NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 84.33 79.87 -4.46 -5.3% 85.58
High 84.56 80.33 -4.23 -5.0% 88.21
Low 79.56 77.89 -1.67 -2.1% 84.06
Close 79.62 78.24 -1.38 -1.7% 85.27
Range 5.00 2.44 -2.56 -51.2% 4.15
ATR 1.96 1.99 0.03 1.8% 0.00
Volume 44,148 46,609 2,461 5.6% 217,012
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 86.14 84.63 79.58
R3 83.70 82.19 78.91
R2 81.26 81.26 78.69
R1 79.75 79.75 78.46 79.29
PP 78.82 78.82 78.82 78.59
S1 77.31 77.31 78.02 76.85
S2 76.38 76.38 77.79
S3 73.94 74.87 77.57
S4 71.50 72.43 76.90
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 87.30 77.89 9.41 12.0% 2.71 3.5% 4% False True 44,503
10 88.21 77.89 10.32 13.2% 2.28 2.9% 3% False True 44,335
20 88.21 77.89 10.32 13.2% 1.87 2.4% 3% False True 39,033
40 88.21 76.43 11.78 15.1% 1.70 2.2% 15% False False 28,144
60 88.21 72.60 15.61 20.0% 1.66 2.1% 36% False False 22,311
80 88.21 66.45 21.76 27.8% 1.69 2.2% 54% False False 18,695
100 88.21 65.90 22.31 28.5% 1.73 2.2% 55% False False 15,739
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.70
2.618 86.72
1.618 84.28
1.000 82.77
0.618 81.84
HIGH 80.33
0.618 79.40
0.500 79.11
0.382 78.82
LOW 77.89
0.618 76.38
1.000 75.45
1.618 73.94
2.618 71.50
4.250 67.52
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 79.11 81.40
PP 78.82 80.34
S1 78.53 79.29

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

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