NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 89.42 84.45 -4.97 -5.6% 90.55
High 89.59 84.92 -4.67 -5.2% 95.03
Low 84.16 82.15 -2.01 -2.4% 88.19
Close 84.22 82.31 -1.91 -2.3% 90.79
Range 5.43 2.77 -2.66 -49.0% 6.84
ATR 2.55 2.57 0.02 0.6% 0.00
Volume 459,995 465,997 6,002 1.3% 1,913,506
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.44 89.64 83.83
R3 88.67 86.87 83.07
R2 85.90 85.90 82.82
R1 84.10 84.10 82.56 83.62
PP 83.13 83.13 83.13 82.88
S1 81.33 81.33 82.06 80.85
S2 80.36 80.36 81.80
S3 77.59 78.56 81.55
S4 74.82 75.79 80.79
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 93.10 82.15 10.95 13.3% 3.38 4.1% 1% False True 393,385
10 95.03 82.15 12.88 15.6% 3.07 3.7% 1% False True 392,673
20 95.03 82.15 12.88 15.6% 2.47 3.0% 1% False True 352,001
40 95.03 77.32 17.71 21.5% 2.14 2.6% 28% False False 232,734
60 95.03 73.39 21.64 26.3% 2.05 2.5% 41% False False 178,341
80 95.03 67.20 27.83 33.8% 2.04 2.5% 54% False False 143,492
100 95.03 66.67 28.36 34.5% 2.08 2.5% 55% False False 119,201
120 95.03 63.50 31.53 38.3% 2.12 2.6% 60% False False 101,767
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.69
2.618 92.17
1.618 89.40
1.000 87.69
0.618 86.63
HIGH 84.92
0.618 83.86
0.500 83.54
0.382 83.21
LOW 82.15
0.618 80.44
1.000 79.38
1.618 77.67
2.618 74.90
4.250 70.38
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 83.54 86.21
PP 83.13 84.91
S1 82.72 83.61

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

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