NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 87.22 89.09 1.87 2.1% 86.37
High 89.54 89.85 0.31 0.3% 89.85
Low 85.44 87.53 2.09 2.4% 84.39
Close 88.37 88.08 -0.29 -0.3% 88.08
Range 4.10 2.32 -1.78 -43.4% 5.46
ATR 2.65 2.63 -0.02 -0.9% 0.00
Volume 384,030 311,917 -72,113 -18.8% 1,515,580
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 95.45 94.08 89.36
R3 93.13 91.76 88.72
R2 90.81 90.81 88.51
R1 89.44 89.44 88.29 88.97
PP 88.49 88.49 88.49 88.25
S1 87.12 87.12 87.87 86.65
S2 86.17 86.17 87.65
S3 83.85 84.80 87.44
S4 81.53 82.48 86.80
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 103.82 101.41 91.08
R3 98.36 95.95 89.58
R2 92.90 92.90 89.08
R1 90.49 90.49 88.58 91.70
PP 87.44 87.44 87.44 88.04
S1 85.03 85.03 87.58 86.24
S2 81.98 81.98 87.08
S3 76.52 79.57 86.58
S4 71.06 74.11 85.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.85 84.39 5.46 6.2% 2.55 2.9% 68% True False 303,116
10 89.85 81.31 8.54 9.7% 2.68 3.0% 79% True False 288,243
20 92.48 80.20 12.28 13.9% 2.69 3.1% 64% False False 247,649
40 92.48 77.46 15.02 17.1% 2.22 2.5% 71% False False 203,369
60 92.48 77.03 15.45 17.5% 2.08 2.4% 72% False False 172,235
80 92.48 68.99 23.49 26.7% 1.98 2.2% 81% False False 152,401
100 92.48 66.36 26.12 29.7% 2.05 2.3% 83% False False 138,602
120 92.48 63.00 29.48 33.5% 2.12 2.4% 85% False False 126,576
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.71
2.618 95.92
1.618 93.60
1.000 92.17
0.618 91.28
HIGH 89.85
0.618 88.96
0.500 88.69
0.382 88.42
LOW 87.53
0.618 86.10
1.000 85.21
1.618 83.78
2.618 81.46
4.250 77.67
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 88.69 87.94
PP 88.49 87.79
S1 88.28 87.65

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

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