NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary
Previous Current
01-Nov-2023 02-Nov-2023 Change Change % Previous Week
Open 80.98 80.44 -0.54 -0.7% 86.69
High 82.82 82.44 -0.38 -0.5% 87.00
Low 79.96 80.01 0.05 0.1% 81.44
Close 80.10 82.16 2.06 2.6% 84.70
Range 2.86 2.43 -0.43 -15.0% 5.56
ATR 2.66 2.64 -0.02 -0.6% 0.00
Volume 160,142 158,213 -1,929 -1.2% 587,341
Daily Pivots for day following 02-Nov-2023
Classic Woodie Camarilla DeMark
R4 88.83 87.92 83.50
R3 86.40 85.49 82.83
R2 83.97 83.97 82.61
R1 83.06 83.06 82.38 83.52
PP 81.54 81.54 81.54 81.76
S1 80.63 80.63 81.94 81.09
S2 79.11 79.11 81.71
S3 76.68 78.20 81.49
S4 74.25 75.77 80.82
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 6.1% 2.72 3.3% 44% False False 135,028
10 88.37 79.96 8.41 10.2% 2.77 3.4% 26% False False 125,410
20 88.37 78.93 9.44 11.5% 2.59 3.2% 34% False False 117,673
40 90.27 78.93 11.34 13.8% 2.32 2.8% 28% False False 100,107
60 90.27 76.75 13.52 16.5% 2.08 2.5% 40% False False 78,895
80 90.27 72.84 17.43 21.2% 1.99 2.4% 53% False False 65,271
100 90.27 66.73 23.54 28.7% 1.96 2.4% 66% False False 55,808
120 90.27 66.22 24.05 29.3% 1.98 2.4% 66% False False 47,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 92.77
2.618 88.80
1.618 86.37
1.000 84.87
0.618 83.94
HIGH 82.44
0.618 81.51
0.500 81.23
0.382 80.94
LOW 80.01
0.618 78.51
1.000 77.58
1.618 76.08
2.618 73.65
4.250 69.68
Fisher Pivots for day following 02-Nov-2023
Pivot 1 day 3 day
R1 81.85 81.90
PP 81.54 81.65
S1 81.23 81.39

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

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