NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 81.38 82.78 1.40 1.7% 84.36
High 83.30 82.78 -0.52 -0.6% 84.68
Low 81.10 79.83 -1.27 -1.6% 80.15
Close 83.05 80.34 -2.71 -3.3% 83.05
Range 2.20 2.95 0.75 34.1% 4.53
ATR 2.23 2.31 0.07 3.1% 0.00
Volume 31,347 36,106 4,759 15.2% 225,144
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 89.83 88.04 81.96
R3 86.88 85.09 81.15
R2 83.93 83.93 80.88
R1 82.14 82.14 80.61 81.56
PP 80.98 80.98 80.98 80.70
S1 79.19 79.19 80.07 78.61
S2 78.03 78.03 79.80
S3 75.08 76.24 79.53
S4 72.13 73.29 78.72
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 83.30 79.83 3.47 4.3% 2.69 3.3% 15% False True 45,786
10 85.71 79.83 5.88 7.3% 2.41 3.0% 9% False True 44,301
20 85.71 76.93 8.78 10.9% 2.34 2.9% 39% False False 45,538
40 86.68 76.93 9.75 12.1% 1.96 2.4% 35% False False 44,670
60 86.68 76.10 10.58 13.2% 1.80 2.2% 40% False False 37,025
80 86.68 70.84 15.84 19.7% 1.72 2.1% 60% False False 31,904
100 86.68 65.63 21.05 26.2% 1.75 2.2% 70% False False 28,904
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 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.32
2.618 90.50
1.618 87.55
1.000 85.73
0.618 84.60
HIGH 82.78
0.618 81.65
0.500 81.31
0.382 80.96
LOW 79.83
0.618 78.01
1.000 76.88
1.618 75.06
2.618 72.11
4.250 67.29
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 81.31 81.57
PP 80.98 81.16
S1 80.66 80.75

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

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