NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 91.76 90.82 -0.94 -1.0% 90.55
High 93.10 91.88 -1.22 -1.3% 95.03
Low 90.35 88.46 -1.89 -2.1% 88.19
Close 90.79 88.82 -1.97 -2.2% 90.79
Range 2.75 3.42 0.67 24.4% 6.84
ATR 2.23 2.32 0.08 3.8% 0.00
Volume 355,782 334,493 -21,289 -6.0% 1,913,506
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 99.98 97.82 90.70
R3 96.56 94.40 89.76
R2 93.14 93.14 89.45
R1 90.98 90.98 89.13 90.35
PP 89.72 89.72 89.72 89.41
S1 87.56 87.56 88.51 86.93
S2 86.30 86.30 88.19
S3 82.88 84.14 87.88
S4 79.46 80.72 86.94
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 111.86 108.16 94.55
R3 105.02 101.32 92.67
R2 98.18 98.18 92.04
R1 94.48 94.48 91.42 96.33
PP 91.34 91.34 91.34 92.26
S1 87.64 87.64 90.16 89.49
S2 84.50 84.50 89.54
S3 77.66 80.80 88.91
S4 70.82 73.96 87.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.03 88.19 6.84 7.7% 3.23 3.6% 9% False False 383,926
10 95.03 88.19 6.84 7.7% 2.68 3.0% 9% False False 399,649
20 95.03 84.29 10.74 12.1% 2.25 2.5% 42% False False 308,192
40 95.03 77.32 17.71 19.9% 2.02 2.3% 65% False False 209,309
60 95.03 72.09 22.94 25.8% 1.94 2.2% 73% False False 159,084
80 95.03 66.67 28.36 31.9% 2.01 2.3% 78% False False 128,913
100 95.03 66.67 28.36 31.9% 2.03 2.3% 78% False False 106,819
120 95.03 63.50 31.53 35.5% 2.06 2.3% 80% False False 91,388
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 False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.42
2.618 100.83
1.618 97.41
1.000 95.30
0.618 93.99
HIGH 91.88
0.618 90.57
0.500 90.17
0.382 89.77
LOW 88.46
0.618 86.35
1.000 85.04
1.618 82.93
2.618 79.51
4.250 73.93
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 90.17 91.75
PP 89.72 90.77
S1 89.27 89.80

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

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