NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 85.05 84.36 -0.69 -0.8% 82.84
High 85.71 84.68 -1.03 -1.2% 85.71
Low 84.03 82.43 -1.60 -1.9% 81.48
Close 84.47 82.51 -1.96 -2.3% 84.47
Range 1.68 2.25 0.57 33.9% 4.23
ATR 2.10 2.11 0.01 0.5% 0.00
Volume 37,279 32,317 -4,962 -13.3% 206,476
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.96 88.48 83.75
R3 87.71 86.23 83.13
R2 85.46 85.46 82.92
R1 83.98 83.98 82.72 83.60
PP 83.21 83.21 83.21 83.01
S1 81.73 81.73 82.30 81.35
S2 80.96 80.96 82.10
S3 78.71 79.48 81.89
S4 76.46 77.23 81.27
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 5.1% 2.13 2.6% 24% False False 42,816
10 85.71 78.59 7.12 8.6% 2.12 2.6% 55% False False 44,540
20 86.47 76.93 9.54 11.6% 2.17 2.6% 58% False False 46,539
40 86.68 76.93 9.75 11.8% 1.79 2.2% 57% False False 42,149
60 86.68 76.10 10.58 12.8% 1.73 2.1% 61% False False 34,625
80 86.68 68.61 18.07 21.9% 1.65 2.0% 77% False False 30,128
100 86.68 65.63 21.05 25.5% 1.71 2.1% 80% False False 27,267
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.24
2.618 90.57
1.618 88.32
1.000 86.93
0.618 86.07
HIGH 84.68
0.618 83.82
0.500 83.56
0.382 83.29
LOW 82.43
0.618 81.04
1.000 80.18
1.618 78.79
2.618 76.54
4.250 72.87
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 83.56 84.07
PP 83.21 83.55
S1 82.86 83.03

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

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