NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 81.13 85.07 3.94 4.9% 81.69
High 85.24 85.61 0.37 0.4% 85.24
Low 81.03 83.78 2.75 3.4% 80.34
Close 85.08 84.02 -1.06 -1.2% 85.08
Range 4.21 1.83 -2.38 -56.5% 4.90
ATR 2.38 2.34 -0.04 -1.7% 0.00
Volume 130,577 65,195 -65,382 -50.1% 614,934
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.96 88.82 85.03
R3 88.13 86.99 84.52
R2 86.30 86.30 84.36
R1 85.16 85.16 84.19 84.82
PP 84.47 84.47 84.47 84.30
S1 83.33 83.33 83.85 82.99
S2 82.64 82.64 83.68
S3 80.81 81.50 83.52
S4 78.98 79.67 83.01
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 98.25 96.57 87.78
R3 93.35 91.67 86.43
R2 88.45 88.45 85.98
R1 86.77 86.77 85.53 87.61
PP 83.55 83.55 83.55 83.98
S1 81.87 81.87 84.63 82.71
S2 78.65 78.65 84.18
S3 73.75 76.97 83.73
S4 68.85 72.07 82.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.61 80.34 5.27 6.3% 2.46 2.9% 70% True False 115,079
10 86.46 78.93 7.53 9.0% 2.57 3.1% 68% False False 111,477
20 90.27 78.93 11.34 13.5% 2.32 2.8% 45% False False 101,548
40 90.27 76.75 13.52 16.1% 1.96 2.3% 54% False False 74,479
60 90.27 75.10 15.17 18.1% 1.87 2.2% 59% False False 58,636
80 90.27 67.26 23.01 27.4% 1.81 2.2% 73% False False 49,123
100 90.27 66.22 24.05 28.6% 1.90 2.3% 74% False False 41,686
120 90.27 65.00 25.27 30.1% 1.92 2.3% 75% False False 35,569
Crabel Price Patterns
NR True
NR4 True
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 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.39
2.618 90.40
1.618 88.57
1.000 87.44
0.618 86.74
HIGH 85.61
0.618 84.91
0.500 84.70
0.382 84.48
LOW 83.78
0.618 82.65
1.000 81.95
1.618 80.82
2.618 78.99
4.250 76.00
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 84.70 83.67
PP 84.47 83.32
S1 84.25 82.98

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

View Archives - Comment on this page... - Back to Index of Symbols