NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 87.89 86.80 -1.09 -1.2% 87.18
High 89.09 88.05 -1.04 -1.2% 90.27
Low 86.74 85.31 -1.43 -1.6% 85.35
Close 86.98 85.62 -1.36 -1.6% 86.98
Range 2.35 2.74 0.39 16.6% 4.92
ATR 1.84 1.91 0.06 3.5% 0.00
Volume 87,892 71,791 -16,101 -18.3% 472,460
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 94.55 92.82 87.13
R3 91.81 90.08 86.37
R2 89.07 89.07 86.12
R1 87.34 87.34 85.87 86.84
PP 86.33 86.33 86.33 86.07
S1 84.60 84.60 85.37 84.10
S2 83.59 83.59 85.12
S3 80.85 81.86 84.87
S4 78.11 79.12 84.11
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 102.29 99.56 89.69
R3 97.37 94.64 88.33
R2 92.45 92.45 87.88
R1 89.72 89.72 87.43 88.63
PP 87.53 87.53 87.53 86.99
S1 84.80 84.80 86.53 83.71
S2 82.61 82.61 86.08
S3 77.69 79.88 85.63
S4 72.77 74.96 84.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.27 85.31 4.96 5.8% 2.49 2.9% 6% False True 93,298
10 90.27 85.31 4.96 5.8% 2.08 2.4% 6% False True 91,620
20 90.27 82.75 7.52 8.8% 1.85 2.2% 38% False False 74,629
40 90.27 76.75 13.52 15.8% 1.73 2.0% 66% False False 54,114
60 90.27 71.43 18.84 22.0% 1.69 2.0% 75% False False 43,664
80 90.27 66.22 24.05 28.1% 1.78 2.1% 81% False False 36,974
100 90.27 66.22 24.05 28.1% 1.82 2.1% 81% False False 30,993
120 90.27 65.00 25.27 29.5% 1.82 2.1% 82% False False 26,629
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.70
2.618 95.22
1.618 92.48
1.000 90.79
0.618 89.74
HIGH 88.05
0.618 87.00
0.500 86.68
0.382 86.36
LOW 85.31
0.618 83.62
1.000 82.57
1.618 80.88
2.618 78.14
4.250 73.67
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 86.68 87.79
PP 86.33 87.07
S1 85.97 86.34

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

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