NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 89.09 88.00 -1.09 -1.2% 86.37
High 89.85 88.29 -1.56 -1.7% 89.85
Low 87.53 85.35 -2.18 -2.5% 84.39
Close 88.08 85.49 -2.59 -2.9% 88.08
Range 2.32 2.94 0.62 26.7% 5.46
ATR 2.63 2.65 0.02 0.8% 0.00
Volume 311,917 315,517 3,600 1.2% 1,515,580
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 95.20 93.28 87.11
R3 92.26 90.34 86.30
R2 89.32 89.32 86.03
R1 87.40 87.40 85.76 86.89
PP 86.38 86.38 86.38 86.12
S1 84.46 84.46 85.22 83.95
S2 83.44 83.44 84.95
S3 80.50 81.52 84.68
S4 77.56 78.58 83.87
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 6.4% 2.75 3.2% 20% False False 325,103
10 89.85 81.31 8.54 10.0% 2.71 3.2% 49% False False 295,127
20 92.48 80.20 12.28 14.4% 2.76 3.2% 43% False False 255,348
40 92.48 78.51 13.97 16.3% 2.25 2.6% 50% False False 207,913
60 92.48 77.03 15.45 18.1% 2.10 2.5% 55% False False 176,085
80 92.48 69.32 23.16 27.1% 2.00 2.3% 70% False False 155,621
100 92.48 66.36 26.12 30.6% 2.06 2.4% 73% False False 140,855
120 92.48 63.00 29.48 34.5% 2.11 2.5% 76% False False 128,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.79
2.618 95.99
1.618 93.05
1.000 91.23
0.618 90.11
HIGH 88.29
0.618 87.17
0.500 86.82
0.382 86.47
LOW 85.35
0.618 83.53
1.000 82.41
1.618 80.59
2.618 77.65
4.250 72.86
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 86.82 87.60
PP 86.38 86.90
S1 85.93 86.19

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

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