NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 82.58 80.81 -1.77 -2.1% 86.80
High 83.17 82.46 -0.71 -0.9% 88.05
Low 80.39 80.34 -0.05 -0.1% 78.93
Close 80.92 80.73 -0.19 -0.2% 79.83
Range 2.78 2.12 -0.66 -23.7% 9.12
ATR 2.22 2.22 -0.01 -0.3% 0.00
Volume 133,568 131,462 -2,106 -1.6% 506,440
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 87.54 86.25 81.90
R3 85.42 84.13 81.31
R2 83.30 83.30 81.12
R1 82.01 82.01 80.92 81.60
PP 81.18 81.18 81.18 80.97
S1 79.89 79.89 80.54 79.48
S2 79.06 79.06 80.34
S3 76.94 77.77 80.15
S4 74.82 75.65 79.56
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 6.3% 2.04 2.5% 36% False False 122,091
10 89.09 78.93 10.16 12.6% 2.47 3.1% 18% False False 107,868
20 90.27 78.93 11.34 14.0% 2.17 2.7% 16% False False 99,308
40 90.27 76.75 13.52 16.7% 1.89 2.3% 29% False False 71,240
60 90.27 73.64 16.63 20.6% 1.81 2.2% 43% False False 56,174
80 90.27 67.26 23.01 28.5% 1.79 2.2% 59% False False 47,176
100 90.27 66.22 24.05 29.8% 1.87 2.3% 60% False False 39,845
120 90.27 65.00 25.27 31.3% 1.90 2.4% 62% False False 33,992
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.47
2.618 88.01
1.618 85.89
1.000 84.58
0.618 83.77
HIGH 82.46
0.618 81.65
0.500 81.40
0.382 81.15
LOW 80.34
0.618 79.03
1.000 78.22
1.618 76.91
2.618 74.79
4.250 71.33
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 81.40 81.82
PP 81.18 81.46
S1 80.95 81.09

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

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