NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 88.83 87.01 -1.82 -2.0% 88.83
High 89.89 88.25 -1.64 -1.8% 92.48
Low 86.83 86.17 -0.66 -0.8% 86.74
Close 87.17 87.44 0.27 0.3% 88.80
Range 3.06 2.08 -0.98 -32.0% 5.74
ATR 2.09 2.09 0.00 0.0% 0.00
Volume 161,571 204,059 42,488 26.3% 975,795
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 93.53 92.56 88.58
R3 91.45 90.48 88.01
R2 89.37 89.37 87.82
R1 88.40 88.40 87.63 88.89
PP 87.29 87.29 87.29 87.53
S1 86.32 86.32 87.25 86.81
S2 85.21 85.21 87.06
S3 83.13 84.24 86.87
S4 81.05 82.16 86.30
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 86.17 6.31 7.2% 2.75 3.1% 20% False True 208,532
10 92.48 86.17 6.31 7.2% 2.37 2.7% 20% False True 196,483
20 92.48 84.54 7.94 9.1% 1.99 2.3% 37% False False 181,398
40 92.48 77.03 15.45 17.7% 1.88 2.2% 67% False False 151,343
60 92.48 72.10 20.38 23.3% 1.83 2.1% 75% False False 132,876
80 92.48 66.36 26.12 29.9% 1.89 2.2% 81% False False 121,047
100 92.48 66.36 26.12 29.9% 1.96 2.2% 81% False False 110,019
120 92.48 63.00 29.48 33.7% 2.02 2.3% 83% False False 102,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.70
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.09
2.618 93.70
1.618 91.62
1.000 90.33
0.618 89.54
HIGH 88.25
0.618 87.46
0.500 87.21
0.382 86.96
LOW 86.17
0.618 84.88
1.000 84.09
1.618 82.80
2.618 80.72
4.250 77.33
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 87.36 88.57
PP 87.29 88.19
S1 87.21 87.82

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

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