NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 82.27 86.37 4.10 5.0% 83.20
High 86.51 86.94 0.43 0.5% 86.51
Low 82.17 85.00 2.83 3.4% 81.31
Close 86.35 85.26 -1.09 -1.3% 86.35
Range 4.34 1.94 -2.40 -55.3% 5.20
ATR 2.58 2.53 -0.05 -1.8% 0.00
Volume 290,375 205,581 -84,794 -29.2% 1,366,856
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.55 90.35 86.33
R3 89.61 88.41 85.79
R2 87.67 87.67 85.62
R1 86.47 86.47 85.44 86.10
PP 85.73 85.73 85.73 85.55
S1 84.53 84.53 85.08 84.16
S2 83.79 83.79 84.90
S3 81.85 82.59 84.73
S4 79.91 80.65 84.19
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 100.32 98.54 89.21
R3 95.12 93.34 87.78
R2 89.92 89.92 87.30
R1 88.14 88.14 86.83 89.03
PP 84.72 84.72 84.72 85.17
S1 82.94 82.94 85.87 83.83
S2 79.52 79.52 85.40
S3 74.32 77.74 84.92
S4 69.12 72.54 83.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.94 81.31 5.63 6.6% 2.67 3.1% 70% True False 265,151
10 88.25 80.20 8.05 9.4% 2.74 3.2% 63% False False 250,561
20 92.48 80.20 12.28 14.4% 2.53 3.0% 41% False False 229,011
40 92.48 77.03 15.45 18.1% 2.11 2.5% 53% False False 181,294
60 92.48 75.47 17.01 20.0% 2.01 2.4% 58% False False 157,343
80 92.48 67.40 25.08 29.4% 1.94 2.3% 71% False False 140,599
100 92.48 66.36 26.12 30.6% 2.04 2.4% 72% False False 128,443
120 92.48 63.00 29.48 34.6% 2.10 2.5% 76% False False 117,640
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.19
2.618 92.02
1.618 90.08
1.000 88.88
0.618 88.14
HIGH 86.94
0.618 86.20
0.500 85.97
0.382 85.74
LOW 85.00
0.618 83.80
1.000 83.06
1.618 81.86
2.618 79.92
4.250 76.76
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 85.97 84.88
PP 85.73 84.50
S1 85.50 84.13

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

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