NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 71.87 71.36 -0.51 -0.7% 72.47
High 73.03 73.36 0.33 0.5% 73.88
Low 71.05 71.19 0.14 0.2% 70.19
Close 71.35 71.98 0.63 0.9% 73.41
Range 1.98 2.17 0.19 9.6% 3.69
ATR 2.19 2.19 0.00 -0.1% 0.00
Volume 19,396 14,595 -4,801 -24.8% 75,778
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 78.69 77.50 73.17
R3 76.52 75.33 72.58
R2 74.35 74.35 72.38
R1 73.16 73.16 72.18 73.76
PP 72.18 72.18 72.18 72.47
S1 70.99 70.99 71.78 71.59
S2 70.01 70.01 71.58
S3 67.84 68.82 71.38
S4 65.67 66.65 70.79
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 83.56 82.18 75.44
R3 79.87 78.49 74.42
R2 76.18 76.18 74.09
R1 74.80 74.80 73.75 75.49
PP 72.49 72.49 72.49 72.84
S1 71.11 71.11 73.07 71.80
S2 68.80 68.80 72.73
S3 65.11 67.42 72.40
S4 61.42 63.73 71.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.81 70.16 3.65 5.1% 2.21 3.1% 50% False False 16,866
10 74.69 70.16 4.53 6.3% 2.35 3.3% 40% False False 15,356
20 75.95 69.25 6.70 9.3% 2.16 3.0% 41% False False 13,718
40 78.36 69.25 9.11 12.7% 2.14 3.0% 30% False False 12,713
60 82.36 69.25 13.11 18.2% 2.05 2.8% 21% False False 10,598
80 82.99 69.25 13.74 19.1% 1.90 2.6% 20% False False 9,337
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 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.58
2.618 79.04
1.618 76.87
1.000 75.53
0.618 74.70
HIGH 73.36
0.618 72.53
0.500 72.28
0.382 72.02
LOW 71.19
0.618 69.85
1.000 69.02
1.618 67.68
2.618 65.51
4.250 61.97
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 72.28 72.01
PP 72.18 72.00
S1 72.08 71.99

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

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