NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 10-Jan-2024

Day Change Summary
	Previous	Current
	09-Jan-2024	10-Jan-2024	Change	Change %	Previous Week
Open	71.20	72.07	0.87	1.2%	72.22
High	72.81	73.25	0.44	0.6%	74.09
Low	70.77	71.19	0.42	0.6%	70.11
Close	72.18	71.49	-0.69	-1.0%	73.66
Range	2.04	2.06	0.02	1.0%	3.98
ATR	2.32	2.30	-0.02	-0.8%	0.00
Volume	45,376	69,034	23,658	52.1%	258,234

Daily Pivots for day following 10-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	78.16	76.88	72.62
R3	76.10	74.82	72.06
R2	74.04	74.04	71.87
R1	72.76	72.76	71.68	72.37
PP	71.98	71.98	71.98	71.78
S1	70.70	70.70	71.30	70.31
S2	69.92	69.92	71.11
S3	67.86	68.64	70.92
S4	65.80	66.58	70.36

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	70.31	3.78	5.3%	2.40	3.4%	31%	False	False	61,263
10	75.78	70.11	5.67	7.9%	2.39	3.3%	24%	False	False	52,849
20	76.21	69.06	7.15	10.0%	2.33	3.3%	34%	False	False	48,750
40	78.80	69.06	9.74	13.6%	2.28	3.2%	25%	False	False	50,123
60	83.14	69.06	14.08	19.7%	2.21	3.1%	17%	False	False	48,554
80	83.95	69.06	14.89	20.8%	2.10	2.9%	16%	False	False	48,855

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.64
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.01
2.618	78.64
1.618	76.58
1.000	75.31
0.618	74.52
HIGH	73.25
0.618	72.46
0.500	72.22
0.382	71.98
LOW	71.19
0.618	69.92
1.000	69.13
1.618	67.86
2.618	65.80
4.250	62.44

Fisher Pivots for day following 10-Jan-2024
Pivot	1 day	3 day
R1	72.22	72.02
PP	71.98	71.84
S1	71.73	71.67

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