NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 77.92 76.94 -0.98 -1.3% 75.81
High 78.11 77.25 -0.86 -1.1% 78.48
Low 73.98 75.32 1.34 1.8% 73.98
Close 77.25 75.77 -1.48 -1.9% 75.77
Range 4.13 1.93 -2.20 -53.3% 4.50
ATR 2.61 2.56 -0.05 -1.9% 0.00
Volume 99,855 74,983 -24,872 -24.9% 313,215
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 81.90 80.77 76.83
R3 79.97 78.84 76.30
R2 78.04 78.04 76.12
R1 76.91 76.91 75.95 76.51
PP 76.11 76.11 76.11 75.92
S1 74.98 74.98 75.59 74.58
S2 74.18 74.18 75.42
S3 72.25 73.05 75.24
S4 70.32 71.12 74.71
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 89.58 87.17 78.25
R3 85.08 82.67 77.01
R2 80.58 80.58 76.60
R1 78.17 78.17 76.18 77.13
PP 76.08 76.08 76.08 75.55
S1 73.67 73.67 75.36 72.63
S2 71.58 71.58 74.95
S3 67.08 69.17 74.53
S4 62.58 64.67 73.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.48 73.02 5.46 7.2% 2.66 3.5% 50% False False 82,993
10 79.39 72.53 6.86 9.1% 2.61 3.4% 47% False False 82,087
20 84.11 72.53 11.58 15.3% 2.58 3.4% 28% False False 75,571
40 87.30 72.53 14.77 19.5% 2.52 3.3% 22% False False 61,363
60 88.21 72.53 15.68 20.7% 2.22 2.9% 21% False False 52,632
80 88.21 72.53 15.68 20.7% 2.05 2.7% 21% False False 42,757
100 88.21 69.11 19.10 25.2% 1.94 2.6% 35% False False 36,149
120 88.21 65.90 22.31 29.4% 1.94 2.6% 44% False False 31,302
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.45
2.618 82.30
1.618 80.37
1.000 79.18
0.618 78.44
HIGH 77.25
0.618 76.51
0.500 76.29
0.382 76.06
LOW 75.32
0.618 74.13
1.000 73.39
1.618 72.20
2.618 70.27
4.250 67.12
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 76.29 76.05
PP 76.11 75.95
S1 75.94 75.86

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

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