NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary
Previous Current
16-Oct-2023 17-Oct-2023 Change Change % Previous Week
Open 82.84 82.34 -0.50 -0.6% 79.15
High 83.35 83.23 -0.12 -0.1% 83.08
Low 81.79 81.48 -0.31 -0.4% 78.59
Close 82.04 82.42 0.38 0.5% 82.92
Range 1.56 1.75 0.19 12.2% 4.49
ATR 2.04 2.02 -0.02 -1.0% 0.00
Volume 24,713 35,355 10,642 43.1% 251,952
Daily Pivots for day following 17-Oct-2023
Classic Woodie Camarilla DeMark
R4 87.63 86.77 83.38
R3 85.88 85.02 82.90
R2 84.13 84.13 82.74
R1 83.27 83.27 82.58 83.70
PP 82.38 82.38 82.38 82.59
S1 81.52 81.52 82.26 81.95
S2 80.63 80.63 82.10
S3 78.88 79.77 81.94
S4 77.13 78.02 81.46
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% 2.26 2.7% 80% False False 44,521
10 83.40 76.93 6.47 7.9% 2.33 2.8% 85% False False 45,449
20 86.47 76.93 9.54 11.6% 2.03 2.5% 58% False False 46,430
40 86.68 76.10 10.58 12.8% 1.73 2.1% 60% False False 40,216
60 86.68 75.80 10.88 13.2% 1.66 2.0% 61% False False 32,782
80 86.68 67.32 19.36 23.5% 1.62 2.0% 78% False False 28,699
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.67
2.618 87.81
1.618 86.06
1.000 84.98
0.618 84.31
HIGH 83.23
0.618 82.56
0.500 82.36
0.382 82.15
LOW 81.48
0.618 80.40
1.000 79.73
1.618 78.65
2.618 76.90
4.250 74.04
Fisher Pivots for day following 17-Oct-2023
Pivot 1 day 3 day
R1 82.40 82.06
PP 82.38 81.69
S1 82.36 81.33

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

View Archives - Comment on this page... - Back to Index of Symbols