NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 79.87 78.57 -1.30 -1.6% 85.52
High 80.33 79.06 -1.27 -1.6% 86.33
Low 77.89 77.86 -0.03 0.0% 77.86
Close 78.24 78.64 0.40 0.5% 78.64
Range 2.44 1.20 -1.24 -50.8% 8.47
ATR 1.99 1.93 -0.06 -2.8% 0.00
Volume 46,609 51,281 4,672 10.0% 232,211
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 82.12 81.58 79.30
R3 80.92 80.38 78.97
R2 79.72 79.72 78.86
R1 79.18 79.18 78.75 79.45
PP 78.52 78.52 78.52 78.66
S1 77.98 77.98 78.53 78.25
S2 77.32 77.32 78.42
S3 76.12 76.78 78.31
S4 74.92 75.58 77.98
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 106.35 100.97 83.30
R3 97.88 92.50 80.97
R2 89.41 89.41 80.19
R1 84.03 84.03 79.42 82.49
PP 80.94 80.94 80.94 80.17
S1 75.56 75.56 77.86 74.02
S2 72.47 72.47 77.09
S3 64.00 67.09 76.31
S4 55.53 58.62 73.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.33 77.86 8.47 10.8% 2.50 3.2% 9% False True 46,442
10 88.21 77.86 10.35 13.2% 2.24 2.8% 8% False True 44,922
20 88.21 77.86 10.35 13.2% 1.86 2.4% 8% False True 40,283
40 88.21 76.43 11.78 15.0% 1.69 2.1% 19% False False 29,109
60 88.21 72.60 15.61 19.8% 1.66 2.1% 39% False False 22,997
80 88.21 67.07 21.14 26.9% 1.68 2.1% 55% False False 19,209
100 88.21 65.90 22.31 28.4% 1.73 2.2% 57% False False 16,226
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 84.16
2.618 82.20
1.618 81.00
1.000 80.26
0.618 79.80
HIGH 79.06
0.618 78.60
0.500 78.46
0.382 78.32
LOW 77.86
0.618 77.12
1.000 76.66
1.618 75.92
2.618 74.72
4.250 72.76
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 78.58 81.21
PP 78.52 80.35
S1 78.46 79.50

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

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