NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 85.39 85.85 0.46 0.5% 87.18
High 86.46 86.05 -0.41 -0.5% 90.27
Low 84.71 80.92 -3.79 -4.5% 85.35
Close 85.77 80.98 -4.79 -5.6% 86.98
Range 1.75 5.13 3.38 193.1% 4.92
ATR 1.90 2.13 0.23 12.2% 0.00
Volume 103,098 97,059 -6,039 -5.9% 472,460
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 98.04 94.64 83.80
R3 92.91 89.51 82.39
R2 87.78 87.78 81.92
R1 84.38 84.38 81.45 83.52
PP 82.65 82.65 82.65 82.22
S1 79.25 79.25 80.51 78.39
S2 77.52 77.52 80.04
S3 72.39 74.12 79.57
S4 67.26 68.99 78.16
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 80.92 9.35 11.5% 2.95 3.6% 1% False True 93,378
10 90.27 80.92 9.35 11.5% 2.46 3.0% 1% False True 90,913
20 90.27 80.92 9.35 11.5% 1.97 2.4% 1% False True 79,082
40 90.27 76.75 13.52 16.7% 1.80 2.2% 31% False False 57,839
60 90.27 72.84 17.43 21.5% 1.76 2.2% 47% False False 46,356
80 90.27 66.22 24.05 29.7% 1.80 2.2% 61% False False 39,195
100 90.27 66.22 24.05 29.7% 1.85 2.3% 61% False False 32,870
120 90.27 65.00 25.27 31.2% 1.86 2.3% 63% False False 28,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 138 trading days
Fibonacci Retracements and Extensions
4.250 107.85
2.618 99.48
1.618 94.35
1.000 91.18
0.618 89.22
HIGH 86.05
0.618 84.09
0.500 83.49
0.382 82.88
LOW 80.92
0.618 77.75
1.000 75.79
1.618 72.62
2.618 67.49
4.250 59.12
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 83.49 84.49
PP 82.65 83.32
S1 81.82 82.15

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.