NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 09-Oct-2023
Day Change Summary
Previous Current
06-Oct-2023 09-Oct-2023 Change Change % Previous Week
Open 77.75 79.15 1.40 1.8% 84.61
High 78.13 81.57 3.44 4.4% 84.95
Low 77.01 78.99 1.98 2.6% 76.93
Close 77.71 80.51 2.80 3.6% 77.71
Range 1.12 2.58 1.46 130.4% 8.02
ATR 1.82 1.97 0.15 8.0% 0.00
Volume 49,383 45,345 -4,038 -8.2% 230,810
Daily Pivots for day following 09-Oct-2023
Classic Woodie Camarilla DeMark
R4 88.10 86.88 81.93
R3 85.52 84.30 81.22
R2 82.94 82.94 80.98
R1 81.72 81.72 80.75 82.33
PP 80.36 80.36 80.36 80.66
S1 79.14 79.14 80.27 79.75
S2 77.78 77.78 80.04
S3 75.20 76.56 79.80
S4 72.62 73.98 79.09
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 103.92 98.84 82.12
R3 95.90 90.82 79.92
R2 87.88 87.88 79.18
R1 82.80 82.80 78.45 81.33
PP 79.86 79.86 79.86 79.13
S1 74.78 74.78 76.97 73.31
S2 71.84 71.84 76.24
S3 63.82 66.76 75.50
S4 55.80 58.74 73.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.61 76.93 6.68 8.3% 2.44 3.0% 54% False False 47,285
10 86.47 76.93 9.54 11.8% 2.21 2.7% 38% False False 48,538
20 86.68 76.93 9.75 12.1% 1.81 2.3% 37% False False 46,735
40 86.68 76.10 10.58 13.1% 1.65 2.0% 42% False False 36,354
60 86.68 72.18 14.50 18.0% 1.61 2.0% 57% False False 29,812
80 86.68 66.88 19.80 24.6% 1.62 2.0% 69% False False 26,450
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 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.54
2.618 88.32
1.618 85.74
1.000 84.15
0.618 83.16
HIGH 81.57
0.618 80.58
0.500 80.28
0.382 79.98
LOW 78.99
0.618 77.40
1.000 76.41
1.618 74.82
2.618 72.24
4.250 68.03
Fisher Pivots for day following 09-Oct-2023
Pivot 1 day 3 day
R1 80.43 80.09
PP 80.36 79.67
S1 80.28 79.25

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

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