NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 23-Jan-2024
Day Change Summary
Previous Current
22-Jan-2024 23-Jan-2024 Change Change % Previous Week
Open 73.60 74.68 1.08 1.5% 72.73
High 75.46 75.25 -0.21 -0.3% 74.63
Low 72.56 73.41 0.85 1.2% 70.62
Close 74.76 74.37 -0.39 -0.5% 73.25
Range 2.90 1.84 -1.06 -36.6% 4.01
ATR 2.48 2.44 -0.05 -1.9% 0.00
Volume 372,284 306,060 -66,224 -17.8% 1,417,730
Daily Pivots for day following 23-Jan-2024
Classic Woodie Camarilla DeMark
R4 79.86 78.96 75.38
R3 78.02 77.12 74.88
R2 76.18 76.18 74.71
R1 75.28 75.28 74.54 74.81
PP 74.34 74.34 74.34 74.11
S1 73.44 73.44 74.20 72.97
S2 72.50 72.50 74.03
S3 70.66 71.60 73.86
S4 68.82 69.76 73.36
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 84.86 83.07 75.46
R3 80.85 79.06 74.35
R2 76.84 76.84 73.99
R1 75.05 75.05 73.62 75.95
PP 72.83 72.83 72.83 73.28
S1 71.04 71.04 72.88 71.94
S2 68.82 68.82 72.51
S3 64.81 67.03 72.15
S4 60.80 63.02 71.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.46 70.62 4.84 6.5% 2.14 2.9% 77% False False 356,626
10 75.46 70.62 4.84 6.5% 2.32 3.1% 77% False False 298,303
20 76.31 69.56 6.75 9.1% 2.47 3.3% 71% False False 204,756
40 79.57 68.28 11.29 15.2% 2.43 3.3% 54% False False 150,074
60 83.30 68.28 15.02 20.2% 2.46 3.3% 41% False False 118,438
80 86.47 68.28 18.19 24.5% 2.41 3.2% 33% False False 100,659
100 86.68 68.28 18.40 24.7% 2.22 3.0% 33% False False 88,872
120 86.68 68.28 18.40 24.7% 2.12 2.8% 33% False False 77,310
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.07
2.618 80.07
1.618 78.23
1.000 77.09
0.618 76.39
HIGH 75.25
0.618 74.55
0.500 74.33
0.382 74.11
LOW 73.41
0.618 72.27
1.000 71.57
1.618 70.43
2.618 68.59
4.250 65.59
Fisher Pivots for day following 23-Jan-2024
Pivot 1 day 3 day
R1 74.36 74.25
PP 74.34 74.13
S1 74.33 74.01

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

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