NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 05-Jan-2024
Day Change Summary
Previous Current
04-Jan-2024 05-Jan-2024 Change Change % Previous Week
Open 73.27 72.35 -0.92 -1.3% 72.22
High 74.09 74.06 -0.03 0.0% 74.09
Low 71.40 72.27 0.87 1.2% 70.11
Close 72.43 73.66 1.23 1.7% 73.66
Range 2.69 1.79 -0.90 -33.5% 3.98
ATR 2.30 2.26 -0.04 -1.6% 0.00
Volume 64,605 66,547 1,942 3.0% 258,234
Daily Pivots for day following 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 78.70 77.97 74.64
R3 76.91 76.18 74.15
R2 75.12 75.12 73.99
R1 74.39 74.39 73.82 74.76
PP 73.33 73.33 73.33 73.51
S1 72.60 72.60 73.50 72.97
S2 71.54 71.54 73.33
S3 69.75 70.81 73.17
S4 67.96 69.02 72.68
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 84.56 83.09 75.85
R3 80.58 79.11 74.75
R2 76.60 76.60 74.39
R1 75.13 75.13 74.02 75.87
PP 72.62 72.62 72.62 72.99
S1 71.15 71.15 73.30 71.89
S2 68.64 68.64 72.93
S3 64.66 67.17 72.57
S4 60.68 63.19 71.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.09 70.11 3.98 5.4% 2.44 3.3% 89% False False 56,854
10 76.21 70.11 6.10 8.3% 2.25 3.1% 58% False False 47,114
20 76.21 69.06 7.15 9.7% 2.18 3.0% 64% False False 45,318
40 78.80 69.06 9.74 13.2% 2.24 3.0% 47% False False 49,899
60 83.14 69.06 14.08 19.1% 2.20 3.0% 33% False False 48,208
80 84.13 69.06 15.07 20.5% 2.05 2.8% 31% False False 48,406
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.67
2.618 78.75
1.618 76.96
1.000 75.85
0.618 75.17
HIGH 74.06
0.618 73.38
0.500 73.17
0.382 72.95
LOW 72.27
0.618 71.16
1.000 70.48
1.618 69.37
2.618 67.58
4.250 64.66
Fisher Pivots for day following 05-Jan-2024
Pivot 1 day 3 day
R1 73.50 73.14
PP 73.33 72.62
S1 73.17 72.10

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

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