NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 84.16 81.84 -2.32 -2.8% 88.83
High 84.72 83.75 -0.97 -1.1% 89.89
Low 81.63 81.31 -0.32 -0.4% 80.20
Close 82.07 81.80 -0.27 -0.3% 81.28
Range 3.09 2.44 -0.65 -21.0% 9.69
ATR 2.41 2.41 0.00 0.1% 0.00
Volume 286,839 296,213 9,374 3.3% 1,094,749
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.61 88.14 83.14
R3 87.17 85.70 82.47
R2 84.73 84.73 82.25
R1 83.26 83.26 82.02 82.78
PP 82.29 82.29 82.29 82.04
S1 80.82 80.82 81.58 80.34
S2 79.85 79.85 81.35
S3 77.41 78.38 81.13
S4 74.97 75.94 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 85.56 80.20 5.36 6.6% 2.24 2.7% 30% False False 270,838
10 90.96 80.20 10.76 13.2% 2.67 3.3% 15% False False 232,815
20 92.48 80.20 12.28 15.0% 2.38 2.9% 13% False False 225,730
40 92.48 77.03 15.45 18.9% 2.04 2.5% 31% False False 175,149
60 92.48 73.92 18.56 22.7% 1.95 2.4% 42% False False 152,343
80 92.48 67.40 25.08 30.7% 1.92 2.4% 57% False False 136,828
100 92.48 66.36 26.12 31.9% 2.01 2.5% 59% False False 124,531
120 92.48 63.00 29.48 36.0% 2.09 2.6% 64% False False 114,325
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.12
2.618 90.14
1.618 87.70
1.000 86.19
0.618 85.26
HIGH 83.75
0.618 82.82
0.500 82.53
0.382 82.24
LOW 81.31
0.618 79.80
1.000 78.87
1.618 77.36
2.618 74.92
4.250 70.94
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 82.53 83.13
PP 82.29 82.68
S1 82.04 82.24

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

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