NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 81.80 80.35 -1.45 -1.8% 83.58
High 82.64 81.49 -1.15 -1.4% 83.58
Low 79.49 79.94 0.45 0.6% 79.49
Close 79.86 80.32 0.46 0.6% 79.86
Range 3.15 1.55 -1.60 -50.8% 4.09
ATR 2.51 2.44 -0.06 -2.5% 0.00
Volume 74,340 57,743 -16,597 -22.3% 329,867
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 85.23 84.33 81.17
R3 83.68 82.78 80.75
R2 82.13 82.13 80.60
R1 81.23 81.23 80.46 80.91
PP 80.58 80.58 80.58 80.42
S1 79.68 79.68 80.18 79.36
S2 79.03 79.03 80.04
S3 77.48 78.13 79.89
S4 75.93 76.58 79.47
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 82.64 79.49 3.15 3.9% 2.41 3.0% 26% False False 67,359
10 84.18 79.49 4.69 5.8% 2.63 3.3% 18% False False 63,235
20 86.93 79.37 7.56 9.4% 2.46 3.1% 13% False False 52,793
40 88.21 77.86 10.35 12.9% 2.20 2.7% 24% False False 47,096
60 88.21 76.43 11.78 14.7% 1.97 2.5% 33% False False 37,610
80 88.21 72.60 15.61 19.4% 1.87 2.3% 49% False False 30,921
100 88.21 67.07 21.14 26.3% 1.84 2.3% 63% False False 26,349
120 88.21 65.90 22.31 27.8% 1.86 2.3% 65% False False 22,707
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 19 trading days
Fibonacci Retracements and Extensions
4.250 88.08
2.618 85.55
1.618 84.00
1.000 83.04
0.618 82.45
HIGH 81.49
0.618 80.90
0.500 80.72
0.382 80.53
LOW 79.94
0.618 78.98
1.000 78.39
1.618 77.43
2.618 75.88
4.250 73.35
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 80.72 81.07
PP 80.58 80.82
S1 80.45 80.57

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

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