NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 86.21 85.25 -0.96 -1.1% 83.76
High 86.93 85.76 -1.17 -1.3% 86.93
Low 85.09 83.30 -1.79 -2.1% 82.27
Close 85.57 83.40 -2.17 -2.5% 85.57
Range 1.84 2.46 0.62 33.7% 4.66
ATR 2.24 2.26 0.02 0.7% 0.00
Volume 43,879 45,079 1,200 2.7% 192,233
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.53 89.93 84.75
R3 89.07 87.47 84.08
R2 86.61 86.61 83.85
R1 85.01 85.01 83.63 84.58
PP 84.15 84.15 84.15 83.94
S1 82.55 82.55 83.17 82.12
S2 81.69 81.69 82.95
S3 79.23 80.09 82.72
S4 76.77 77.63 82.05
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 98.90 96.90 88.13
R3 94.24 92.24 86.85
R2 89.58 89.58 86.42
R1 87.58 87.58 86.00 88.58
PP 84.92 84.92 84.92 85.43
S1 82.92 82.92 85.14 83.92
S2 80.26 80.26 84.72
S3 75.60 78.26 84.29
S4 70.94 73.60 83.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.93 82.27 4.66 5.6% 2.32 2.8% 24% False False 41,743
10 86.93 79.37 7.56 9.1% 2.29 2.7% 53% False False 42,351
20 88.21 77.86 10.35 12.4% 2.33 2.8% 54% False False 44,019
40 88.21 77.70 10.51 12.6% 1.91 2.3% 54% False False 37,019
60 88.21 76.43 11.78 14.1% 1.82 2.2% 59% False False 29,042
80 88.21 68.86 19.35 23.2% 1.74 2.1% 75% False False 24,162
100 88.21 65.90 22.31 26.8% 1.80 2.2% 78% False False 20,564
120 88.21 65.24 22.97 27.5% 1.79 2.2% 79% False False 17,684
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.22
2.618 92.20
1.618 89.74
1.000 88.22
0.618 87.28
HIGH 85.76
0.618 84.82
0.500 84.53
0.382 84.24
LOW 83.30
0.618 81.78
1.000 80.84
1.618 79.32
2.618 76.86
4.250 72.85
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 84.53 85.12
PP 84.15 84.54
S1 83.78 83.97

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

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