NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 82.78 80.65 -2.13 -2.6% 84.36
High 82.78 81.47 -1.31 -1.6% 84.68
Low 79.83 79.21 -0.62 -0.8% 80.15
Close 80.34 79.42 -0.92 -1.1% 83.05
Range 2.95 2.26 -0.69 -23.4% 4.53
ATR 2.31 2.30 0.00 -0.1% 0.00
Volume 36,106 47,030 10,924 30.3% 225,144
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 86.81 85.38 80.66
R3 84.55 83.12 80.04
R2 82.29 82.29 79.83
R1 80.86 80.86 79.63 80.45
PP 80.03 80.03 80.03 79.83
S1 78.60 78.60 79.21 78.19
S2 77.77 77.77 79.01
S3 75.51 76.34 78.80
S4 73.25 74.08 78.18
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 79.21 4.09 5.1% 2.61 3.3% 5% False True 43,044
10 85.71 79.21 6.50 8.2% 2.46 3.1% 3% False True 45,468
20 85.71 76.93 8.78 11.1% 2.39 3.0% 28% False False 45,459
40 86.68 76.93 9.75 12.3% 1.96 2.5% 26% False False 44,579
60 86.68 76.10 10.58 13.3% 1.81 2.3% 31% False False 37,546
80 86.68 71.22 15.46 19.5% 1.74 2.2% 53% False False 32,296
100 86.68 65.63 21.05 26.5% 1.74 2.2% 66% False False 29,115
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.08
2.618 87.39
1.618 85.13
1.000 83.73
0.618 82.87
HIGH 81.47
0.618 80.61
0.500 80.34
0.382 80.07
LOW 79.21
0.618 77.81
1.000 76.95
1.618 75.55
2.618 73.29
4.250 69.61
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 80.34 81.26
PP 80.03 80.64
S1 79.73 80.03

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

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