NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 83.20 84.70 1.50 1.8% 88.83
High 85.56 84.94 -0.62 -0.7% 89.89
Low 82.95 83.39 0.44 0.5% 80.20
Close 84.60 84.13 -0.47 -0.6% 81.28
Range 2.61 1.55 -1.06 -40.6% 9.69
ATR 2.42 2.36 -0.06 -2.6% 0.00
Volume 246,680 246,749 69 0.0% 1,094,749
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 88.80 88.02 84.98
R3 87.25 86.47 84.56
R2 85.70 85.70 84.41
R1 84.92 84.92 84.27 84.54
PP 84.15 84.15 84.15 83.96
S1 83.37 83.37 83.99 82.99
S2 82.60 82.60 83.85
S3 81.05 81.82 83.70
S4 79.50 80.27 83.28
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 87.76 80.20 7.56 9.0% 2.71 3.2% 52% False False 244,509
10 92.48 80.20 12.28 14.6% 2.73 3.2% 32% False False 226,521
20 92.48 80.20 12.28 14.6% 2.27 2.7% 32% False False 211,282
40 92.48 77.03 15.45 18.4% 2.01 2.4% 46% False False 166,750
60 92.48 73.17 19.31 23.0% 1.91 2.3% 57% False False 146,121
80 92.48 67.40 25.08 29.8% 1.90 2.3% 67% False False 131,156
100 92.48 66.36 26.12 31.0% 1.99 2.4% 68% False False 119,595
120 92.48 63.00 29.48 35.0% 2.07 2.5% 72% False False 110,302
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.53
2.618 89.00
1.618 87.45
1.000 86.49
0.618 85.90
HIGH 84.94
0.618 84.35
0.500 84.17
0.382 83.98
LOW 83.39
0.618 82.43
1.000 81.84
1.618 80.88
2.618 79.33
4.250 76.80
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 84.17 83.71
PP 84.15 83.30
S1 84.14 82.88

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

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