NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 09-Oct-2023
Day Change Summary
Previous Current
06-Oct-2023 09-Oct-2023 Change Change % Previous Week
Open 79.45 81.69 2.24 2.8% 86.80
High 80.24 83.98 3.74 4.7% 88.05
Low 78.93 81.35 2.42 3.1% 78.93
Close 79.83 83.00 3.17 4.0% 79.83
Range 1.31 2.63 1.32 100.8% 9.12
ATR 2.10 2.24 0.15 7.0% 0.00
Volume 126,100 104,730 -21,370 -16.9% 506,440
Daily Pivots for day following 09-Oct-2023
Classic Woodie Camarilla DeMark
R4 90.67 89.46 84.45
R3 88.04 86.83 83.72
R2 85.41 85.41 83.48
R1 84.20 84.20 83.24 84.81
PP 82.78 82.78 82.78 83.08
S1 81.57 81.57 82.76 82.18
S2 80.15 80.15 82.52
S3 77.52 78.94 82.28
S4 74.89 76.31 81.55
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 86.46 78.93 7.53 9.1% 2.67 3.2% 54% False False 107,875
10 90.27 78.93 11.34 13.7% 2.58 3.1% 36% False False 100,587
20 90.27 78.93 11.34 13.7% 2.10 2.5% 36% False False 88,688
40 90.27 76.75 13.52 16.3% 1.86 2.2% 46% False False 63,794
60 90.27 72.84 17.43 21.0% 1.79 2.2% 58% False False 50,815
80 90.27 67.26 23.01 27.7% 1.80 2.2% 68% False False 42,887
100 90.27 66.22 24.05 29.0% 1.87 2.3% 70% False False 36,172
120 90.27 65.00 25.27 30.4% 1.89 2.3% 71% False False 30,926
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 3 trading days
Fibonacci Retracements and Extensions
4.250 95.16
2.618 90.87
1.618 88.24
1.000 86.61
0.618 85.61
HIGH 83.98
0.618 82.98
0.500 82.67
0.382 82.35
LOW 81.35
0.618 79.72
1.000 78.72
1.618 77.09
2.618 74.46
4.250 70.17
Fisher Pivots for day following 09-Oct-2023
Pivot 1 day 3 day
R1 82.89 82.49
PP 82.78 81.97
S1 82.67 81.46

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

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