.15	-0.2%	71.43
Range	2.92	1.92	-1.00	-34.2%	4.75
ATR	2.63	2.58	-0.05	-1.9%	0.00
Volume	275,688	95,513	-180,175	-65.4%	1,277,141

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.08	76.17	72.49
R3	75.16	74.25	71.96
R2	73.24	73.24	71.78
R1	72.33	72.33	71.61	71.83
PP	71.32	71.32	71.32	71.06
S1	70.41	70.41	71.25	69.91
S2	69.40	69.40	71.08
S3	67.48	68.49	70.90
S4	65.56	66.57	70.37

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.78	82.86	74.04
R3	80.03	78.11	72.74
R2	75.28	75.28	72.30
R1	73.36	73.36	71.87	74.32
PP	70.53	70.53	70.53	71.02
S1	68.61	68.61	70.99	69.57
S2	65.78	65.78	70.56
S3	61.03	63.86	70.12
S4	56.28	59.11	68.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.46	67.71	4.75	6.6%	2.44	3.4%	78%	False	False	255,428
10	75.03	67.71	7.32	10.2%	2.40	3.4%	51%	False	False	310,272
20	79.60	67.71	11.89	16.6%	2.60	3.6%	31%	False	False	323,372
40	88.37	67.71	20.66	28.9%	2.65	3.7%	18%	False	False	245,554
60	90.27	67.71	22.56	31.6%	2.59	3.6%	16%	False	False	197,910
80	90.27	67.71	22.56	31.6%	2.35	3.3%	16%	False	False	162,659
100	90.27	67.71	22.56	31.6%	2.22	3.1%	16%	False	False	135,675
120	90.27	67.45	22.82	31.9%	2.12	3.0%	17%	False	False	116,557

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.56
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.38
2.618	77.25
1.618	75.33
1.000	74.14
0.618	73.41
HIGH	72.22
0.618	71.49
0.500	71.26
0.382	71.03
LOW	70.30
0.618	69.11
1.000	68.38
1.618	67.19
2.618	65.27
4.250	62.14

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	71.37	70.98
PP	71.32	70.53
S1	71.26	70.09

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols