NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 82.88 84.25 1.37 1.7% 86.69
High 85.00 84.39 -0.61 -0.7% 87.00
Low 82.41 81.16 -1.25 -1.5% 81.44
Close 84.70 81.68 -3.02 -3.6% 84.70
Range 2.59 3.23 0.64 24.7% 5.56
ATR 2.58 2.65 0.07 2.6% 0.00
Volume 101,146 119,749 18,603 18.4% 587,341
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 92.10 90.12 83.46
R3 88.87 86.89 82.57
R2 85.64 85.64 82.27
R1 83.66 83.66 81.98 83.04
PP 82.41 82.41 82.41 82.10
S1 80.43 80.43 81.38 79.81
S2 79.18 79.18 81.09
S3 75.95 77.20 80.79
S4 72.72 73.97 79.90
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 85.22 81.16 4.06 5.0% 3.03 3.7% 13% False True 121,181
10 88.37 81.16 7.21 8.8% 2.78 3.4% 7% False True 109,299
20 88.37 78.93 9.44 11.6% 2.68 3.3% 29% False False 110,388
40 90.27 78.93 11.34 13.9% 2.26 2.8% 24% False False 92,509
60 90.27 76.75 13.52 16.6% 2.04 2.5% 36% False False 72,872
80 90.27 71.43 18.84 23.1% 1.94 2.4% 54% False False 60,345
100 90.27 66.22 24.05 29.4% 1.96 2.4% 64% False False 51,657
120 90.27 66.22 24.05 29.4% 1.96 2.4% 64% False False 44,225
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 0.63
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.12
2.618 92.85
1.618 89.62
1.000 87.62
0.618 86.39
HIGH 84.39
0.618 83.16
0.500 82.78
0.382 82.39
LOW 81.16
0.618 79.16
1.000 77.93
1.618 75.93
2.618 72.70
4.250 67.43
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 82.78 83.08
PP 82.41 82.61
S1 82.05 82.15

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

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