NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 84.61 82.98 -1.63 -1.9% 84.40
High 84.95 83.61 -1.34 -1.6% 86.47
Low 82.84 82.35 -0.49 -0.6% 82.91
Close 83.07 83.09 0.02 0.0% 83.88
Range 2.11 1.26 -0.85 -40.3% 3.56
ATR 1.63 1.60 -0.03 -1.6% 0.00
Volume 39,726 48,605 8,879 22.4% 250,449
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 86.80 86.20 83.78
R3 85.54 84.94 83.44
R2 84.28 84.28 83.32
R1 83.68 83.68 83.21 83.98
PP 83.02 83.02 83.02 83.17
S1 82.42 82.42 82.97 82.72
S2 81.76 81.76 82.86
S3 80.50 81.16 82.74
S4 79.24 79.90 82.40
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 82.35 4.12 5.0% 1.86 2.2% 18% False True 53,260
10 86.47 82.35 4.12 5.0% 1.72 2.1% 18% False True 47,411
20 86.68 82.33 4.35 5.2% 1.52 1.8% 17% False False 43,699
40 86.68 76.10 10.58 12.7% 1.52 1.8% 66% False False 33,590
60 86.68 71.22 15.46 18.6% 1.52 1.8% 77% False False 27,909
80 86.68 65.63 21.05 25.3% 1.58 1.9% 83% False False 25,029
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.97
2.618 86.91
1.618 85.65
1.000 84.87
0.618 84.39
HIGH 83.61
0.618 83.13
0.500 82.98
0.382 82.83
LOW 82.35
0.618 81.57
1.000 81.09
1.618 80.31
2.618 79.05
4.250 77.00
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 83.05 84.09
PP 83.02 83.75
S1 82.98 83.42

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

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