NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 05-Feb-2024
Day Change Summary
Previous Current
02-Feb-2024 05-Feb-2024 Change Change % Previous Week
Open 73.91 72.75 -1.16 -1.6% 78.90
High 74.52 73.28 -1.24 -1.7% 79.29
Low 71.79 71.41 -0.38 -0.5% 71.79
Close 72.28 72.78 0.50 0.7% 72.28
Range 2.73 1.87 -0.86 -31.5% 7.50
ATR 2.50 2.46 -0.05 -1.8% 0.00
Volume 467,768 350,843 -116,925 -25.0% 2,069,364
Daily Pivots for day following 05-Feb-2024
Classic Woodie Camarilla DeMark
R4 78.10 77.31 73.81
R3 76.23 75.44 73.29
R2 74.36 74.36 73.12
R1 73.57 73.57 72.95 73.97
PP 72.49 72.49 72.49 72.69
S1 71.70 71.70 72.61 72.10
S2 70.62 70.62 72.44
S3 68.75 69.83 72.27
S4 66.88 67.96 71.75
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 96.95 92.12 76.41
R3 89.45 84.62 74.34
R2 81.95 81.95 73.66
R1 77.12 77.12 72.97 75.79
PP 74.45 74.45 74.45 73.79
S1 69.62 69.62 71.59 68.29
S2 66.95 66.95 70.91
S3 59.45 62.12 70.22
S4 51.95 54.62 68.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.14 71.41 6.73 9.2% 2.55 3.5% 20% False True 417,656
10 79.29 71.41 7.88 10.8% 2.39 3.3% 17% False True 373,562
20 79.29 70.25 9.04 12.4% 2.45 3.4% 28% False False 330,293
40 79.29 68.28 11.01 15.1% 2.41 3.3% 41% False False 212,693
60 79.57 68.28 11.29 15.5% 2.45 3.4% 40% False False 168,460
80 85.71 68.28 17.43 23.9% 2.44 3.4% 26% False False 138,245
100 86.68 68.28 18.40 25.3% 2.31 3.2% 24% False False 119,979
120 86.68 68.28 18.40 25.3% 2.18 3.0% 24% False False 104,529
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 0.63
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 81.23
2.618 78.18
1.618 76.31
1.000 75.15
0.618 74.44
HIGH 73.28
0.618 72.57
0.500 72.35
0.382 72.12
LOW 71.41
0.618 70.25
1.000 69.54
1.618 68.38
2.618 66.51
4.250 63.46
Fisher Pivots for day following 05-Feb-2024
Pivot 1 day 3 day
R1 72.64 74.18
PP 72.49 73.71
S1 72.35 73.25

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

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