NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 88.67 89.42 0.75 0.8% 90.55
High 90.27 89.59 -0.68 -0.8% 95.03
Low 87.76 84.16 -3.60 -4.1% 88.19
Close 89.23 84.22 -5.01 -5.6% 90.79
Range 2.51 5.43 2.92 116.3% 6.84
ATR 2.33 2.55 0.22 9.5% 0.00
Volume 350,659 459,995 109,336 31.2% 1,913,506
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 102.28 98.68 87.21
R3 96.85 93.25 85.71
R2 91.42 91.42 85.22
R1 87.82 87.82 84.72 86.91
PP 85.99 85.99 85.99 85.53
S1 82.39 82.39 83.72 81.48
S2 80.56 80.56 83.22
S3 75.13 76.96 82.73
S4 69.70 71.53 81.23
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 84.16 10.87 12.9% 3.55 4.2% 1% False True 381,527
10 95.03 84.16 10.87 12.9% 3.05 3.6% 1% False True 381,177
20 95.03 84.16 10.87 12.9% 2.40 2.8% 1% False True 334,255
40 95.03 77.32 17.71 21.0% 2.11 2.5% 39% False False 225,201
60 95.03 73.39 21.64 25.7% 2.02 2.4% 50% False False 171,322
80 95.03 66.67 28.36 33.7% 2.04 2.4% 62% False False 138,136
100 95.03 66.67 28.36 33.7% 2.07 2.5% 62% False False 114,663
120 95.03 63.50 31.53 37.4% 2.10 2.5% 66% False False 97,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 140 trading days
Fibonacci Retracements and Extensions
4.250 112.67
2.618 103.81
1.618 98.38
1.000 95.02
0.618 92.95
HIGH 89.59
0.618 87.52
0.500 86.88
0.382 86.23
LOW 84.16
0.618 80.80
1.000 78.73
1.618 75.37
2.618 69.94
4.250 61.08
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 86.88 88.02
PP 85.99 86.75
S1 85.11 85.49

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

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