NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 18-Jan-2024
Day Change Summary
Previous Current
17-Jan-2024 18-Jan-2024 Change Change % Previous Week
Open 72.11 72.73 0.62 0.9% 73.60
High 72.86 74.19 1.33 1.8% 75.28
Low 70.62 72.10 1.48 2.1% 70.25
Close 72.48 73.95 1.47 2.0% 72.79
Range 2.24 2.09 -0.15 -6.7% 5.03
ATR 2.55 2.52 -0.03 -1.3% 0.00
Volume 348,484 396,277 47,793 13.7% 1,080,231
Daily Pivots for day following 18-Jan-2024
Classic Woodie Camarilla DeMark
R4 79.68 78.91 75.10
R3 77.59 76.82 74.52
R2 75.50 75.50 74.33
R1 74.73 74.73 74.14 75.12
PP 73.41 73.41 73.41 73.61
S1 72.64 72.64 73.76 73.03
S2 71.32 71.32 73.57
S3 69.23 70.55 73.38
S4 67.14 68.46 72.80
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 87.86 85.36 75.56
R3 82.83 80.33 74.17
R2 77.80 77.80 73.71
R1 75.30 75.30 73.25 74.04
PP 72.77 72.77 72.77 72.14
S1 70.27 70.27 72.33 69.01
S2 67.74 67.74 71.87
S3 62.71 65.24 71.41
S4 57.68 60.21 70.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.28 70.62 4.66 6.3% 2.40 3.2% 71% False False 308,449
10 75.28 70.25 5.03 6.8% 2.54 3.4% 74% False False 244,747
20 76.31 69.56 6.75 9.1% 2.46 3.3% 65% False False 165,737
40 79.57 68.28 11.29 15.3% 2.47 3.3% 50% False False 128,956
60 84.68 68.28 16.40 22.2% 2.48 3.4% 35% False False 103,710
80 86.47 68.28 18.19 24.6% 2.39 3.2% 31% False False 89,529
100 86.68 68.28 18.40 24.9% 2.20 3.0% 31% False False 79,017
120 86.68 68.28 18.40 24.9% 2.10 2.8% 31% False False 69,033
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.60
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.07
2.618 79.66
1.618 77.57
1.000 76.28
0.618 75.48
HIGH 74.19
0.618 73.39
0.500 73.15
0.382 72.90
LOW 72.10
0.618 70.81
1.000 70.01
1.618 68.72
2.618 66.63
4.250 63.22
Fisher Pivots for day following 18-Jan-2024
Pivot 1 day 3 day
R1 73.68 73.44
PP 73.41 72.92
S1 73.15 72.41

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

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