NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 03-Nov-2023
Day Change Summary
Previous Current
02-Nov-2023 03-Nov-2023 Change Change % Previous Week
Open 79.97 81.80 1.83 2.3% 83.58
High 81.93 82.64 0.71 0.9% 83.58
Low 79.60 79.49 -0.11 -0.1% 79.49
Close 81.70 79.86 -1.84 -2.3% 79.86
Range 2.33 3.15 0.82 35.2% 4.09
ATR 2.46 2.51 0.05 2.0% 0.00
Volume 77,906 74,340 -3,566 -4.6% 329,867
Daily Pivots for day following 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 90.11 88.14 81.59
R3 86.96 84.99 80.73
R2 83.81 83.81 80.44
R1 81.84 81.84 80.15 81.25
PP 80.66 80.66 80.66 80.37
S1 78.69 78.69 79.57 78.10
S2 77.51 77.51 79.28
S3 74.36 75.54 78.99
S4 71.21 72.39 78.13
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 93.25 90.64 82.11
R3 89.16 86.55 80.98
R2 85.07 85.07 80.61
R1 82.46 82.46 80.23 81.72
PP 80.98 80.98 80.98 80.61
S1 78.37 78.37 79.49 77.63
S2 76.89 76.89 79.11
S3 72.80 74.28 78.74
S4 68.71 70.19 77.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.58 79.49 4.09 5.1% 2.72 3.4% 9% False True 65,973
10 85.76 79.49 6.27 7.9% 2.72 3.4% 6% False True 61,969
20 86.93 79.37 7.56 9.5% 2.51 3.1% 6% False False 52,271
40 88.21 77.86 10.35 13.0% 2.19 2.7% 19% False False 46,277
60 88.21 76.43 11.78 14.8% 1.96 2.5% 29% False False 36,829
80 88.21 72.60 15.61 19.5% 1.87 2.3% 47% False False 30,316
100 88.21 67.07 21.14 26.5% 1.85 2.3% 61% False False 25,822
120 88.21 65.90 22.31 27.9% 1.86 2.3% 63% False False 22,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.03
2.618 90.89
1.618 87.74
1.000 85.79
0.618 84.59
HIGH 82.64
0.618 81.44
0.500 81.07
0.382 80.69
LOW 79.49
0.618 77.54
1.000 76.34
1.618 74.39
2.618 71.24
4.250 66.10
Fisher Pivots for day following 03-Nov-2023
Pivot 1 day 3 day
R1 81.07 81.07
PP 80.66 80.66
S1 80.26 80.26

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

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