NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 09-Jan-2024
Day Change Summary
Previous Current
08-Jan-2024 09-Jan-2024 Change Change % Previous Week
Open 73.51 70.91 -2.60 -3.5% 71.71
High 73.95 72.93 -1.02 -1.4% 74.24
Low 70.13 70.47 0.34 0.5% 69.28
Close 70.77 72.24 1.47 2.1% 73.81
Range 3.82 2.46 -1.36 -35.6% 4.96
ATR 2.64 2.63 -0.01 -0.5% 0.00
Volume 392,249 363,445 -28,804 -7.3% 1,335,845
Daily Pivots for day following 09-Jan-2024
Classic Woodie Camarilla DeMark
R4 79.26 78.21 73.59
R3 76.80 75.75 72.92
R2 74.34 74.34 72.69
R1 73.29 73.29 72.47 73.82
PP 71.88 71.88 71.88 72.14
S1 70.83 70.83 72.01 71.36
S2 69.42 69.42 71.79
S3 66.96 68.37 71.56
S4 64.50 65.91 70.89
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 6.9% 3.04 4.2% 60% False False 352,109
10 76.18 69.28 6.90 9.6% 2.78 3.8% 43% False False 303,081
20 76.18 67.98 8.20 11.4% 2.57 3.6% 52% False False 267,261
40 79.67 67.98 11.69 16.2% 2.57 3.6% 36% False False 189,387
60 86.93 67.98 18.95 26.2% 2.57 3.6% 22% False False 145,903
80 88.21 67.98 20.23 28.0% 2.43 3.4% 21% False False 120,285
100 88.21 67.98 20.23 28.0% 2.24 3.1% 21% False False 100,570
120 88.21 67.98 20.23 28.0% 2.13 3.0% 21% False False 85,663
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.39
2.618 79.37
1.618 76.91
1.000 75.39
0.618 74.45
HIGH 72.93
0.618 71.99
0.500 71.70
0.382 71.41
LOW 70.47
0.618 68.95
1.000 68.01
1.618 66.49
2.618 64.03
4.250 60.02
Fisher Pivots for day following 09-Jan-2024
Pivot 1 day 3 day
R1 72.06 72.22
PP 71.88 72.20
S1 71.70 72.19

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

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