NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary
Previous Current
01-Nov-2023 02-Nov-2023 Change Change % Previous Week
Open 80.47 79.97 -0.50 -0.6% 85.25
High 82.16 81.93 -0.23 -0.3% 85.76
Low 79.49 79.60 0.11 0.1% 80.77
Close 79.63 81.70 2.07 2.6% 83.84
Range 2.67 2.33 -0.34 -12.7% 4.99
ATR 2.47 2.46 -0.01 -0.4% 0.00
Volume 64,902 77,906 13,004 20.0% 289,826
Daily Pivots for day following 02-Nov-2023
Classic Woodie Camarilla DeMark
R4 88.07 87.21 82.98
R3 85.74 84.88 82.34
R2 83.41 83.41 82.13
R1 82.55 82.55 81.91 82.98
PP 81.08 81.08 81.08 81.29
S1 80.22 80.22 81.49 80.65
S2 78.75 78.75 81.27
S3 76.42 77.89 81.06
S4 74.09 75.56 80.42
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 5.7% 2.57 3.1% 48% False False 60,355
10 86.93 79.49 7.44 9.1% 2.59 3.2% 30% False False 58,923
20 86.93 77.86 9.07 11.1% 2.42 3.0% 42% False False 51,118
40 88.21 77.86 10.35 12.7% 2.14 2.6% 37% False False 45,075
60 88.21 76.43 11.78 14.4% 1.94 2.4% 45% False False 35,802
80 88.21 72.60 15.61 19.1% 1.85 2.3% 58% False False 29,512
100 88.21 66.45 21.76 26.6% 1.84 2.2% 70% False False 25,180
120 88.21 65.90 22.31 27.3% 1.85 2.3% 71% False False 21,635
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 91.83
2.618 88.03
1.618 85.70
1.000 84.26
0.618 83.37
HIGH 81.93
0.618 81.04
0.500 80.77
0.382 80.49
LOW 79.60
0.618 78.16
1.000 77.27
1.618 75.83
2.618 73.50
4.250 69.70
Fisher Pivots for day following 02-Nov-2023
Pivot 1 day 3 day
R1 81.39 81.41
PP 81.08 81.12
S1 80.77 80.83

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

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