NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 81.60 82.86 1.26 1.5% 82.84
High 83.25 83.17 -0.08 -0.1% 85.71
Low 80.15 80.64 0.49 0.6% 81.48
Close 83.08 81.19 -1.89 -2.3% 84.47
Range 3.10 2.53 -0.57 -18.4% 4.23
ATR 2.22 2.24 0.02 1.0% 0.00
Volume 61,651 39,087 -22,564 -36.6% 206,476
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.26 87.75 82.58
R3 86.73 85.22 81.89
R2 84.20 84.20 81.65
R1 82.69 82.69 81.42 82.18
PP 81.67 81.67 81.67 81.41
S1 80.16 80.16 80.96 79.65
S2 79.14 79.14 80.73
S3 76.61 77.63 80.49
S4 74.08 75.10 79.80
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 80.15 5.56 6.8% 2.44 3.0% 19% False False 46,215
10 85.71 79.30 6.41 7.9% 2.43 3.0% 29% False False 45,096
20 85.82 76.93 8.89 10.9% 2.30 2.8% 48% False False 46,571
40 86.68 76.93 9.75 12.0% 1.91 2.4% 44% False False 45,018
60 86.68 76.10 10.58 13.0% 1.77 2.2% 48% False False 36,553
80 86.68 68.87 17.81 21.9% 1.70 2.1% 69% False False 31,505
100 86.68 65.63 21.05 25.9% 1.73 2.1% 74% False False 28,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.92
2.618 89.79
1.618 87.26
1.000 85.70
0.618 84.73
HIGH 83.17
0.618 82.20
0.500 81.91
0.382 81.61
LOW 80.64
0.618 79.08
1.000 78.11
1.618 76.55
2.618 74.02
4.250 69.89
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 81.91 81.72
PP 81.67 81.54
S1 81.43 81.37

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

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