NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 87.60 86.69 -0.91 -1.0% 85.07
High 88.37 87.00 -1.37 -1.6% 88.37
Low 86.30 84.30 -2.00 -2.3% 83.27
Close 86.82 84.42 -2.40 -2.8% 86.82
Range 2.07 2.70 0.63 30.4% 5.10
ATR 2.43 2.45 0.02 0.8% 0.00
Volume 92,768 101,184 8,416 9.1% 451,100
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 93.34 91.58 85.91
R3 90.64 88.88 85.16
R2 87.94 87.94 84.92
R1 86.18 86.18 84.67 85.71
PP 85.24 85.24 85.24 85.01
S1 83.48 83.48 84.17 83.01
S2 82.54 82.54 83.93
S3 79.84 80.78 83.68
S4 77.14 78.08 82.94
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 6.0% 2.53 3.0% 23% False False 97,417
10 88.37 80.34 8.03 9.5% 2.50 3.0% 51% False False 106,248
20 90.27 78.93 11.34 13.4% 2.54 3.0% 48% False False 103,418
40 90.27 78.08 12.19 14.4% 2.08 2.5% 52% False False 82,663
60 90.27 76.75 13.52 16.0% 1.96 2.3% 57% False False 64,732
80 90.27 69.09 21.18 25.1% 1.86 2.2% 72% False False 54,094
100 90.27 66.22 24.05 28.5% 1.91 2.3% 76% False False 46,100
120 90.27 65.00 25.27 29.9% 1.93 2.3% 77% False False 39,414
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.48
2.618 94.07
1.618 91.37
1.000 89.70
0.618 88.67
HIGH 87.00
0.618 85.97
0.500 85.65
0.382 85.33
LOW 84.30
0.618 82.63
1.000 81.60
1.618 79.93
2.618 77.23
4.250 72.83
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 85.65 86.34
PP 85.24 85.70
S1 84.83 85.06

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

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