NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 13-Oct-2023
Day Change Summary
Previous Current
12-Oct-2023 13-Oct-2023 Change Change % Previous Week
Open 79.31 79.33 0.02 0.0% 79.15
High 80.63 83.08 2.45 3.0% 83.08
Low 78.71 79.30 0.59 0.7% 78.59
Close 79.04 82.92 3.88 4.9% 82.92
Range 1.92 3.78 1.86 96.9% 4.49
ATR 1.93 2.08 0.15 7.8% 0.00
Volume 55,614 50,687 -4,927 -8.9% 251,952
Daily Pivots for day following 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 93.11 91.79 85.00
R3 89.33 88.01 83.96
R2 85.55 85.55 83.61
R1 84.23 84.23 83.27 84.89
PP 81.77 81.77 81.77 82.10
S1 80.45 80.45 82.57 81.11
S2 77.99 77.99 82.23
S3 74.21 76.67 81.88
S4 70.43 72.89 80.84
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 95.00 93.45 85.39
R3 90.51 88.96 84.15
R2 86.02 86.02 83.74
R1 84.47 84.47 83.33 85.25
PP 81.53 81.53 81.53 81.92
S1 79.98 79.98 82.51 80.76
S2 77.04 77.04 82.10
S3 72.55 75.49 81.69
S4 68.06 71.00 80.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.08 78.59 4.49 5.4% 2.33 2.8% 96% True False 50,390
10 84.95 76.93 8.02 9.7% 2.34 2.8% 75% False False 48,276
20 86.68 76.93 9.75 11.8% 1.98 2.4% 61% False False 49,420
40 86.68 76.10 10.58 12.8% 1.71 2.1% 64% False False 39,864
60 86.68 73.96 12.72 15.3% 1.66 2.0% 70% False False 32,351
80 86.68 66.88 19.80 23.9% 1.63 2.0% 81% False False 28,461
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 0.33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.15
2.618 92.98
1.618 89.20
1.000 86.86
0.618 85.42
HIGH 83.08
0.618 81.64
0.500 81.19
0.382 80.74
LOW 79.30
0.618 76.96
1.000 75.52
1.618 73.18
2.618 69.40
4.250 63.24
Fisher Pivots for day following 13-Oct-2023
Pivot 1 day 3 day
R1 82.34 82.23
PP 81.77 81.53
S1 81.19 80.84

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

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