NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 83.10 82.58 -0.52 -0.6% 86.80
High 83.30 83.17 -0.13 -0.2% 88.05
Low 81.92 80.39 -1.53 -1.9% 78.93
Close 82.57 80.92 -1.65 -2.0% 79.83
Range 1.38 2.78 1.40 101.4% 9.12
ATR 2.18 2.22 0.04 2.0% 0.00
Volume 114,597 133,568 18,971 16.6% 506,440
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.83 88.16 82.45
R3 87.05 85.38 81.68
R2 84.27 84.27 81.43
R1 82.60 82.60 81.17 82.05
PP 81.49 81.49 81.49 81.22
S1 79.82 79.82 80.67 79.27
S2 78.71 78.71 80.41
S3 75.93 77.04 80.16
S4 73.15 74.26 79.39
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 83.98 78.93 5.05 6.2% 2.13 2.6% 39% False False 117,477
10 90.27 78.93 11.34 14.0% 2.54 3.1% 18% False False 105,427
20 90.27 78.93 11.34 14.0% 2.16 2.7% 18% False False 95,436
40 90.27 76.75 13.52 16.7% 1.88 2.3% 31% False False 68,778
60 90.27 73.64 16.63 20.6% 1.80 2.2% 44% False False 54,329
80 90.27 67.26 23.01 28.4% 1.79 2.2% 59% False False 45,679
100 90.27 66.22 24.05 29.7% 1.87 2.3% 61% False False 38,575
120 90.27 65.00 25.27 31.2% 1.90 2.3% 63% False False 32,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 94.99
2.618 90.45
1.618 87.67
1.000 85.95
0.618 84.89
HIGH 83.17
0.618 82.11
0.500 81.78
0.382 81.45
LOW 80.39
0.618 78.67
1.000 77.61
1.618 75.89
2.618 73.11
4.250 68.58
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 81.78 82.19
PP 81.49 81.76
S1 81.21 81.34

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

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