NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 83.84 85.05 1.21 1.4% 82.84
High 85.53 85.71 0.18 0.2% 85.71
Low 82.50 84.03 1.53 1.9% 81.48
Close 84.69 84.47 -0.22 -0.3% 84.47
Range 3.03 1.68 -1.35 -44.6% 4.23
ATR 2.13 2.10 -0.03 -1.5% 0.00
Volume 69,308 37,279 -32,029 -46.2% 206,476
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.78 88.80 85.39
R3 88.10 87.12 84.93
R2 86.42 86.42 84.78
R1 85.44 85.44 84.62 85.09
PP 84.74 84.74 84.74 84.56
S1 83.76 83.76 84.32 83.41
S2 83.06 83.06 84.16
S3 81.38 82.08 84.01
S4 79.70 80.40 83.55
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 96.58 94.75 86.80
R3 92.35 90.52 85.63
R2 88.12 88.12 85.25
R1 86.29 86.29 84.86 87.21
PP 83.89 83.89 83.89 84.34
S1 82.06 82.06 84.08 82.98
S2 79.66 79.66 83.69
S3 75.43 77.83 83.31
S4 71.20 73.60 82.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.71 81.48 4.23 5.0% 1.99 2.4% 71% True False 41,295
10 85.71 78.59 7.12 8.4% 2.16 2.6% 83% True False 45,842
20 86.47 76.93 9.54 11.3% 2.11 2.5% 79% False False 46,984
40 86.68 76.37 10.31 12.2% 1.78 2.1% 79% False False 41,976
60 86.68 76.10 10.58 12.5% 1.71 2.0% 79% False False 34,356
80 86.68 68.53 18.15 21.5% 1.64 1.9% 88% False False 29,867
100 86.68 65.63 21.05 24.9% 1.71 2.0% 90% False False 27,071
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.85
2.618 90.11
1.618 88.43
1.000 87.39
0.618 86.75
HIGH 85.71
0.618 85.07
0.500 84.87
0.382 84.67
LOW 84.03
0.618 82.99
1.000 82.35
1.618 81.31
2.618 79.63
4.250 76.89
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 84.87 84.35
PP 84.74 84.23
S1 84.60 84.11

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

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