NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 80.44 79.31 -1.13 -1.4% 84.61
High 80.90 80.63 -0.27 -0.3% 84.95
Low 78.59 78.71 0.12 0.2% 76.93
Close 79.21 79.04 -0.17 -0.2% 77.71
Range 2.31 1.92 -0.39 -16.9% 8.02
ATR 1.93 1.93 0.00 0.0% 0.00
Volume 56,238 55,614 -624 -1.1% 230,810
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 85.22 84.05 80.10
R3 83.30 82.13 79.57
R2 81.38 81.38 79.39
R1 80.21 80.21 79.22 79.84
PP 79.46 79.46 79.46 79.27
S1 78.29 78.29 78.86 77.92
S2 77.54 77.54 78.69
S3 75.62 76.37 78.51
S4 73.70 74.45 77.98
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 77.01 4.56 5.8% 1.79 2.3% 45% False False 50,129
10 85.82 76.93 8.89 11.2% 2.17 2.7% 24% False False 48,046
20 86.68 76.93 9.75 12.3% 1.87 2.4% 22% False False 49,349
40 86.68 76.10 10.58 13.4% 1.66 2.1% 28% False False 39,107
60 86.68 73.05 13.63 17.2% 1.62 2.0% 44% False False 31,723
80 86.68 66.88 19.80 25.1% 1.61 2.0% 61% False False 27,967
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.79
2.618 85.66
1.618 83.74
1.000 82.55
0.618 81.82
HIGH 80.63
0.618 79.90
0.500 79.67
0.382 79.44
LOW 78.71
0.618 77.52
1.000 76.79
1.618 75.60
2.618 73.68
4.250 70.55
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 79.67 79.75
PP 79.46 79.51
S1 79.25 79.28

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

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