NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 80.65 79.95 -0.70 -0.9% 84.36
High 81.47 81.49 0.02 0.0% 84.68
Low 79.21 78.98 -0.23 -0.3% 80.15
Close 79.42 79.13 -0.29 -0.4% 83.05
Range 2.26 2.51 0.25 11.1% 4.53
ATR 2.30 2.32 0.01 0.6% 0.00
Volume 47,030 60,902 13,872 29.5% 225,144
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 87.40 85.77 80.51
R3 84.89 83.26 79.82
R2 82.38 82.38 79.59
R1 80.75 80.75 79.36 80.31
PP 79.87 79.87 79.87 79.65
S1 78.24 78.24 78.90 77.80
S2 77.36 77.36 78.67
S3 74.85 75.73 78.44
S4 72.34 73.22 77.75
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 78.98 4.32 5.5% 2.49 3.1% 3% False True 42,894
10 85.71 78.98 6.73 8.5% 2.52 3.2% 2% False True 47,576
20 85.71 76.93 8.78 11.1% 2.28 2.9% 25% False False 46,286
40 86.68 76.93 9.75 12.3% 1.98 2.5% 23% False False 45,232
60 86.68 76.10 10.58 13.4% 1.81 2.3% 29% False False 38,304
80 86.68 72.18 14.50 18.3% 1.75 2.2% 48% False False 32,823
100 86.68 65.63 21.05 26.6% 1.75 2.2% 64% False False 29,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.16
2.618 88.06
1.618 85.55
1.000 84.00
0.618 83.04
HIGH 81.49
0.618 80.53
0.500 80.24
0.382 79.94
LOW 78.98
0.618 77.43
1.000 76.47
1.618 74.92
2.618 72.41
4.250 68.31
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 80.24 80.88
PP 79.87 80.30
S1 79.50 79.71

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

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