NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 03-Jan-2024
Day Change Summary
Previous Current
02-Jan-2024 03-Jan-2024 Change Change % Previous Week
Open 72.08 70.94 -1.14 -1.6% 73.93
High 73.92 73.47 -0.45 -0.6% 76.37
Low 70.54 69.79 -0.75 -1.1% 71.65
Close 70.82 73.03 2.21 3.1% 72.01
Range 3.38 3.68 0.30 8.9% 4.72
ATR 2.30 2.40 0.10 4.3% 0.00
Volume 51,785 75,317 23,532 45.4% 125,415
Daily Pivots for day following 03-Jan-2024
Classic Woodie Camarilla DeMark
R4 83.14 81.76 75.05
R3 79.46 78.08 74.04
R2 75.78 75.78 73.70
R1 74.40 74.40 73.37 75.09
PP 72.10 72.10 72.10 72.44
S1 70.72 70.72 72.69 71.41
S2 68.42 68.42 72.36
S3 64.74 67.04 72.02
S4 61.06 63.36 71.01
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 87.50 84.48 74.61
R3 82.78 79.76 73.31
R2 78.06 78.06 72.88
R1 75.04 75.04 72.44 74.19
PP 73.34 73.34 73.34 72.92
S1 70.32 70.32 71.58 69.47
S2 68.62 68.62 71.14
S3 63.90 65.60 70.71
S4 59.18 60.88 69.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.90 69.79 6.11 8.4% 2.54 3.5% 53% False True 46,031
10 76.37 69.79 6.58 9.0% 2.30 3.1% 49% False True 41,313
20 76.37 68.57 7.80 10.7% 2.33 3.2% 57% False False 39,227
40 80.64 68.57 12.07 16.5% 2.34 3.2% 37% False False 33,141
60 84.68 68.57 16.11 22.1% 2.29 3.1% 28% False False 27,159
80 85.75 68.57 17.18 23.5% 2.11 2.9% 26% False False 24,151
100 85.75 68.57 17.18 23.5% 1.96 2.7% 26% False False 20,522
120 85.75 68.57 17.18 23.5% 1.84 2.5% 26% False False 17,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 89.11
2.618 83.10
1.618 79.42
1.000 77.15
0.618 75.74
HIGH 73.47
0.618 72.06
0.500 71.63
0.382 71.20
LOW 69.79
0.618 67.52
1.000 66.11
1.618 63.84
2.618 60.16
4.250 54.15
Fisher Pivots for day following 03-Jan-2024
Pivot 1 day 3 day
R1 72.56 72.64
PP 72.10 72.25
S1 71.63 71.86

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

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