NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 83.53 85.00 1.47 1.8% 88.00
High 85.90 85.30 -0.60 -0.7% 88.29
Low 83.10 81.82 -1.28 -1.5% 82.08
Close 85.54 82.31 -3.23 -3.8% 85.54
Range 2.80 3.48 0.68 24.3% 6.21
ATR 2.78 2.85 0.07 2.4% 0.00
Volume 333,760 356,928 23,168 6.9% 1,791,119
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 93.58 91.43 84.22
R3 90.10 87.95 83.27
R2 86.62 86.62 82.95
R1 84.47 84.47 82.63 83.81
PP 83.14 83.14 83.14 82.81
S1 80.99 80.99 81.99 80.33
S2 79.66 79.66 81.67
S3 76.18 77.51 81.35
S4 72.70 74.03 80.40
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 103.93 100.95 88.96
R3 97.72 94.74 87.25
R2 91.51 91.51 86.68
R1 88.53 88.53 86.11 86.92
PP 85.30 85.30 85.30 84.50
S1 82.32 82.32 84.97 80.71
S2 79.09 79.09 84.40
S3 72.88 76.11 83.83
S4 66.67 69.90 82.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.30 81.82 4.48 5.4% 3.23 3.9% 11% False True 366,506
10 89.85 81.82 8.03 9.8% 2.99 3.6% 6% False True 345,804
20 89.85 80.20 9.65 11.7% 2.87 3.5% 22% False False 298,183
40 92.48 80.20 12.28 14.9% 2.45 3.0% 17% False False 239,058
60 92.48 77.03 15.45 18.8% 2.20 2.7% 34% False False 198,409
80 92.48 71.74 20.74 25.2% 2.08 2.5% 51% False False 172,741
100 92.48 66.36 26.12 31.7% 2.10 2.5% 61% False False 155,701
120 92.48 66.36 26.12 31.7% 2.11 2.6% 61% False False 140,292
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 0.65
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.09
2.618 94.41
1.618 90.93
1.000 88.78
0.618 87.45
HIGH 85.30
0.618 83.97
0.500 83.56
0.382 83.15
LOW 81.82
0.618 79.67
1.000 78.34
1.618 76.19
2.618 72.71
4.250 67.03
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 83.56 83.86
PP 83.14 83.34
S1 82.73 82.83

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

View Archives - Comment on this page... - Back to Index of Symbols