NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary
Previous Current
16-Oct-2023 17-Oct-2023 Change Change % Previous Week
Open 85.07 84.55 -0.52 -0.6% 81.69
High 85.61 85.25 -0.36 -0.4% 85.24
Low 83.78 83.27 -0.51 -0.6% 80.34
Close 84.02 84.30 0.28 0.3% 85.08
Range 1.83 1.98 0.15 8.2% 4.90
ATR 2.34 2.32 -0.03 -1.1% 0.00
Volume 65,195 74,580 9,385 14.4% 614,934
Daily Pivots for day following 17-Oct-2023
Classic Woodie Camarilla DeMark
R4 90.21 89.24 85.39
R3 88.23 87.26 84.84
R2 86.25 86.25 84.66
R1 85.28 85.28 84.48 84.78
PP 84.27 84.27 84.27 84.02
S1 83.30 83.30 84.12 82.80
S2 82.29 82.29 83.94
S3 80.31 81.32 83.76
S4 78.33 79.34 83.21
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% 2.58 3.1% 75% False False 107,076
10 86.05 78.93 7.12 8.4% 2.59 3.1% 75% False False 108,626
20 90.27 78.93 11.34 13.5% 2.35 2.8% 47% False False 99,118
40 90.27 76.75 13.52 16.0% 1.97 2.3% 56% False False 75,654
60 90.27 76.67 13.60 16.1% 1.86 2.2% 56% False False 59,514
80 90.27 67.45 22.82 27.1% 1.81 2.2% 74% False False 49,868
100 90.27 66.22 24.05 28.5% 1.90 2.3% 75% False False 42,326
120 90.27 65.00 25.27 30.0% 1.91 2.3% 76% False False 36,140
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.67
2.618 90.43
1.618 88.45
1.000 87.23
0.618 86.47
HIGH 85.25
0.618 84.49
0.500 84.26
0.382 84.03
LOW 83.27
0.618 82.05
1.000 81.29
1.618 80.07
2.618 78.09
4.250 74.86
Fisher Pivots for day following 17-Oct-2023
Pivot 1 day 3 day
R1 84.29 83.97
PP 84.27 83.65
S1 84.26 83.32

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

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