NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 81.68 81.34 -0.34 -0.4% 85.52
High 81.85 81.89 0.04 0.0% 86.33
Low 80.68 79.37 -1.31 -1.6% 77.86
Close 81.29 79.96 -1.33 -1.6% 78.64
Range 1.17 2.52 1.35 115.4% 8.47
ATR 2.02 2.05 0.04 1.8% 0.00
Volume 38,493 53,096 14,603 37.9% 232,211
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 87.97 86.48 81.35
R3 85.45 83.96 80.65
R2 82.93 82.93 80.42
R1 81.44 81.44 80.19 80.93
PP 80.41 80.41 80.41 80.15
S1 78.92 78.92 79.73 78.41
S2 77.89 77.89 79.50
S3 75.37 76.40 79.27
S4 72.85 73.88 78.57
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 82.63 77.86 4.77 6.0% 1.98 2.5% 44% False False 47,355
10 88.21 77.86 10.35 12.9% 2.34 2.9% 20% False False 45,859
20 88.21 77.86 10.35 12.9% 1.98 2.5% 20% False False 43,012
40 88.21 76.43 11.78 14.7% 1.75 2.2% 30% False False 31,837
60 88.21 73.38 14.83 18.5% 1.68 2.1% 44% False False 24,883
80 88.21 67.07 21.14 26.4% 1.68 2.1% 61% False False 20,769
100 88.21 65.90 22.31 27.9% 1.75 2.2% 63% False False 17,571
120 88.21 65.24 22.97 28.7% 1.76 2.2% 64% False False 15,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.60
2.618 88.49
1.618 85.97
1.000 84.41
0.618 83.45
HIGH 81.89
0.618 80.93
0.500 80.63
0.382 80.33
LOW 79.37
0.618 77.81
1.000 76.85
1.618 75.29
2.618 72.77
4.250 68.66
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 80.63 81.00
PP 80.41 80.65
S1 80.18 80.31

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

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