NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 84.07 84.85 0.78 0.9% 80.39
High 86.01 86.72 0.71 0.8% 84.05
Low 83.95 83.36 -0.59 -0.7% 79.37
Close 84.97 85.79 0.82 1.0% 83.89
Range 2.06 3.36 1.30 63.1% 4.68
ATR 2.19 2.27 0.08 3.8% 0.00
Volume 37,237 53,058 15,821 42.5% 233,498
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 95.37 93.94 87.64
R3 92.01 90.58 86.71
R2 88.65 88.65 86.41
R1 87.22 87.22 86.10 87.94
PP 85.29 85.29 85.29 85.65
S1 83.86 83.86 85.48 84.58
S2 81.93 81.93 85.17
S3 78.57 80.50 84.87
S4 75.21 77.14 83.94
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 96.48 94.86 86.46
R3 91.80 90.18 85.18
R2 87.12 87.12 84.75
R1 85.50 85.50 84.32 86.31
PP 82.44 82.44 82.44 82.84
S1 80.82 80.82 83.46 81.63
S2 77.76 77.76 83.03
S3 73.08 76.14 82.60
S4 68.40 71.46 81.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.72 80.06 6.66 7.8% 2.59 3.0% 86% True False 40,136
10 86.72 77.86 8.86 10.3% 2.24 2.6% 90% True False 43,313
20 88.21 77.86 10.35 12.1% 2.26 2.6% 77% False False 43,824
40 88.21 76.45 11.76 13.7% 1.89 2.2% 79% False False 35,774
60 88.21 76.43 11.78 13.7% 1.79 2.1% 79% False False 27,918
80 88.21 67.38 20.83 24.3% 1.73 2.0% 88% False False 23,218
100 88.21 65.90 22.31 26.0% 1.81 2.1% 89% False False 19,768
120 88.21 65.24 22.97 26.8% 1.79 2.1% 89% False False 16,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.00
2.618 95.52
1.618 92.16
1.000 90.08
0.618 88.80
HIGH 86.72
0.618 85.44
0.500 85.04
0.382 84.64
LOW 83.36
0.618 81.28
1.000 80.00
1.618 77.92
2.618 74.56
4.250 69.08
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 85.54 85.36
PP 85.29 84.93
S1 85.04 84.50

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

View Archives - Comment on this page... - Back to Index of Symbols