NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	77.17	75.19	-1.98	-2.6%	75.29
High	78.80	76.26	-2.54	-3.2%	78.80
Low	74.66	73.93	-0.73	-1.0%	73.93
Close	75.47	74.04	-1.43	-1.9%	74.04
Range	4.14	2.33	-1.81	-43.7%	4.87
ATR	2.30	2.30	0.00	0.1%	0.00
Volume	115,021	59,116	-55,905	-48.6%	308,267

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.73	80.22	75.32
R3	79.40	77.89	74.68
R2	77.07	77.07	74.47
R1	75.56	75.56	74.25	75.15
PP	74.74	74.74	74.74	74.54
S1	73.23	73.23	73.83	72.82
S2	72.41	72.41	73.61
S3	70.08	70.90	73.40
S4	67.75	68.57	72.76

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.20	86.99	76.72
R3	85.33	82.12	75.38
R2	80.46	80.46	74.93
R1	77.25	77.25	74.49	76.42
PP	75.59	75.59	75.59	75.18
S1	72.38	72.38	73.59	71.55
S2	70.72	70.72	73.15
S3	65.85	67.51	72.70
S4	60.98	62.64	71.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.80	73.93	4.87	6.6%	2.46	3.3%	2%	False	True	61,653
10	78.80	72.84	5.96	8.0%	2.40	3.2%	20%	False	False	51,319
20	80.46	72.42	8.04	10.9%	2.32	3.1%	20%	False	False	51,449
40	83.14	72.42	10.72	14.5%	2.15	2.9%	15%	False	False	47,853
60	84.13	72.42	11.71	15.8%	1.95	2.6%	14%	False	False	48,151

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.16
2.618	82.36
1.618	80.03
1.000	78.59
0.618	77.70
HIGH	76.26
0.618	75.37
0.500	75.10
0.382	74.82
LOW	73.93
0.618	72.49
1.000	71.60
1.618	70.16
2.618	67.83
4.250	64.03

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	75.10	76.37
PP	74.74	75.59
S1	74.39	74.82

Download as Excel Spreadsheet

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

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