NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 81.69 83.10 1.41 1.7% 86.80
High 83.98 83.30 -0.68 -0.8% 88.05
Low 81.35 81.92 0.57 0.7% 78.93
Close 83.00 82.57 -0.43 -0.5% 79.83
Range 2.63 1.38 -1.25 -47.5% 9.12
ATR 2.24 2.18 -0.06 -2.7% 0.00
Volume 104,730 114,597 9,867 9.4% 506,440
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 86.74 86.03 83.33
R3 85.36 84.65 82.95
R2 83.98 83.98 82.82
R1 83.27 83.27 82.70 82.94
PP 82.60 82.60 82.60 82.43
S1 81.89 81.89 82.44 81.56
S2 81.22 81.22 82.32
S3 79.84 80.51 82.19
S4 78.46 79.13 81.81
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 86.05 78.93 7.12 8.6% 2.60 3.1% 51% False False 110,175
10 90.27 78.93 11.34 13.7% 2.51 3.0% 32% False False 105,326
20 90.27 78.93 11.34 13.7% 2.08 2.5% 32% False False 91,373
40 90.27 76.75 13.52 16.4% 1.87 2.3% 43% False False 66,179
60 90.27 72.92 17.35 21.0% 1.79 2.2% 56% False False 52,448
80 90.27 67.26 23.01 27.9% 1.78 2.2% 67% False False 44,125
100 90.27 66.22 24.05 29.1% 1.85 2.2% 68% False False 37,267
120 90.27 65.00 25.27 30.6% 1.88 2.3% 70% False False 31,849
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.17
2.618 86.91
1.618 85.53
1.000 84.68
0.618 84.15
HIGH 83.30
0.618 82.77
0.500 82.61
0.382 82.45
LOW 81.92
0.618 81.07
1.000 80.54
1.618 79.69
2.618 78.31
4.250 76.06
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 82.61 82.20
PP 82.60 81.83
S1 82.58 81.46

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

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