NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	76.13	77.17	1.04	1.4%	75.15
High	77.53	78.80	1.27	1.6%	77.62
Low	75.55	74.66	-0.89	-1.2%	73.62
Close	77.45	75.47	-1.98	-2.6%	75.38
Range	1.98	4.14	2.16	109.1%	4.00
ATR	2.15	2.30	0.14	6.6%	0.00
Volume	47,989	115,021	67,032	139.7%	160,246

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.73	86.24	77.75
R3	84.59	82.10	76.61
R2	80.45	80.45	76.23
R1	77.96	77.96	75.85	77.14
PP	76.31	76.31	76.31	75.90
S1	73.82	73.82	75.09	73.00
S2	72.17	72.17	74.71
S3	68.03	69.68	74.33
S4	63.89	65.54	73.19

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.54	85.46	77.58
R3	83.54	81.46	76.48
R2	79.54	79.54	76.11
R1	77.46	77.46	75.75	78.50
PP	75.54	75.54	75.54	76.06
S1	73.46	73.46	75.01	74.50
S2	71.54	71.54	74.65
S3	67.54	69.46	74.28
S4	63.54	65.46	73.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.80	74.16	4.64	6.1%	2.34	3.1%	28%	True	False	55,402
10	78.80	72.42	6.38	8.5%	2.55	3.4%	48%	True	False	52,549
20	80.46	72.42	8.04	10.7%	2.30	3.0%	38%	False	False	51,249
40	83.14	72.42	10.72	14.2%	2.15	2.8%	28%	False	False	47,819
60	84.13	72.42	11.71	15.5%	1.93	2.6%	26%	False	False	47,714

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	0.46
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	96.40
2.618	89.64
1.618	85.50
1.000	82.94
0.618	81.36
HIGH	78.80
0.618	77.22
0.500	76.73
0.382	76.24
LOW	74.66
0.618	72.10
1.000	70.52
1.618	67.96
2.618	63.82
4.250	57.07

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	76.73	76.73
PP	76.31	76.31
S1	75.89	75.89

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols