NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 81.29 80.47 -0.82 -1.0% 85.25
High 82.11 82.16 0.05 0.1% 85.76
Low 79.74 79.49 -0.25 -0.3% 80.77
Close 79.96 79.63 -0.33 -0.4% 83.84
Range 2.37 2.67 0.30 12.7% 4.99
ATR 2.45 2.47 0.02 0.6% 0.00
Volume 61,906 64,902 2,996 4.8% 289,826
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 88.44 86.70 81.10
R3 85.77 84.03 80.36
R2 83.10 83.10 80.12
R1 81.36 81.36 79.87 80.90
PP 80.43 80.43 80.43 80.19
S1 78.69 78.69 79.39 78.23
S2 77.76 77.76 79.14
S3 75.09 76.02 78.90
S4 72.42 73.35 78.16
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 98.43 96.12 86.58
R3 93.44 91.13 85.21
R2 88.45 88.45 84.75
R1 86.14 86.14 84.30 84.80
PP 83.46 83.46 83.46 82.79
S1 81.15 81.15 83.38 79.81
S2 78.47 78.47 82.93
S3 73.48 76.16 82.47
S4 68.49 71.17 81.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.11 79.49 4.62 5.8% 2.64 3.3% 3% False True 54,821
10 86.93 79.49 7.44 9.3% 2.70 3.4% 2% False True 56,438
20 86.93 77.86 9.07 11.4% 2.42 3.0% 20% False False 49,553
40 88.21 77.86 10.35 13.0% 2.11 2.7% 17% False False 43,679
60 88.21 76.43 11.78 14.8% 1.92 2.4% 27% False False 34,805
80 88.21 72.60 15.61 19.6% 1.84 2.3% 45% False False 28,642
100 88.21 65.90 22.31 28.0% 1.84 2.3% 62% False False 24,508
120 88.21 65.90 22.31 28.0% 1.84 2.3% 62% False False 20,998
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 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.51
2.618 89.15
1.618 86.48
1.000 84.83
0.618 83.81
HIGH 82.16
0.618 81.14
0.500 80.83
0.382 80.51
LOW 79.49
0.618 77.84
1.000 76.82
1.618 75.17
2.618 72.50
4.250 68.14
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 80.83 81.54
PP 80.43 80.90
S1 80.03 80.27

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

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