NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 83.51 87.72 4.21 5.0% 85.25
High 87.83 88.33 0.50 0.6% 87.83
Low 83.35 86.32 2.97 3.6% 82.31
Close 87.69 86.66 -1.03 -1.2% 87.69
Range 4.48 2.01 -2.47 -55.1% 5.52
ATR 2.82 2.76 -0.06 -2.0% 0.00
Volume 356,863 235,780 -121,083 -33.9% 1,928,441
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 93.13 91.91 87.77
R3 91.12 89.90 87.21
R2 89.11 89.11 87.03
R1 87.89 87.89 86.84 87.50
PP 87.10 87.10 87.10 86.91
S1 85.88 85.88 86.48 85.49
S2 85.09 85.09 86.29
S3 83.08 83.87 86.11
S4 81.07 81.86 85.55
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 102.50 100.62 90.73
R3 96.98 95.10 89.21
R2 91.46 91.46 88.70
R1 89.58 89.58 88.20 90.52
PP 85.94 85.94 85.94 86.42
S1 84.06 84.06 87.18 85.00
S2 80.42 80.42 86.68
S3 74.90 78.54 86.17
S4 69.38 73.02 84.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.33 82.31 6.02 6.9% 2.88 3.3% 72% True False 345,836
10 90.27 81.50 8.77 10.1% 2.95 3.4% 59% False False 390,201
20 95.03 81.50 13.53 15.6% 2.81 3.2% 38% False False 394,925
40 95.03 77.32 17.71 20.4% 2.29 2.6% 53% False False 281,637
60 95.03 75.84 19.19 22.1% 2.16 2.5% 56% False False 215,958
80 95.03 67.49 27.54 31.8% 2.07 2.4% 70% False False 173,646
100 95.03 66.67 28.36 32.7% 2.13 2.5% 70% False False 144,480
120 95.03 63.50 31.53 36.4% 2.17 2.5% 73% False False 122,956
Crabel Price Patterns
NR True
NR4 True
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 0.54
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.87
2.618 93.59
1.618 91.58
1.000 90.34
0.618 89.57
HIGH 88.33
0.618 87.56
0.500 87.33
0.382 87.09
LOW 86.32
0.618 85.08
1.000 84.31
1.618 83.07
2.618 81.06
4.250 77.78
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 87.33 86.21
PP 87.10 85.77
S1 86.88 85.32

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

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