NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 85.99 87.60 1.61 1.9% 85.07
High 88.09 88.37 0.28 0.3% 88.37
Low 84.37 86.30 1.93 2.3% 83.27
Close 87.06 86.82 -0.24 -0.3% 86.82
Range 3.72 2.07 -1.65 -44.4% 5.10
ATR 2.46 2.43 -0.03 -1.1% 0.00
Volume 113,882 92,768 -21,114 -18.5% 451,100
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 93.37 92.17 87.96
R3 91.30 90.10 87.39
R2 89.23 89.23 87.20
R1 88.03 88.03 87.01 87.60
PP 87.16 87.16 87.16 86.95
S1 85.96 85.96 86.63 85.53
S2 85.09 85.09 86.44
S3 83.02 83.89 86.25
S4 80.95 81.82 85.68
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 101.45 99.24 89.63
R3 96.35 94.14 88.22
R2 91.25 91.25 87.76
R1 89.04 89.04 87.29 90.15
PP 86.15 86.15 86.15 86.71
S1 83.94 83.94 86.35 85.05
S2 81.05 81.05 85.89
S3 75.95 78.84 85.42
S4 70.85 73.74 84.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.37 83.27 5.10 5.9% 2.36 2.7% 70% True False 90,220
10 88.37 80.34 8.03 9.2% 2.49 2.9% 81% True False 106,603
20 90.27 78.93 11.34 13.1% 2.47 2.8% 70% False False 102,246
40 90.27 77.10 13.17 15.2% 2.06 2.4% 74% False False 81,022
60 90.27 76.75 13.52 15.6% 1.94 2.2% 74% False False 63,400
80 90.27 68.84 21.43 24.7% 1.85 2.1% 84% False False 52,961
100 90.27 66.22 24.05 27.7% 1.91 2.2% 86% False False 45,176
120 90.27 65.00 25.27 29.1% 1.94 2.2% 86% False False 38,613
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 0.57
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.17
2.618 93.79
1.618 91.72
1.000 90.44
0.618 89.65
HIGH 88.37
0.618 87.58
0.500 87.34
0.382 87.09
LOW 86.30
0.618 85.02
1.000 84.23
1.618 82.95
2.618 80.88
4.250 77.50
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 87.34 86.67
PP 87.16 86.52
S1 86.99 86.37

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

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