NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 09-Oct-2023
Day Change Summary
Previous Current
06-Oct-2023 09-Oct-2023 Change Change % Previous Week
Open 78.57 80.39 1.82 2.3% 85.52
High 79.06 82.63 3.57 4.5% 86.33
Low 77.86 80.07 2.21 2.8% 77.86
Close 78.64 81.62 2.98 3.8% 78.64
Range 1.20 2.56 1.36 113.3% 8.47
ATR 1.93 2.08 0.15 7.6% 0.00
Volume 51,281 47,297 -3,984 -7.8% 232,211
Daily Pivots for day following 09-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.12 87.93 83.03
R3 86.56 85.37 82.32
R2 84.00 84.00 82.09
R1 82.81 82.81 81.85 83.41
PP 81.44 81.44 81.44 81.74
S1 80.25 80.25 81.39 80.85
S2 78.88 78.88 81.15
S3 76.32 77.69 80.92
S4 73.76 75.13 80.21
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 84.90 77.86 7.04 8.6% 2.54 3.1% 53% False False 48,592
10 88.21 77.86 10.35 12.7% 2.37 2.9% 36% False False 45,688
20 88.21 77.86 10.35 12.7% 1.93 2.4% 36% False False 41,400
40 88.21 76.43 11.78 14.4% 1.73 2.1% 44% False False 30,018
60 88.21 72.60 15.61 19.1% 1.67 2.1% 58% False False 23,630
80 88.21 67.07 21.14 25.9% 1.68 2.1% 69% False False 19,738
100 88.21 65.90 22.31 27.3% 1.74 2.1% 70% False False 16,690
120 88.21 65.24 22.97 28.1% 1.75 2.1% 71% False False 14,340
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 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.51
2.618 89.33
1.618 86.77
1.000 85.19
0.618 84.21
HIGH 82.63
0.618 81.65
0.500 81.35
0.382 81.05
LOW 80.07
0.618 78.49
1.000 77.51
1.618 75.93
2.618 73.37
4.250 69.19
Fisher Pivots for day following 09-Oct-2023
Pivot 1 day 3 day
R1 81.53 81.16
PP 81.44 80.70
S1 81.35 80.25

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

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