NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 12-Dec-2023

Day Change Summary
	Previous	Current
	11-Dec-2023	12-Dec-2023	Change	Change %	Previous Week
Open	71.60	72.16	0.56	0.8%	74.36
High	72.41	72.75	0.34	0.5%	75.04
Low	71.10	69.43	-1.67	-2.3%	69.83
Close	72.09	69.66	-2.43	-3.4%	71.75
Range	1.31	3.32	2.01	153.4%	5.21
ATR	2.16	2.24	0.08	3.8%	0.00
Volume	32,121	65,096	32,975	102.7%	277,498

Daily Pivots for day following 12-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.57	78.44	71.49
R3	77.25	75.12	70.57
R2	73.93	73.93	70.27
R1	71.80	71.80	69.96	71.21
PP	70.61	70.61	70.61	70.32
S1	68.48	68.48	69.36	67.89
S2	67.29	67.29	69.05
S3	63.97	65.16	68.75
S4	60.65	61.84	67.83

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.84	85.00	74.62
R3	82.63	79.79	73.18
R2	77.42	77.42	72.71
R1	74.58	74.58	72.23	73.40
PP	72.21	72.21	72.21	71.61
S1	69.37	69.37	71.27	68.19
S2	67.00	67.00	70.79
S3	61.79	64.16	70.32
S4	56.58	58.95	68.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.12	69.43	3.69	5.3%	2.17	3.1%	6%	False	True	48,027
10	78.80	69.43	9.37	13.5%	2.33	3.3%	2%	False	True	59,684
20	78.80	69.43	9.37	13.5%	2.29	3.3%	2%	False	True	52,838
40	83.14	69.43	13.71	19.7%	2.21	3.2%	2%	False	True	49,311
60	83.95	69.43	14.52	20.8%	2.06	3.0%	2%	False	True	49,135
80	84.13	69.43	14.70	21.1%	1.87	2.7%	2%	False	True	46,976

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	0.72
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	86.86
2.618	81.44
1.618	78.12
1.000	76.07
0.618	74.80
HIGH	72.75
0.618	71.48
0.500	71.09
0.382	70.70
LOW	69.43
0.618	67.38
1.000	66.11
1.618	64.06
2.618	60.74
4.250	55.32

Fisher Pivots for day following 12-Dec-2023
Pivot	1 day	3 day
R1	71.09	71.09
PP	70.61	70.61
S1	70.14	70.14

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