NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 85.85 81.21 -4.64 -5.4% 87.18
High 86.05 81.66 -4.39 -5.1% 90.27
Low 80.92 79.12 -1.80 -2.2% 85.35
Close 80.98 79.41 -1.57 -1.9% 86.98
Range 5.13 2.54 -2.59 -50.5% 4.92
ATR 2.13 2.16 0.03 1.4% 0.00
Volume 97,059 108,392 11,333 11.7% 472,460
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 87.68 86.09 80.81
R3 85.14 83.55 80.11
R2 82.60 82.60 79.88
R1 81.01 81.01 79.64 80.54
PP 80.06 80.06 80.06 79.83
S1 78.47 78.47 79.18 78.00
S2 77.52 77.52 78.94
S3 74.98 75.93 78.71
S4 72.44 73.39 78.01
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 89.09 79.12 9.97 12.6% 2.90 3.7% 3% False True 93,646
10 90.27 79.12 11.15 14.0% 2.50 3.1% 3% False True 95,308
20 90.27 79.12 11.15 14.0% 2.04 2.6% 3% False True 82,541
40 90.27 76.75 13.52 17.0% 1.83 2.3% 20% False False 59,506
60 90.27 72.84 17.43 21.9% 1.78 2.2% 38% False False 47,804
80 90.27 66.73 23.54 29.6% 1.80 2.3% 54% False False 40,341
100 90.27 66.22 24.05 30.3% 1.86 2.3% 55% False False 33,938
120 90.27 65.00 25.27 31.8% 1.88 2.4% 57% False False 29,061
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.46
2.618 88.31
1.618 85.77
1.000 84.20
0.618 83.23
HIGH 81.66
0.618 80.69
0.500 80.39
0.382 80.09
LOW 79.12
0.618 77.55
1.000 76.58
1.618 75.01
2.618 72.47
4.250 68.33
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 80.39 82.79
PP 80.06 81.66
S1 79.74 80.54

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

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