NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 03-Nov-2023
Day Change Summary
Previous Current
02-Nov-2023 03-Nov-2023 Change Change % Previous Week
Open 80.82 82.58 1.76 2.2% 85.00
High 82.83 83.60 0.77 0.9% 85.30
Low 80.22 80.10 -0.12 -0.1% 80.10
Close 82.46 80.51 -1.95 -2.4% 80.51
Range 2.61 3.50 0.89 34.1% 5.20
ATR 2.83 2.88 0.05 1.7% 0.00
Volume 307,122 457,281 150,159 48.9% 1,788,930
Daily Pivots for day following 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 91.90 89.71 82.44
R3 88.40 86.21 81.47
R2 84.90 84.90 81.15
R1 82.71 82.71 80.83 82.06
PP 81.40 81.40 81.40 81.08
S1 79.21 79.21 80.19 78.56
S2 77.90 77.90 79.87
S3 74.40 75.71 79.55
S4 70.90 72.21 78.59
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 97.57 94.24 83.37
R3 92.37 89.04 81.94
R2 87.17 87.17 81.46
R1 83.84 83.84 80.99 82.91
PP 81.97 81.97 81.97 81.50
S1 78.64 78.64 80.03 77.71
S2 76.77 76.77 79.56
S3 71.57 73.44 79.08
S4 66.37 68.24 77.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.30 80.10 5.20 6.5% 3.07 3.8% 8% False True 357,786
10 88.29 80.10 8.19 10.2% 3.10 3.8% 5% False True 358,004
20 89.85 80.10 9.75 12.1% 2.89 3.6% 4% False True 323,124
40 92.48 80.10 12.38 15.4% 2.55 3.2% 3% False True 262,658
60 92.48 77.03 15.45 19.2% 2.27 2.8% 23% False False 213,627
80 92.48 73.12 19.36 24.0% 2.15 2.7% 38% False False 186,027
100 92.48 67.40 25.08 31.2% 2.11 2.6% 52% False False 166,145
120 92.48 66.36 26.12 32.4% 2.14 2.7% 54% False False 150,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 98.48
2.618 92.76
1.618 89.26
1.000 87.10
0.618 85.76
HIGH 83.60
0.618 82.26
0.500 81.85
0.382 81.44
LOW 80.10
0.618 77.94
1.000 76.60
1.618 74.44
2.618 70.94
4.250 65.23
Fisher Pivots for day following 03-Nov-2023
Pivot 1 day 3 day
R1 81.85 81.85
PP 81.40 81.40
S1 80.96 80.96

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

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