NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 87.01 87.44 0.43 0.5% 88.83
High 88.25 87.76 -0.49 -0.6% 92.48
Low 86.17 82.50 -3.67 -4.3% 86.74
Close 87.44 82.55 -4.89 -5.6% 88.80
Range 2.08 5.26 3.18 152.9% 5.74
ATR 2.09 2.32 0.23 10.8% 0.00
Volume 204,059 217,228 13,169 6.5% 975,795
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 100.05 96.56 85.44
R3 94.79 91.30 84.00
R2 89.53 89.53 83.51
R1 86.04 86.04 83.03 85.16
PP 84.27 84.27 84.27 83.83
S1 80.78 80.78 82.07 79.90
S2 79.01 79.01 81.59
S3 73.75 75.52 81.10
S4 68.49 70.26 79.66
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 82.50 9.98 12.1% 3.22 3.9% 1% False True 193,323
10 92.48 82.50 9.98 12.1% 2.71 3.3% 1% False True 197,457
20 92.48 82.50 9.98 12.1% 2.16 2.6% 1% False True 186,410
40 92.48 77.03 15.45 18.7% 1.94 2.4% 36% False False 153,197
60 92.48 73.12 19.36 23.5% 1.89 2.3% 49% False False 135,252
80 92.48 66.36 26.12 31.6% 1.93 2.3% 62% False False 122,878
100 92.48 66.36 26.12 31.6% 1.99 2.4% 62% False False 111,509
120 92.48 63.00 29.48 35.7% 2.05 2.5% 66% False False 103,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 140 trading days
Fibonacci Retracements and Extensions
4.250 110.12
2.618 101.53
1.618 96.27
1.000 93.02
0.618 91.01
HIGH 87.76
0.618 85.75
0.500 85.13
0.382 84.51
LOW 82.50
0.618 79.25
1.000 77.24
1.618 73.99
2.618 68.73
4.250 60.15
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 85.13 86.20
PP 84.27 84.98
S1 83.41 83.77

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

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