NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	73.86	72.61	-1.25	-1.7%	75.29
High	74.65	73.12	-1.53	-2.0%	78.80
Low	72.55	70.11	-2.44	-3.4%	73.93
Close	72.84	70.34	-2.50	-3.4%	74.04
Range	2.10	3.01	0.91	43.3%	4.87
ATR	2.26	2.31	0.05	2.4%	0.00
Volume	61,014	68,513	7,499	12.3%	308,267

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.22	78.29	72.00
R3	77.21	75.28	71.17
R2	74.20	74.20	70.89
R1	72.27	72.27	70.62	71.73
PP	71.19	71.19	71.19	70.92
S1	69.26	69.26	70.06	68.72
S2	68.18	68.18	69.79
S3	65.17	66.25	69.51
S4	62.16	63.24	68.68

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	70.11	8.69	12.4%	2.70	3.8%	3%	False	True	75,445
10	78.80	70.11	8.69	12.4%	2.48	3.5%	3%	False	True	59,410
20	78.80	70.11	8.69	12.4%	2.30	3.3%	3%	False	True	54,479
40	83.14	70.11	13.03	18.5%	2.22	3.2%	2%	False	True	49,653
60	84.13	70.11	14.02	19.9%	2.01	2.9%	2%	False	True	49,436

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.68
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.91
2.618	81.00
1.618	77.99
1.000	76.13
0.618	74.98
HIGH	73.12
0.618	71.97
0.500	71.62
0.382	71.26
LOW	70.11
0.618	68.25
1.000	67.10
1.618	65.24
2.618	62.23
4.250	57.32

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	71.62	72.58
PP	71.19	71.83
S1	70.77	71.09

Download as Excel Spreadsheet

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

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