NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 81.34 80.04 -1.30 -1.6% 85.52
High 81.89 81.42 -0.47 -0.6% 86.33
Low 79.37 79.45 0.08 0.1% 77.86
Close 79.96 79.79 -0.17 -0.2% 78.64
Range 2.52 1.97 -0.55 -21.8% 8.47
ATR 2.05 2.05 -0.01 -0.3% 0.00
Volume 53,096 42,283 -10,813 -20.4% 232,211
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 86.13 84.93 80.87
R3 84.16 82.96 80.33
R2 82.19 82.19 80.15
R1 80.99 80.99 79.97 80.61
PP 80.22 80.22 80.22 80.03
S1 79.02 79.02 79.61 78.64
S2 78.25 78.25 79.43
S3 76.28 77.05 79.25
S4 74.31 75.08 78.71
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% 1.88 2.4% 40% False False 46,490
10 87.30 77.86 9.44 11.8% 2.30 2.9% 20% False False 45,496
20 88.21 77.86 10.35 13.0% 1.99 2.5% 19% False False 43,431
40 88.21 76.43 11.78 14.8% 1.75 2.2% 29% False False 32,570
60 88.21 73.38 14.83 18.6% 1.69 2.1% 43% False False 25,423
80 88.21 67.07 21.14 26.5% 1.68 2.1% 60% False False 21,236
100 88.21 65.90 22.31 28.0% 1.75 2.2% 62% False False 17,959
120 88.21 65.24 22.97 28.8% 1.77 2.2% 63% False False 15,394
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.79
2.618 86.58
1.618 84.61
1.000 83.39
0.618 82.64
HIGH 81.42
0.618 80.67
0.500 80.44
0.382 80.20
LOW 79.45
0.618 78.23
1.000 77.48
1.618 76.26
2.618 74.29
4.250 71.08
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 80.44 80.63
PP 80.22 80.35
S1 80.01 80.07

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

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