NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 86.80 85.39 -1.41 -1.6% 87.18
High 88.05 86.46 -1.59 -1.8% 90.27
Low 85.31 84.71 -0.60 -0.7% 85.35
Close 85.62 85.77 0.15 0.2% 86.98
Range 2.74 1.75 -0.99 -36.1% 4.92
ATR 1.91 1.90 -0.01 -0.6% 0.00
Volume 71,791 103,098 31,307 43.6% 472,460
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 90.90 90.08 86.73
R3 89.15 88.33 86.25
R2 87.40 87.40 86.09
R1 86.58 86.58 85.93 86.99
PP 85.65 85.65 85.65 85.85
S1 84.83 84.83 85.61 85.24
S2 83.90 83.90 85.45
S3 82.15 83.08 85.29
S4 80.40 81.33 84.81
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 84.71 5.56 6.5% 2.41 2.8% 19% False True 100,477
10 90.27 84.71 5.56 6.5% 2.11 2.5% 19% False True 89,610
20 90.27 83.77 6.50 7.6% 1.80 2.1% 31% False False 76,361
40 90.27 76.75 13.52 15.8% 1.74 2.0% 67% False False 56,166
60 90.27 71.79 18.48 21.5% 1.70 2.0% 76% False False 45,115
80 90.27 66.22 24.05 28.0% 1.75 2.0% 81% False False 38,123
100 90.27 66.22 24.05 28.0% 1.82 2.1% 81% False False 31,946
120 90.27 65.00 25.27 29.5% 1.83 2.1% 82% False False 27,434
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.67
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.90
2.618 91.04
1.618 89.29
1.000 88.21
0.618 87.54
HIGH 86.46
0.618 85.79
0.500 85.59
0.382 85.38
LOW 84.71
0.618 83.63
1.000 82.96
1.618 81.88
2.618 80.13
4.250 77.27
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 85.71 86.90
PP 85.65 86.52
S1 85.59 86.15

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

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