NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 80.39 81.68 1.29 1.6% 85.52
High 82.63 81.85 -0.78 -0.9% 86.33
Low 80.07 80.68 0.61 0.8% 77.86
Close 81.62 81.29 -0.33 -0.4% 78.64
Range 2.56 1.17 -1.39 -54.3% 8.47
ATR 2.08 2.02 -0.07 -3.1% 0.00
Volume 47,297 38,493 -8,804 -18.6% 232,211
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 84.78 84.21 81.93
R3 83.61 83.04 81.61
R2 82.44 82.44 81.50
R1 81.87 81.87 81.40 81.57
PP 81.27 81.27 81.27 81.13
S1 80.70 80.70 81.18 80.40
S2 80.10 80.10 81.08
S3 78.93 79.53 80.97
S4 77.76 78.36 80.65
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 84.56 77.86 6.70 8.2% 2.47 3.0% 51% False False 45,565
10 88.21 77.86 10.35 12.7% 2.30 2.8% 33% False False 46,925
20 88.21 77.86 10.35 12.7% 1.90 2.3% 33% False False 41,650
40 88.21 76.43 11.78 14.5% 1.73 2.1% 41% False False 30,741
60 88.21 72.61 15.60 19.2% 1.67 2.1% 56% False False 24,129
80 88.21 67.07 21.14 26.0% 1.67 2.1% 67% False False 20,149
100 88.21 65.90 22.31 27.4% 1.73 2.1% 69% False False 17,056
120 88.21 65.24 22.97 28.3% 1.75 2.2% 70% False False 14,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 86.82
2.618 84.91
1.618 83.74
1.000 83.02
0.618 82.57
HIGH 81.85
0.618 81.40
0.500 81.27
0.382 81.13
LOW 80.68
0.618 79.96
1.000 79.51
1.618 78.79
2.618 77.62
4.250 75.71
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 81.28 80.94
PP 81.27 80.59
S1 81.27 80.25

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

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