NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 87.44 82.85 -4.59 -5.2% 88.83
High 87.76 83.23 -4.53 -5.2% 92.48
Low 82.50 80.61 -1.89 -2.3% 86.74
Close 82.55 80.81 -1.74 -2.1% 88.80
Range 5.26 2.62 -2.64 -50.2% 5.74
ATR 2.32 2.34 0.02 0.9% 0.00
Volume 217,228 234,178 16,950 7.8% 975,795
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.41 87.73 82.25
R3 86.79 85.11 81.53
R2 84.17 84.17 81.29
R1 82.49 82.49 81.05 82.02
PP 81.55 81.55 81.55 81.32
S1 79.87 79.87 80.57 79.40
S2 78.93 78.93 80.33
S3 76.31 77.25 80.09
S4 73.69 74.63 79.37
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 90.96 80.61 10.35 12.8% 3.11 3.8% 2% False True 194,792
10 92.48 80.61 11.87 14.7% 2.74 3.4% 2% False True 204,671
20 92.48 80.61 11.87 14.7% 2.23 2.8% 2% False True 193,500
40 92.48 77.03 15.45 19.1% 1.97 2.4% 24% False False 154,978
60 92.48 73.12 19.36 24.0% 1.91 2.4% 40% False False 137,639
80 92.48 66.85 25.63 31.7% 1.93 2.4% 54% False False 124,548
100 92.48 66.36 26.12 32.3% 2.00 2.5% 55% False False 113,355
120 92.48 63.00 29.48 36.5% 2.06 2.6% 60% False False 105,124
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 2 trading days
Fibonacci Retracements and Extensions
4.250 94.37
2.618 90.09
1.618 87.47
1.000 85.85
0.618 84.85
HIGH 83.23
0.618 82.23
0.500 81.92
0.382 81.61
LOW 80.61
0.618 78.99
1.000 77.99
1.618 76.37
2.618 73.75
4.250 69.48
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 81.92 84.43
PP 81.55 83.22
S1 81.18 82.02

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

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