NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 86.12 85.52 -0.60 -0.7% 85.58
High 87.30 86.33 -0.97 -1.1% 88.21
Low 85.09 83.95 -1.14 -1.3% 84.06
Close 85.27 84.20 -1.07 -1.3% 85.27
Range 2.21 2.38 0.17 7.7% 4.15
ATR 1.69 1.74 0.05 2.9% 0.00
Volume 41,586 36,548 -5,038 -12.1% 217,012
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.97 90.46 85.51
R3 89.59 88.08 84.85
R2 87.21 87.21 84.64
R1 85.70 85.70 84.42 85.27
PP 84.83 84.83 84.83 84.61
S1 83.32 83.32 83.98 82.89
S2 82.45 82.45 83.76
S3 80.07 80.94 83.55
S4 77.69 78.56 82.89
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 98.30 95.93 87.55
R3 94.15 91.78 86.41
R2 90.00 90.00 86.03
R1 87.63 87.63 85.65 86.74
PP 85.85 85.85 85.85 85.40
S1 83.48 83.48 84.89 82.59
S2 81.70 81.70 84.51
S3 77.55 79.33 84.13
S4 73.40 75.18 82.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.21 83.95 4.26 5.1% 2.21 2.6% 6% False True 42,784
10 88.21 83.95 4.26 5.1% 1.86 2.2% 6% False True 40,969
20 88.21 82.06 6.15 7.3% 1.68 2.0% 35% False False 36,024
40 88.21 76.43 11.78 14.0% 1.60 1.9% 66% False False 25,550
60 88.21 71.18 17.03 20.2% 1.57 1.9% 76% False False 20,279
80 88.21 65.90 22.31 26.5% 1.67 2.0% 82% False False 17,153
100 88.21 65.90 22.31 26.5% 1.69 2.0% 82% False False 14,355
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.45
2.618 92.56
1.618 90.18
1.000 88.71
0.618 87.80
HIGH 86.33
0.618 85.42
0.500 85.14
0.382 84.86
LOW 83.95
0.618 82.48
1.000 81.57
1.618 80.10
2.618 77.72
4.250 73.84
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 85.14 86.08
PP 84.83 85.45
S1 84.51 84.83

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

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