NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 85.39 85.99 0.60 0.7% 81.69
High 87.26 88.09 0.83 1.0% 85.24
Low 85.07 84.37 -0.70 -0.8% 80.34
Close 86.09 87.06 0.97 1.1% 85.08
Range 2.19 3.72 1.53 69.9% 4.90
ATR 2.36 2.46 0.10 4.1% 0.00
Volume 104,675 113,882 9,207 8.8% 614,934
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 97.67 96.08 89.11
R3 93.95 92.36 88.08
R2 90.23 90.23 87.74
R1 88.64 88.64 87.40 89.44
PP 86.51 86.51 86.51 86.90
S1 84.92 84.92 86.72 85.72
S2 82.79 82.79 86.38
S3 79.07 81.20 86.04
S4 75.35 77.48 85.01
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 88.09 81.03 7.06 8.1% 2.79 3.2% 85% True False 97,781
10 88.09 78.93 9.16 10.5% 2.42 2.8% 89% True False 109,936
20 90.27 78.93 11.34 13.0% 2.46 2.8% 72% False False 102,622
40 90.27 76.75 13.52 15.5% 2.04 2.3% 76% False False 79,763
60 90.27 76.75 13.52 15.5% 1.92 2.2% 76% False False 62,421
80 90.27 67.45 22.82 26.2% 1.85 2.1% 86% False False 52,059
100 90.27 66.22 24.05 27.6% 1.92 2.2% 87% False False 44,327
120 90.27 65.00 25.27 29.0% 1.93 2.2% 87% False False 37,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.90
2.618 97.83
1.618 94.11
1.000 91.81
0.618 90.39
HIGH 88.09
0.618 86.67
0.500 86.23
0.382 85.79
LOW 84.37
0.618 82.07
1.000 80.65
1.618 78.35
2.618 74.63
4.250 68.56
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 86.78 86.60
PP 86.51 86.14
S1 86.23 85.68

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

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