NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 82.85 81.05 -1.80 -2.2% 88.83
High 83.23 81.69 -1.54 -1.9% 89.89
Low 80.61 80.20 -0.41 -0.5% 80.20
Close 80.81 81.28 0.47 0.6% 81.28
Range 2.62 1.49 -1.13 -43.1% 9.69
ATR 2.34 2.28 -0.06 -2.6% 0.00
Volume 234,178 277,713 43,535 18.6% 1,094,749
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 85.53 84.89 82.10
R3 84.04 83.40 81.69
R2 82.55 82.55 81.55
R1 81.91 81.91 81.42 82.23
PP 81.06 81.06 81.06 81.22
S1 80.42 80.42 81.14 80.74
S2 79.57 79.57 81.01
S3 78.08 78.93 80.87
S4 76.59 77.44 80.46
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 112.86 106.76 86.61
R3 103.17 97.07 83.94
R2 93.48 93.48 83.06
R1 87.38 87.38 82.17 85.59
PP 83.79 83.79 83.79 82.89
S1 77.69 77.69 80.39 75.90
S2 74.10 74.10 79.50
S3 64.41 68.00 78.62
S4 54.72 58.31 75.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.89 80.20 9.69 11.9% 2.90 3.6% 11% False True 218,949
10 92.48 80.20 12.28 15.1% 2.70 3.3% 9% False True 207,054
20 92.48 80.20 12.28 15.1% 2.22 2.7% 9% False True 202,193
40 92.48 77.03 15.45 19.0% 1.96 2.4% 28% False False 158,879
60 92.48 73.12 19.36 23.8% 1.91 2.3% 42% False False 140,329
80 92.48 67.40 25.08 30.9% 1.91 2.4% 55% False False 126,900
100 92.48 66.36 26.12 32.1% 1.99 2.5% 57% False False 115,666
120 92.48 63.00 29.48 36.3% 2.06 2.5% 62% False False 107,040
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.67
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 88.02
2.618 85.59
1.618 84.10
1.000 83.18
0.618 82.61
HIGH 81.69
0.618 81.12
0.500 80.95
0.382 80.77
LOW 80.20
0.618 79.28
1.000 78.71
1.618 77.79
2.618 76.30
4.250 73.87
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 81.17 83.98
PP 81.06 83.08
S1 80.95 82.18

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

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