NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 84.84 84.61 -0.23 -0.3% 84.40
High 85.82 84.95 -0.87 -1.0% 86.47
Low 83.72 82.84 -0.88 -1.1% 82.91
Close 83.88 83.07 -0.81 -1.0% 83.88
Range 2.10 2.11 0.01 0.5% 3.56
ATR 1.59 1.63 0.04 2.3% 0.00
Volume 48,393 39,726 -8,667 -17.9% 250,449
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.95 88.62 84.23
R3 87.84 86.51 83.65
R2 85.73 85.73 83.46
R1 84.40 84.40 83.26 84.01
PP 83.62 83.62 83.62 83.43
S1 82.29 82.29 82.88 81.90
S2 81.51 81.51 82.68
S3 79.40 80.18 82.49
S4 77.29 78.07 81.91
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.10 93.05 85.84
R3 91.54 89.49 84.86
R2 87.98 87.98 84.53
R1 85.93 85.93 84.21 85.18
PP 84.42 84.42 84.42 84.04
S1 82.37 82.37 83.55 81.62
S2 80.86 80.86 83.23
S3 77.30 78.81 82.90
S4 73.74 75.25 81.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.47 82.84 3.63 4.4% 1.98 2.4% 6% False True 49,790
10 86.68 82.84 3.84 4.6% 1.72 2.1% 6% False True 49,109
20 86.68 81.46 5.22 6.3% 1.57 1.9% 31% False False 43,803
40 86.68 76.10 10.58 12.7% 1.52 1.8% 66% False False 32,768
60 86.68 70.84 15.84 19.1% 1.51 1.8% 77% False False 27,360
80 86.68 65.63 21.05 25.3% 1.60 1.9% 83% False False 24,745
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.92
2.618 90.47
1.618 88.36
1.000 87.06
0.618 86.25
HIGH 84.95
0.618 84.14
0.500 83.90
0.382 83.65
LOW 82.84
0.618 81.54
1.000 80.73
1.618 79.43
2.618 77.32
4.250 73.87
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 83.90 84.66
PP 83.62 84.13
S1 83.35 83.60

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

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