NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 84.58 82.88 -1.70 -2.0% 86.69
High 84.85 85.00 0.15 0.2% 87.00
Low 81.97 82.41 0.44 0.5% 81.44
Close 82.54 84.70 2.16 2.6% 84.70
Range 2.88 2.59 -0.29 -10.1% 5.56
ATR 2.58 2.58 0.00 0.0% 0.00
Volume 107,550 101,146 -6,404 -6.0% 587,341
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.81 90.84 86.12
R3 89.22 88.25 85.41
R2 86.63 86.63 85.17
R1 85.66 85.66 84.94 86.15
PP 84.04 84.04 84.04 84.28
S1 83.07 83.07 84.46 83.56
S2 81.45 81.45 84.23
S3 78.86 80.48 83.99
S4 76.27 77.89 83.28
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 101.06 98.44 87.76
R3 95.50 92.88 86.23
R2 89.94 89.94 85.72
R1 87.32 87.32 85.21 85.85
PP 84.38 84.38 84.38 83.65
S1 81.76 81.76 84.19 80.29
S2 78.82 78.82 83.68
S3 73.26 76.20 83.17
S4 67.70 70.64 81.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.00 81.44 5.56 6.6% 2.93 3.5% 59% False False 117,468
10 88.37 81.44 6.93 8.2% 2.64 3.1% 47% False False 103,844
20 88.37 78.93 9.44 11.1% 2.65 3.1% 61% False False 107,990
40 90.27 78.93 11.34 13.4% 2.23 2.6% 51% False False 91,549
60 90.27 76.75 13.52 16.0% 2.01 2.4% 59% False False 71,270
80 90.27 70.23 20.04 23.7% 1.93 2.3% 72% False False 59,112
100 90.27 66.22 24.05 28.4% 1.94 2.3% 77% False False 50,549
120 90.27 66.22 24.05 28.4% 1.95 2.3% 77% False False 43,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.67
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.01
2.618 91.78
1.618 89.19
1.000 87.59
0.618 86.60
HIGH 85.00
0.618 84.01
0.500 83.71
0.382 83.40
LOW 82.41
0.618 80.81
1.000 79.82
1.618 78.22
2.618 75.63
4.250 71.40
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 84.37 84.21
PP 84.04 83.71
S1 83.71 83.22

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

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