NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 85.25 84.01 -1.24 -1.5% 83.76
High 85.76 84.18 -1.58 -1.8% 86.93
Low 83.30 81.35 -1.95 -2.3% 82.27
Close 83.40 82.14 -1.26 -1.5% 85.57
Range 2.46 2.83 0.37 15.0% 4.66
ATR 2.26 2.30 0.04 1.8% 0.00
Volume 45,079 71,306 26,227 58.2% 192,233
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.05 89.42 83.70
R3 88.22 86.59 82.92
R2 85.39 85.39 82.66
R1 83.76 83.76 82.40 83.16
PP 82.56 82.56 82.56 82.26
S1 80.93 80.93 81.88 80.33
S2 79.73 79.73 81.62
S3 76.90 78.10 81.36
S4 74.07 75.27 80.58
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 81.35 5.58 6.8% 2.51 3.1% 14% False True 50,111
10 86.93 79.37 7.56 9.2% 2.46 3.0% 37% False False 45,632
20 88.21 77.86 10.35 12.6% 2.38 2.9% 41% False False 46,279
40 88.21 77.70 10.51 12.8% 1.96 2.4% 42% False False 38,603
60 88.21 76.43 11.78 14.3% 1.84 2.2% 48% False False 30,110
80 88.21 68.86 19.35 23.6% 1.76 2.1% 69% False False 24,926
100 88.21 65.90 22.31 27.2% 1.80 2.2% 73% False False 21,255
120 88.21 65.24 22.97 28.0% 1.80 2.2% 74% False False 18,216
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 3 trading days
Fibonacci Retracements and Extensions
4.250 96.21
2.618 91.59
1.618 88.76
1.000 87.01
0.618 85.93
HIGH 84.18
0.618 83.10
0.500 82.77
0.382 82.43
LOW 81.35
0.618 79.60
1.000 78.52
1.618 76.77
2.618 73.94
4.250 69.32
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 82.77 84.14
PP 82.56 83.47
S1 82.35 82.81

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

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