NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 84.36 83.09 -1.27 -1.5% 82.84
High 84.68 83.28 -1.40 -1.7% 85.71
Low 82.43 80.62 -1.81 -2.2% 81.48
Close 82.51 81.39 -1.12 -1.4% 84.47
Range 2.25 2.66 0.41 18.2% 4.23
ATR 2.11 2.15 0.04 1.9% 0.00
Volume 32,317 60,742 28,425 88.0% 206,476
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.74 88.23 82.85
R3 87.08 85.57 82.12
R2 84.42 84.42 81.88
R1 82.91 82.91 81.63 82.34
PP 81.76 81.76 81.76 81.48
S1 80.25 80.25 81.15 79.68
S2 79.10 79.10 80.90
S3 76.44 77.59 80.66
S4 73.78 74.93 79.93
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 80.62 5.09 6.3% 2.31 2.8% 15% False True 47,893
10 85.71 78.59 7.12 8.7% 2.29 2.8% 39% False False 46,207
20 86.47 76.93 9.54 11.7% 2.21 2.7% 47% False False 48,013
40 86.68 76.93 9.75 12.0% 1.83 2.3% 46% False False 43,385
60 86.68 76.10 10.58 13.0% 1.75 2.1% 50% False False 35,441
80 86.68 68.61 18.07 22.2% 1.67 2.1% 71% False False 30,649
100 86.68 65.63 21.05 25.9% 1.71 2.1% 75% False False 27,758
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 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.59
2.618 90.24
1.618 87.58
1.000 85.94
0.618 84.92
HIGH 83.28
0.618 82.26
0.500 81.95
0.382 81.64
LOW 80.62
0.618 78.98
1.000 77.96
1.618 76.32
2.618 73.66
4.250 69.32
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 81.95 83.17
PP 81.76 82.57
S1 81.58 81.98

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

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