NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 82.86 81.38 -1.48 -1.8% 84.36
High 83.17 83.30 0.13 0.2% 84.68
Low 80.64 81.10 0.46 0.6% 80.15
Close 81.19 83.05 1.86 2.3% 83.05
Range 2.53 2.20 -0.33 -13.0% 4.53
ATR 2.24 2.23 0.00 -0.1% 0.00
Volume 39,087 31,347 -7,740 -19.8% 225,144
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.08 88.27 84.26
R3 86.88 86.07 83.66
R2 84.68 84.68 83.45
R1 83.87 83.87 83.25 84.28
PP 82.48 82.48 82.48 82.69
S1 81.67 81.67 82.85 82.08
S2 80.28 80.28 82.65
S3 78.08 79.47 82.45
S4 75.88 77.27 81.84
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 96.22 94.16 85.54
R3 91.69 89.63 84.30
R2 87.16 87.16 83.88
R1 85.10 85.10 83.47 83.87
PP 82.63 82.63 82.63 82.01
S1 80.57 80.57 82.63 79.34
S2 78.10 78.10 82.22
S3 73.57 76.04 81.80
S4 69.04 71.51 80.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.68 80.15 4.53 5.5% 2.55 3.1% 64% False False 45,028
10 85.71 80.15 5.56 6.7% 2.27 2.7% 52% False False 43,162
20 85.71 76.93 8.78 10.6% 2.30 2.8% 70% False False 45,719
40 86.68 76.93 9.75 11.7% 1.93 2.3% 63% False False 44,897
60 86.68 76.10 10.58 12.7% 1.77 2.1% 66% False False 36,736
80 86.68 69.72 16.96 20.4% 1.71 2.1% 79% False False 31,700
100 86.68 65.63 21.05 25.3% 1.74 2.1% 83% False False 28,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.61
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.65
2.618 89.06
1.618 86.86
1.000 85.50
0.618 84.66
HIGH 83.30
0.618 82.46
0.500 82.20
0.382 81.94
LOW 81.10
0.618 79.74
1.000 78.90
1.618 77.54
2.618 75.34
4.250 71.75
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 82.77 82.61
PP 82.48 82.17
S1 82.20 81.73

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

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