NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 88.00 86.15 -1.85 -2.1% 86.37
High 88.29 86.30 -1.99 -2.3% 89.85
Low 85.35 82.94 -2.41 -2.8% 84.39
Close 85.49 83.74 -1.75 -2.0% 88.08
Range 2.94 3.36 0.42 14.3% 5.46
ATR 2.65 2.70 0.05 1.9% 0.00
Volume 315,517 370,591 55,074 17.5% 1,515,580
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 94.41 92.43 85.59
R3 91.05 89.07 84.66
R2 87.69 87.69 84.36
R1 85.71 85.71 84.05 85.02
PP 84.33 84.33 84.33 83.98
S1 82.35 82.35 83.43 81.66
S2 80.97 80.97 83.12
S3 77.61 78.99 82.82
S4 74.25 75.63 81.89
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 82.94 6.91 8.3% 3.01 3.6% 12% False True 353,316
10 89.85 81.31 8.54 10.2% 2.89 3.5% 28% False False 307,511
20 92.48 80.20 12.28 14.7% 2.81 3.4% 29% False False 267,016
40 92.48 78.51 13.97 16.7% 2.30 2.7% 37% False False 215,744
60 92.48 77.03 15.45 18.4% 2.13 2.5% 43% False False 180,989
80 92.48 69.32 23.16 27.7% 2.02 2.4% 62% False False 159,013
100 92.48 66.36 26.12 31.2% 2.06 2.5% 67% False False 143,946
120 92.48 63.00 29.48 35.2% 2.11 2.5% 70% False False 130,612
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 3 trading days
Fibonacci Retracements and Extensions
4.250 100.58
2.618 95.10
1.618 91.74
1.000 89.66
0.618 88.38
HIGH 86.30
0.618 85.02
0.500 84.62
0.382 84.22
LOW 82.94
0.618 80.86
1.000 79.58
1.618 77.50
2.618 74.14
4.250 68.66
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 84.62 86.40
PP 84.33 85.51
S1 84.03 84.63

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

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