NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 85.96 83.20 -2.76 -3.2% 90.82
High 86.51 85.20 -1.31 -1.5% 91.88
Low 83.11 82.31 -0.80 -1.0% 81.50
Close 83.49 82.91 -0.58 -0.7% 82.79
Range 3.40 2.89 -0.51 -15.0% 10.38
ATR 2.64 2.65 0.02 0.7% 0.00
Volume 425,395 373,492 -51,903 -12.2% 2,072,283
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 92.14 90.42 84.50
R3 89.25 87.53 83.70
R2 86.36 86.36 83.44
R1 84.64 84.64 83.17 84.06
PP 83.47 83.47 83.47 83.18
S1 81.75 81.75 82.65 81.17
S2 80.58 80.58 82.38
S3 77.69 78.86 82.12
S4 74.80 75.97 81.32
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 87.24 81.50 5.74 6.9% 2.45 3.0% 25% False False 406,543
10 93.10 81.50 11.60 14.0% 2.91 3.5% 12% False False 399,964
20 95.03 81.50 13.53 16.3% 2.66 3.2% 10% False False 402,094
40 95.03 77.32 17.71 21.4% 2.22 2.7% 32% False False 272,559
60 95.03 74.18 20.85 25.1% 2.10 2.5% 42% False False 208,137
80 95.03 67.49 27.54 33.2% 2.05 2.5% 56% False False 167,180
100 95.03 66.67 28.36 34.2% 2.10 2.5% 57% False False 138,908
120 95.03 63.50 31.53 38.0% 2.15 2.6% 62% False False 118,211
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 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.48
2.618 92.77
1.618 89.88
1.000 88.09
0.618 86.99
HIGH 85.20
0.618 84.10
0.500 83.76
0.382 83.41
LOW 82.31
0.618 80.52
1.000 79.42
1.618 77.63
2.618 74.74
4.250 70.03
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 83.76 84.53
PP 83.47 83.99
S1 83.19 83.45

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

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