NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 84.45 82.28 -2.17 -2.6% 90.82
High 84.92 83.28 -1.64 -1.9% 91.88
Low 82.15 81.50 -0.65 -0.8% 81.50
Close 82.31 82.79 0.48 0.6% 82.79
Range 2.77 1.78 -0.99 -35.7% 10.38
ATR 2.57 2.51 -0.06 -2.2% 0.00
Volume 465,997 461,139 -4,858 -1.0% 2,072,283
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 87.86 87.11 83.77
R3 86.08 85.33 83.28
R2 84.30 84.30 83.12
R1 83.55 83.55 82.95 83.93
PP 82.52 82.52 82.52 82.71
S1 81.77 81.77 82.63 82.15
S2 80.74 80.74 82.46
S3 78.96 79.99 82.30
S4 77.18 78.21 81.81
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 116.53 110.04 88.50
R3 106.15 99.66 85.64
R2 95.77 95.77 84.69
R1 89.28 89.28 83.74 87.34
PP 85.39 85.39 85.39 84.42
S1 78.90 78.90 81.84 76.96
S2 75.01 75.01 80.89
S3 64.63 68.52 79.94
S4 54.25 58.14 77.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.88 81.50 10.38 12.5% 3.18 3.8% 12% False True 414,456
10 95.03 81.50 13.53 16.3% 3.04 3.7% 10% False True 398,578
20 95.03 81.50 13.53 16.3% 2.47 3.0% 10% False True 368,777
40 95.03 77.32 17.71 21.4% 2.13 2.6% 31% False False 241,843
60 95.03 73.39 21.64 26.1% 2.05 2.5% 43% False False 185,034
80 95.03 67.49 27.54 33.3% 2.03 2.4% 56% False False 148,847
100 95.03 66.67 28.36 34.3% 2.08 2.5% 57% False False 123,726
120 95.03 63.50 31.53 38.1% 2.12 2.6% 61% False False 105,506
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.73
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 90.85
2.618 87.94
1.618 86.16
1.000 85.06
0.618 84.38
HIGH 83.28
0.618 82.60
0.500 82.39
0.382 82.18
LOW 81.50
0.618 80.40
1.000 79.72
1.618 78.62
2.618 76.84
4.250 73.94
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 82.66 85.55
PP 82.52 84.63
S1 82.39 83.71

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

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