NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 86.69 85.05 -1.64 -1.9% 85.07
High 87.00 85.22 -1.78 -2.0% 88.37
Low 84.30 82.16 -2.14 -2.5% 83.27
Close 84.42 82.97 -1.45 -1.7% 86.82
Range 2.70 3.06 0.36 13.3% 5.10
ATR 2.45 2.49 0.04 1.8% 0.00
Volume 101,184 136,145 34,961 34.6% 451,100
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 92.63 90.86 84.65
R3 89.57 87.80 83.81
R2 86.51 86.51 83.53
R1 84.74 84.74 83.25 84.10
PP 83.45 83.45 83.45 83.13
S1 81.68 81.68 82.69 81.04
S2 80.39 80.39 82.41
S3 77.33 78.62 82.13
S4 74.27 75.56 81.29
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 82.16 6.21 7.5% 2.75 3.3% 13% False True 109,730
10 88.37 80.34 8.03 9.7% 2.67 3.2% 33% False False 108,403
20 90.27 78.93 11.34 13.7% 2.59 3.1% 36% False False 106,865
40 90.27 78.08 12.19 14.7% 2.12 2.6% 40% False False 85,641
60 90.27 76.75 13.52 16.3% 1.98 2.4% 46% False False 66,726
80 90.27 69.09 21.18 25.5% 1.89 2.3% 66% False False 55,507
100 90.27 66.22 24.05 29.0% 1.92 2.3% 70% False False 47,376
120 90.27 65.00 25.27 30.5% 1.93 2.3% 71% False False 40,455
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 3 trading days
Fibonacci Retracements and Extensions
4.250 98.23
2.618 93.23
1.618 90.17
1.000 88.28
0.618 87.11
HIGH 85.22
0.618 84.05
0.500 83.69
0.382 83.33
LOW 82.16
0.618 80.27
1.000 79.10
1.618 77.21
2.618 74.15
4.250 69.16
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 83.69 85.27
PP 83.45 84.50
S1 83.21 83.74

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

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