NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 88.24 90.28 2.04 2.3% 87.72
High 90.68 90.78 0.10 0.1% 90.78
Low 86.60 88.33 1.73 2.0% 85.60
Close 89.37 88.75 -0.62 -0.7% 88.75
Range 4.08 2.45 -1.63 -40.0% 5.18
ATR 2.85 2.82 -0.03 -1.0% 0.00
Volume 72,058 20,066 -51,992 -72.2% 617,825
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 96.64 95.14 90.10
R3 94.19 92.69 89.42
R2 91.74 91.74 89.20
R1 90.24 90.24 88.97 89.77
PP 89.29 89.29 89.29 89.05
S1 87.79 87.79 88.53 87.32
S2 86.84 86.84 88.30
S3 84.39 85.34 88.08
S4 81.94 82.89 87.40
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 103.92 101.51 91.60
R3 98.74 96.33 90.17
R2 93.56 93.56 89.70
R1 91.15 91.15 89.22 92.36
PP 88.38 88.38 88.38 88.98
S1 85.97 85.97 88.28 87.18
S2 83.20 83.20 87.80
S3 78.02 80.79 87.33
S4 72.84 75.61 85.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.78 85.60 5.18 5.8% 2.67 3.0% 61% True False 123,565
10 90.78 82.31 8.47 9.5% 2.83 3.2% 76% True False 254,626
20 95.03 81.50 13.53 15.2% 2.94 3.3% 54% False False 326,602
40 95.03 77.82 17.21 19.4% 2.42 2.7% 64% False False 279,322
60 95.03 77.32 17.71 20.0% 2.23 2.5% 65% False False 217,549
80 95.03 69.10 25.93 29.2% 2.11 2.4% 76% False False 176,060
100 95.03 66.67 28.36 32.0% 2.15 2.4% 78% False False 147,398
120 95.03 63.50 31.53 35.5% 2.19 2.5% 80% False False 125,711
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 0.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.19
2.618 97.19
1.618 94.74
1.000 93.23
0.618 92.29
HIGH 90.78
0.618 89.84
0.500 89.56
0.382 89.27
LOW 88.33
0.618 86.82
1.000 85.88
1.618 84.37
2.618 81.92
4.250 77.92
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 89.56 88.73
PP 89.29 88.71
S1 89.02 88.69

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

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