NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 81.96 80.98 -0.98 -1.2% 86.69
High 82.77 82.82 0.05 0.1% 87.00
Low 80.26 79.96 -0.30 -0.4% 81.44
Close 80.50 80.10 -0.40 -0.5% 84.70
Range 2.51 2.86 0.35 13.9% 5.56
ATR 2.64 2.66 0.02 0.6% 0.00
Volume 135,894 160,142 24,248 17.8% 587,341
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 89.54 87.68 81.67
R3 86.68 84.82 80.89
R2 83.82 83.82 80.62
R1 81.96 81.96 80.36 81.46
PP 80.96 80.96 80.96 80.71
S1 79.10 79.10 79.84 78.60
S2 78.10 78.10 79.58
S3 75.24 76.24 79.31
S4 72.38 73.38 78.53
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 85.00 79.96 5.04 6.3% 2.81 3.5% 3% False True 124,896
10 88.37 79.96 8.41 10.5% 2.90 3.6% 2% False True 120,977
20 88.37 78.93 9.44 11.8% 2.60 3.2% 12% False False 115,182
40 90.27 78.93 11.34 14.2% 2.29 2.9% 10% False False 97,132
60 90.27 76.75 13.52 16.9% 2.06 2.6% 25% False False 76,953
80 90.27 72.84 17.43 21.8% 1.97 2.5% 42% False False 63,562
100 90.27 66.22 24.05 30.0% 1.96 2.4% 58% False False 54,393
120 90.27 66.22 24.05 30.0% 1.98 2.5% 58% False False 46,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.98
2.618 90.31
1.618 87.45
1.000 85.68
0.618 84.59
HIGH 82.82
0.618 81.73
0.500 81.39
0.382 81.05
LOW 79.96
0.618 78.19
1.000 77.10
1.618 75.33
2.618 72.47
4.250 67.81
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 81.39 82.18
PP 80.96 81.48
S1 80.53 80.79

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

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