NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 03-Nov-2023
Day Change Summary
Previous Current
02-Nov-2023 03-Nov-2023 Change Change % Previous Week
Open 80.44 82.25 1.81 2.3% 84.25
High 82.44 83.20 0.76 0.9% 84.39
Low 80.01 79.84 -0.17 -0.2% 79.84
Close 82.16 80.23 -1.93 -2.3% 80.23
Range 2.43 3.36 0.93 38.3% 4.55
ATR 2.64 2.69 0.05 1.9% 0.00
Volume 158,213 213,053 54,840 34.7% 787,051
Daily Pivots for day following 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 91.17 89.06 82.08
R3 87.81 85.70 81.15
R2 84.45 84.45 80.85
R1 82.34 82.34 80.54 81.72
PP 81.09 81.09 81.09 80.78
S1 78.98 78.98 79.92 78.36
S2 77.73 77.73 79.61
S3 74.37 75.62 79.31
S4 71.01 72.26 78.38
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 95.14 92.23 82.73
R3 90.59 87.68 81.48
R2 86.04 86.04 81.06
R1 83.13 83.13 80.65 82.31
PP 81.49 81.49 81.49 81.08
S1 78.58 78.58 79.81 77.76
S2 76.94 76.94 79.40
S3 72.39 74.03 78.98
S4 67.84 69.48 77.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.39 79.84 4.55 5.7% 2.88 3.6% 9% False True 157,410
10 87.00 79.84 7.16 8.9% 2.90 3.6% 5% False True 137,439
20 88.37 79.84 8.53 10.6% 2.70 3.4% 5% False True 122,021
40 90.27 78.93 11.34 14.1% 2.36 2.9% 11% False False 104,277
60 90.27 76.75 13.52 16.9% 2.11 2.6% 26% False False 81,914
80 90.27 72.84 17.43 21.7% 2.01 2.5% 42% False False 67,568
100 90.27 67.26 23.01 28.7% 1.97 2.5% 56% False False 57,788
120 90.27 66.22 24.05 30.0% 2.00 2.5% 58% False False 49,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.48
2.618 92.00
1.618 88.64
1.000 86.56
0.618 85.28
HIGH 83.20
0.618 81.92
0.500 81.52
0.382 81.12
LOW 79.84
0.618 77.76
1.000 76.48
1.618 74.40
2.618 71.04
4.250 65.56
Fisher Pivots for day following 03-Nov-2023
Pivot 1 day 3 day
R1 81.52 81.52
PP 81.09 81.09
S1 80.66 80.66

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

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