NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 79.33 82.84 3.51 4.4% 79.15
High 83.08 83.35 0.27 0.3% 83.08
Low 79.30 81.79 2.49 3.1% 78.59
Close 82.92 82.04 -0.88 -1.1% 82.92
Range 3.78 1.56 -2.22 -58.7% 4.49
ATR 2.08 2.04 -0.04 -1.8% 0.00
Volume 50,687 24,713 -25,974 -51.2% 251,952
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 87.07 86.12 82.90
R3 85.51 84.56 82.47
R2 83.95 83.95 82.33
R1 83.00 83.00 82.18 82.70
PP 82.39 82.39 82.39 82.24
S1 81.44 81.44 81.90 81.14
S2 80.83 80.83 81.75
S3 79.27 79.88 81.61
S4 77.71 78.32 81.18
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 83.35 78.59 4.76 5.8% 2.12 2.6% 72% True False 46,264
10 83.61 76.93 6.68 8.1% 2.28 2.8% 76% False False 46,774
20 86.68 76.93 9.75 11.9% 2.00 2.4% 52% False False 47,942
40 86.68 76.10 10.58 12.9% 1.71 2.1% 56% False False 39,794
60 86.68 74.34 12.34 15.0% 1.66 2.0% 62% False False 32,510
80 86.68 66.88 19.80 24.1% 1.62 2.0% 77% False False 28,449
Crabel Price Patterns
NR True
NR4 True
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 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.98
2.618 87.43
1.618 85.87
1.000 84.91
0.618 84.31
HIGH 83.35
0.618 82.75
0.500 82.57
0.382 82.39
LOW 81.79
0.618 80.83
1.000 80.23
1.618 79.27
2.618 77.71
4.250 75.16
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 82.57 81.70
PP 82.39 81.37
S1 82.22 81.03

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

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