NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 82.98 83.23 0.25 0.3% 84.40
High 83.61 83.40 -0.21 -0.3% 86.47
Low 82.35 78.50 -3.85 -4.7% 82.91
Close 83.09 78.58 -4.51 -5.4% 83.88
Range 1.26 4.90 3.64 288.9% 3.56
ATR 1.60 1.84 0.24 14.7% 0.00
Volume 48,605 44,350 -4,255 -8.8% 250,449
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 94.86 91.62 81.28
R3 89.96 86.72 79.93
R2 85.06 85.06 79.48
R1 81.82 81.82 79.03 80.99
PP 80.16 80.16 80.16 79.75
S1 76.92 76.92 78.13 76.09
S2 75.26 75.26 77.68
S3 70.36 72.02 77.23
S4 65.46 67.12 75.89
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 78.50 7.97 10.1% 2.50 3.2% 1% False True 47,029
10 86.47 78.50 7.97 10.1% 2.07 2.6% 1% False True 47,960
20 86.68 78.50 8.18 10.4% 1.69 2.1% 1% False True 44,178
40 86.68 76.10 10.58 13.5% 1.58 2.0% 23% False False 34,313
60 86.68 72.18 14.50 18.5% 1.57 2.0% 44% False False 28,335
80 86.68 65.63 21.05 26.8% 1.62 2.1% 62% False False 25,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 104.23
2.618 96.23
1.618 91.33
1.000 88.30
0.618 86.43
HIGH 83.40
0.618 81.53
0.500 80.95
0.382 80.37
LOW 78.50
0.618 75.47
1.000 73.60
1.618 70.57
2.618 65.67
4.250 57.68
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 80.95 81.73
PP 80.16 80.68
S1 79.37 79.63

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

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