NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 84.70 84.16 -0.54 -0.6% 88.83
High 84.94 84.72 -0.22 -0.3% 89.89
Low 83.39 81.63 -1.76 -2.1% 80.20
Close 84.13 82.07 -2.06 -2.4% 81.28
Range 1.55 3.09 1.54 99.4% 9.69
ATR 2.36 2.41 0.05 2.2% 0.00
Volume 246,749 286,839 40,090 16.2% 1,094,749
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 92.08 90.16 83.77
R3 88.99 87.07 82.92
R2 85.90 85.90 82.64
R1 83.98 83.98 82.35 83.40
PP 82.81 82.81 82.81 82.51
S1 80.89 80.89 81.79 80.31
S2 79.72 79.72 81.50
S3 76.63 77.80 81.22
S4 73.54 74.71 80.37
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 85.56 80.20 5.36 6.5% 2.27 2.8% 35% False False 258,431
10 92.48 80.20 12.28 15.0% 2.74 3.3% 15% False False 225,877
20 92.48 80.20 12.28 15.0% 2.36 2.9% 15% False False 218,166
40 92.48 77.03 15.45 18.8% 2.03 2.5% 33% False False 171,436
60 92.48 73.92 18.56 22.6% 1.94 2.4% 44% False False 148,964
80 92.48 67.40 25.08 30.6% 1.92 2.3% 58% False False 133,976
100 92.48 66.36 26.12 31.8% 2.01 2.5% 60% False False 122,051
120 92.48 63.00 29.48 35.9% 2.08 2.5% 65% False False 112,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.85
2.618 92.81
1.618 89.72
1.000 87.81
0.618 86.63
HIGH 84.72
0.618 83.54
0.500 83.18
0.382 82.81
LOW 81.63
0.618 79.72
1.000 78.54
1.618 76.63
2.618 73.54
4.250 68.50
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 83.18 83.60
PP 82.81 83.09
S1 82.44 82.58

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

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