NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary
Previous Current
01-Nov-2023 02-Nov-2023 Change Change % Previous Week
Open 79.95 79.50 -0.45 -0.6% 84.36
High 81.49 81.38 -0.11 -0.1% 84.68
Low 78.98 79.15 0.17 0.2% 80.15
Close 79.13 81.20 2.07 2.6% 83.05
Range 2.51 2.23 -0.28 -11.2% 4.53
ATR 2.32 2.31 0.00 -0.2% 0.00
Volume 60,902 57,813 -3,089 -5.1% 225,144
Daily Pivots for day following 02-Nov-2023
Classic Woodie Camarilla DeMark
R4 87.27 86.46 82.43
R3 85.04 84.23 81.81
R2 82.81 82.81 81.61
R1 82.00 82.00 81.40 82.41
PP 80.58 80.58 80.58 80.78
S1 79.77 79.77 81.00 80.18
S2 78.35 78.35 80.79
S3 76.12 77.54 80.59
S4 73.89 75.31 79.97
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 5.3% 2.43 3.0% 51% False False 46,639
10 85.71 78.98 6.73 8.3% 2.44 3.0% 33% False False 46,427
20 85.71 77.01 8.70 10.7% 2.27 2.8% 48% False False 46,740
40 86.68 76.93 9.75 12.0% 2.01 2.5% 44% False False 46,145
60 86.68 76.10 10.58 13.0% 1.83 2.3% 48% False False 38,831
80 86.68 72.18 14.50 17.9% 1.76 2.2% 62% False False 33,329
100 86.68 66.25 20.43 25.2% 1.75 2.2% 73% False False 29,917
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.86
2.618 87.22
1.618 84.99
1.000 83.61
0.618 82.76
HIGH 81.38
0.618 80.53
0.500 80.27
0.382 80.00
LOW 79.15
0.618 77.77
1.000 76.92
1.618 75.54
2.618 73.31
4.250 69.67
Fisher Pivots for day following 02-Nov-2023
Pivot 1 day 3 day
R1 80.89 80.88
PP 80.58 80.56
S1 80.27 80.24

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

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