NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 89.70 88.83 -0.87 -1.0% 88.83
High 90.96 89.89 -1.07 -1.2% 92.48
Low 88.45 86.83 -1.62 -1.8% 86.74
Close 88.80 87.17 -1.63 -1.8% 88.80
Range 2.51 3.06 0.55 21.9% 5.74
ATR 2.02 2.09 0.07 3.7% 0.00
Volume 156,927 161,571 4,644 3.0% 975,795
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 97.14 95.22 88.85
R3 94.08 92.16 88.01
R2 91.02 91.02 87.73
R1 89.10 89.10 87.45 88.53
PP 87.96 87.96 87.96 87.68
S1 86.04 86.04 86.89 85.47
S2 84.90 84.90 86.61
S3 81.84 82.98 86.33
S4 78.78 79.92 85.49
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 106.56 103.42 91.96
R3 100.82 97.68 90.38
R2 95.08 95.08 89.85
R1 91.94 91.94 89.33 90.64
PP 89.34 89.34 89.34 88.69
S1 86.20 86.20 88.27 84.90
S2 83.60 83.60 87.75
S3 77.86 80.46 87.22
S4 72.12 74.72 85.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.48 86.74 5.74 6.6% 2.80 3.2% 7% False False 195,169
10 92.48 86.74 5.74 6.6% 2.33 2.7% 7% False False 207,462
20 92.48 83.51 8.97 10.3% 2.03 2.3% 41% False False 179,934
40 92.48 77.03 15.45 17.7% 1.86 2.1% 66% False False 148,522
60 92.48 71.74 20.74 23.8% 1.82 2.1% 74% False False 130,928
80 92.48 66.36 26.12 30.0% 1.91 2.2% 80% False False 120,080
100 92.48 66.36 26.12 30.0% 1.96 2.3% 80% False False 108,714
120 92.48 63.00 29.48 33.8% 2.01 2.3% 82% False False 101,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.90
2.618 97.90
1.618 94.84
1.000 92.95
0.618 91.78
HIGH 89.89
0.618 88.72
0.500 88.36
0.382 88.00
LOW 86.83
0.618 84.94
1.000 83.77
1.618 81.88
2.618 78.82
4.250 73.83
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 88.36 89.66
PP 87.96 88.83
S1 87.57 88.00

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

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