NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 08-Jan-2024
Day Change Summary
Previous Current
05-Jan-2024 08-Jan-2024 Change Change % Previous Week
Open 72.40 73.51 1.11 1.5% 71.71
High 74.24 73.95 -0.29 -0.4% 74.24
Low 72.21 70.13 -2.08 -2.9% 69.28
Close 73.81 70.77 -3.04 -4.1% 73.81
Range 2.03 3.82 1.79 88.2% 4.96
ATR 2.55 2.64 0.09 3.6% 0.00
Volume 325,525 392,249 66,724 20.5% 1,335,845
Daily Pivots for day following 08-Jan-2024
Classic Woodie Camarilla DeMark
R4 83.08 80.74 72.87
R3 79.26 76.92 71.82
R2 75.44 75.44 71.47
R1 73.10 73.10 71.12 72.36
PP 71.62 71.62 71.62 71.25
S1 69.28 69.28 70.42 68.54
S2 67.80 67.80 70.07
S3 63.98 65.46 69.72
S4 60.16 61.64 68.67
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 87.32 85.53 76.54
R3 82.36 80.57 75.17
R2 77.40 77.40 74.72
R1 75.61 75.61 74.26 76.51
PP 72.44 72.44 72.44 72.89
S1 70.65 70.65 73.36 71.55
S2 67.48 67.48 72.90
S3 62.52 65.69 72.45
S4 57.56 60.73 71.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.24 69.28 4.96 7.0% 3.26 4.6% 30% False False 345,618
10 76.18 69.28 6.90 9.7% 2.69 3.8% 22% False False 288,996
20 76.18 67.98 8.20 11.6% 2.55 3.6% 34% False False 255,325
40 79.67 67.98 11.69 16.5% 2.56 3.6% 24% False False 182,364
60 86.93 67.98 18.95 26.8% 2.57 3.6% 15% False False 140,550
80 88.21 67.98 20.23 28.6% 2.42 3.4% 14% False False 116,166
100 88.21 67.98 20.23 28.6% 2.24 3.2% 14% False False 97,065
120 88.21 67.98 20.23 28.6% 2.12 3.0% 14% False False 82,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.19
2.618 83.95
1.618 80.13
1.000 77.77
0.618 76.31
HIGH 73.95
0.618 72.49
0.500 72.04
0.382 71.59
LOW 70.13
0.618 67.77
1.000 66.31
1.618 63.95
2.618 60.13
4.250 53.90
Fisher Pivots for day following 08-Jan-2024
Pivot 1 day 3 day
R1 72.04 72.19
PP 71.62 71.71
S1 71.19 71.24

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

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