NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 82.99 84.58 1.59 1.9% 85.07
High 84.85 84.85 0.00 0.0% 88.37
Low 81.44 81.97 0.53 0.7% 83.27
Close 84.69 82.54 -2.15 -2.5% 86.82
Range 3.41 2.88 -0.53 -15.5% 5.10
ATR 2.56 2.58 0.02 0.9% 0.00
Volume 141,316 107,550 -33,766 -23.9% 451,100
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.76 90.03 84.12
R3 88.88 87.15 83.33
R2 86.00 86.00 83.07
R1 84.27 84.27 82.80 83.70
PP 83.12 83.12 83.12 82.83
S1 81.39 81.39 82.28 80.82
S2 80.24 80.24 82.01
S3 77.36 78.51 81.75
S4 74.48 75.63 80.96
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 81.44 6.93 8.4% 2.82 3.4% 16% False False 115,792
10 88.37 81.03 7.34 8.9% 2.81 3.4% 21% False False 106,787
20 89.09 78.93 10.16 12.3% 2.64 3.2% 36% False False 107,328
40 90.27 78.93 11.34 13.7% 2.21 2.7% 32% False False 90,601
60 90.27 76.75 13.52 16.4% 2.02 2.4% 43% False False 70,034
80 90.27 69.39 20.88 25.3% 1.92 2.3% 63% False False 58,146
100 90.27 66.22 24.05 29.1% 1.93 2.3% 68% False False 49,675
120 90.27 66.22 24.05 29.1% 1.94 2.4% 68% False False 42,441
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 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.09
2.618 92.39
1.618 89.51
1.000 87.73
0.618 86.63
HIGH 84.85
0.618 83.75
0.500 83.41
0.382 83.07
LOW 81.97
0.618 80.19
1.000 79.09
1.618 77.31
2.618 74.43
4.250 69.73
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 83.41 83.33
PP 83.12 83.07
S1 82.83 82.80

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

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