NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 81.21 79.45 -1.76 -2.2% 86.80
High 81.66 80.24 -1.42 -1.7% 88.05
Low 79.12 78.93 -0.19 -0.2% 78.93
Close 79.41 79.83 0.42 0.5% 79.83
Range 2.54 1.31 -1.23 -48.4% 9.12
ATR 2.16 2.10 -0.06 -2.8% 0.00
Volume 108,392 126,100 17,708 16.3% 506,440
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 83.60 83.02 80.55
R3 82.29 81.71 80.19
R2 80.98 80.98 80.07
R1 80.40 80.40 79.95 80.69
PP 79.67 79.67 79.67 79.81
S1 79.09 79.09 79.71 79.38
S2 78.36 78.36 79.59
S3 77.05 77.78 79.47
S4 75.74 76.47 79.11
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 109.63 103.85 84.85
R3 100.51 94.73 82.34
R2 91.39 91.39 81.50
R1 85.61 85.61 80.67 83.94
PP 82.27 82.27 82.27 81.44
S1 76.49 76.49 78.99 74.82
S2 73.15 73.15 78.16
S3 64.03 67.37 77.32
S4 54.91 58.25 74.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.05 78.93 9.12 11.4% 2.69 3.4% 10% False True 101,288
10 90.27 78.93 11.34 14.2% 2.45 3.1% 8% False True 97,890
20 90.27 78.93 11.34 14.2% 2.03 2.5% 8% False True 86,532
40 90.27 76.75 13.52 16.9% 1.82 2.3% 23% False False 61,861
60 90.27 72.84 17.43 21.8% 1.78 2.2% 40% False False 49,418
80 90.27 67.26 23.01 28.8% 1.79 2.2% 55% False False 41,730
100 90.27 66.22 24.05 30.1% 1.85 2.3% 57% False False 35,141
120 90.27 65.00 25.27 31.7% 1.88 2.3% 59% False False 30,080
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.62
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 85.81
2.618 83.67
1.618 82.36
1.000 81.55
0.618 81.05
HIGH 80.24
0.618 79.74
0.500 79.59
0.382 79.43
LOW 78.93
0.618 78.12
1.000 77.62
1.618 76.81
2.618 75.50
4.250 73.36
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 79.75 82.49
PP 79.67 81.60
S1 79.59 80.72

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

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