NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 02-Jan-2024
Day Change Summary
Previous Current
29-Dec-2023 02-Jan-2024 Change Change % Previous Week
Open 72.15 71.90 -0.25 -0.3% 73.74
High 72.80 73.80 1.00 1.4% 76.31
Low 71.47 70.32 -1.15 -1.6% 71.47
Close 71.84 70.62 -1.22 -1.7% 71.84
Range 1.33 3.48 2.15 161.7% 4.84
ATR 2.31 2.39 0.08 3.6% 0.00
Volume 63,480 108,516 45,036 70.9% 294,911
Daily Pivots for day following 02-Jan-2024
Classic Woodie Camarilla DeMark
R4 82.02 79.80 72.53
R3 78.54 76.32 71.58
R2 75.06 75.06 71.26
R1 72.84 72.84 70.94 72.21
PP 71.58 71.58 71.58 71.27
S1 69.36 69.36 70.30 68.73
S2 68.10 68.10 69.98
S3 64.62 65.88 69.66
S4 61.14 62.40 68.71
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 87.73 84.62 74.50
R3 82.89 79.78 73.17
R2 78.05 78.05 72.73
R1 74.94 74.94 72.28 74.08
PP 73.21 73.21 73.21 72.77
S1 70.10 70.10 71.40 69.24
S2 68.37 68.37 70.95
S3 63.53 65.26 70.51
S4 58.69 60.42 69.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.31 70.32 5.99 8.5% 2.46 3.5% 5% False True 80,685
10 76.31 70.32 5.99 8.5% 2.35 3.3% 5% False True 82,440
20 76.31 68.28 8.03 11.4% 2.33 3.3% 29% False False 90,129
40 82.04 68.28 13.76 19.5% 2.43 3.4% 17% False False 80,478
60 85.71 68.28 17.43 24.7% 2.38 3.4% 13% False False 69,232
80 86.68 68.28 18.40 26.1% 2.22 3.1% 13% False False 63,311
100 86.68 68.28 18.40 26.1% 2.07 2.9% 13% False False 55,489
120 86.68 68.28 18.40 26.1% 1.99 2.8% 13% False False 49,045
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 88.59
2.618 82.91
1.618 79.43
1.000 77.28
0.618 75.95
HIGH 73.80
0.618 72.47
0.500 72.06
0.382 71.65
LOW 70.32
0.618 68.17
1.000 66.84
1.618 64.69
2.618 61.21
4.250 55.53
Fisher Pivots for day following 02-Jan-2024
Pivot 1 day 3 day
R1 72.06 72.47
PP 71.58 71.85
S1 71.10 71.24

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

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