NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 80.60 80.44 -0.16 -0.2% 84.61
High 80.71 80.90 0.19 0.2% 84.95
Low 79.67 78.59 -1.08 -1.4% 76.93
Close 80.31 79.21 -1.10 -1.4% 77.71
Range 1.04 2.31 1.27 122.1% 8.02
ATR 1.90 1.93 0.03 1.5% 0.00
Volume 44,068 56,238 12,170 27.6% 230,810
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 86.50 85.16 80.48
R3 84.19 82.85 79.85
R2 81.88 81.88 79.63
R1 80.54 80.54 79.42 80.06
PP 79.57 79.57 79.57 79.32
S1 78.23 78.23 79.00 77.75
S2 77.26 77.26 78.79
S3 74.95 75.92 78.57
S4 72.64 73.61 77.94
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 81.57 76.93 4.64 5.9% 1.88 2.4% 49% False False 48,756
10 86.47 76.93 9.54 12.0% 2.19 2.8% 24% False False 47,892
20 86.68 76.93 9.75 12.3% 1.86 2.3% 23% False False 48,308
40 86.68 76.10 10.58 13.4% 1.66 2.1% 29% False False 38,134
60 86.68 73.05 13.63 17.2% 1.61 2.0% 45% False False 31,062
80 86.68 66.88 19.80 25.0% 1.61 2.0% 62% False False 27,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.72
2.618 86.95
1.618 84.64
1.000 83.21
0.618 82.33
HIGH 80.90
0.618 80.02
0.500 79.75
0.382 79.47
LOW 78.59
0.618 77.16
1.000 76.28
1.618 74.85
2.618 72.54
4.250 68.77
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 79.75 80.08
PP 79.57 79.79
S1 79.39 79.50

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

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