NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 86.41 87.22 0.81 0.9% 83.20
High 88.57 89.54 0.97 1.1% 86.51
Low 86.25 85.44 -0.81 -0.9% 81.31
Close 87.27 88.37 1.10 1.3% 86.35
Range 2.32 4.10 1.78 76.7% 5.20
ATR 2.54 2.65 0.11 4.4% 0.00
Volume 384,528 384,030 -498 -0.1% 1,366,856
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 100.08 98.33 90.63
R3 95.98 94.23 89.50
R2 91.88 91.88 89.12
R1 90.13 90.13 88.75 91.01
PP 87.78 87.78 87.78 88.22
S1 86.03 86.03 87.99 86.91
S2 83.68 83.68 87.62
S3 79.58 81.93 87.24
S4 75.48 77.83 86.12
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 89.54 82.17 7.37 8.3% 2.95 3.3% 84% True False 298,807
10 89.54 80.20 9.34 10.6% 2.59 2.9% 87% True False 284,823
20 92.48 80.20 12.28 13.9% 2.66 3.0% 67% False False 244,747
40 92.48 77.03 15.45 17.5% 2.20 2.5% 73% False False 198,791
60 92.48 77.03 15.45 17.5% 2.07 2.3% 73% False False 168,902
80 92.48 67.48 25.00 28.3% 1.98 2.2% 84% False False 149,816
100 92.48 66.36 26.12 29.6% 2.07 2.3% 84% False False 136,315
120 92.48 63.00 29.48 33.4% 2.11 2.4% 86% False False 124,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.97
2.618 100.27
1.618 96.17
1.000 93.64
0.618 92.07
HIGH 89.54
0.618 87.97
0.500 87.49
0.382 87.01
LOW 85.44
0.618 82.91
1.000 81.34
1.618 78.81
2.618 74.71
4.250 68.02
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 88.08 87.90
PP 87.78 87.43
S1 87.49 86.97

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

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