NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 83.23 78.82 -4.41 -5.3% 84.40
High 83.40 79.28 -4.12 -4.9% 86.47
Low 78.50 76.93 -1.57 -2.0% 82.91
Close 78.58 77.33 -1.25 -1.6% 83.88
Range 4.90 2.35 -2.55 -52.0% 3.56
ATR 1.84 1.87 0.04 2.0% 0.00
Volume 44,350 48,746 4,396 9.9% 250,449
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 84.90 83.46 78.62
R3 82.55 81.11 77.98
R2 80.20 80.20 77.76
R1 78.76 78.76 77.55 78.31
PP 77.85 77.85 77.85 77.62
S1 76.41 76.41 77.11 75.96
S2 75.50 75.50 76.90
S3 73.15 74.06 76.68
S4 70.80 71.71 76.04
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 85.82 76.93 8.89 11.5% 2.54 3.3% 4% False True 45,964
10 86.47 76.93 9.54 12.3% 2.11 2.7% 4% False True 49,181
20 86.68 76.93 9.75 12.6% 1.75 2.3% 4% False True 45,550
40 86.68 76.10 10.58 13.7% 1.61 2.1% 12% False False 34,876
60 86.68 72.18 14.50 18.8% 1.59 2.1% 36% False False 28,858
80 86.68 66.25 20.43 26.4% 1.62 2.1% 54% False False 25,711
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.27
2.618 85.43
1.618 83.08
1.000 81.63
0.618 80.73
HIGH 79.28
0.618 78.38
0.500 78.11
0.382 77.83
LOW 76.93
0.618 75.48
1.000 74.58
1.618 73.13
2.618 70.78
4.250 66.94
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 78.11 80.27
PP 77.85 79.29
S1 77.59 78.31

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

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