NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 82.58 81.13 -1.45 -1.8% 85.00
High 83.60 82.24 -1.36 -1.6% 85.30
Low 80.10 80.66 0.56 0.7% 80.10
Close 80.51 80.82 0.31 0.4% 80.51
Range 3.50 1.58 -1.92 -54.9% 5.20
ATR 2.88 2.80 -0.08 -2.9% 0.00
Volume 457,281 271,131 -186,150 -40.7% 1,788,930
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 85.98 84.98 81.69
R3 84.40 83.40 81.25
R2 82.82 82.82 81.11
R1 81.82 81.82 80.96 81.53
PP 81.24 81.24 81.24 81.10
S1 80.24 80.24 80.68 79.95
S2 79.66 79.66 80.53
S3 78.08 78.66 80.39
S4 76.50 77.08 79.95
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 83.60 80.10 3.50 4.3% 2.69 3.3% 21% False False 340,626
10 86.30 80.10 6.20 7.7% 2.96 3.7% 12% False False 353,566
20 89.85 80.10 9.75 12.1% 2.83 3.5% 7% False False 324,346
40 92.48 80.10 12.38 15.3% 2.56 3.2% 6% False False 265,940
60 92.48 77.03 15.45 19.1% 2.28 2.8% 25% False False 216,462
80 92.48 73.12 19.36 24.0% 2.15 2.7% 40% False False 188,586
100 92.48 67.40 25.08 31.0% 2.10 2.6% 54% False False 168,081
120 92.48 66.36 26.12 32.3% 2.15 2.7% 55% False False 152,202
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 88.96
2.618 86.38
1.618 84.80
1.000 83.82
0.618 83.22
HIGH 82.24
0.618 81.64
0.500 81.45
0.382 81.26
LOW 80.66
0.618 79.68
1.000 79.08
1.618 78.10
2.618 76.52
4.250 73.95
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 81.45 81.85
PP 81.24 81.51
S1 81.03 81.16

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

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