NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 90.82 88.67 -2.15 -2.4% 90.55
High 91.88 90.27 -1.61 -1.8% 95.03
Low 88.46 87.76 -0.70 -0.8% 88.19
Close 88.82 89.23 0.41 0.5% 90.79
Range 3.42 2.51 -0.91 -26.6% 6.84
ATR 2.32 2.33 0.01 0.6% 0.00
Volume 334,493 350,659 16,166 4.8% 1,913,506
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 96.62 95.43 90.61
R3 94.11 92.92 89.92
R2 91.60 91.60 89.69
R1 90.41 90.41 89.46 91.01
PP 89.09 89.09 89.09 89.38
S1 87.90 87.90 89.00 88.50
S2 86.58 86.58 88.77
S3 84.07 85.39 88.54
S4 81.56 82.88 87.85
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 87.76 7.27 8.1% 3.22 3.6% 20% False True 390,454
10 95.03 87.76 7.27 8.1% 2.72 3.0% 20% False True 380,963
20 95.03 85.31 9.72 10.9% 2.22 2.5% 40% False False 318,022
40 95.03 77.32 17.71 19.8% 2.04 2.3% 67% False False 216,479
60 95.03 72.42 22.61 25.3% 1.96 2.2% 74% False False 164,255
80 95.03 66.67 28.36 31.8% 1.99 2.2% 80% False False 132,779
100 95.03 66.67 28.36 31.8% 2.04 2.3% 80% False False 110,211
120 95.03 63.50 31.53 35.3% 2.06 2.3% 82% False False 94,195
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.75
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.94
2.618 96.84
1.618 94.33
1.000 92.78
0.618 91.82
HIGH 90.27
0.618 89.31
0.500 89.02
0.382 88.72
LOW 87.76
0.618 86.21
1.000 85.25
1.618 83.70
2.618 81.19
4.250 77.09
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 89.16 90.43
PP 89.09 90.03
S1 89.02 89.63

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

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