NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 03-Nov-2023
Day Change Summary
Previous Current
02-Nov-2023 03-Nov-2023 Change Change % Previous Week
Open 79.50 81.26 1.76 2.2% 82.78
High 81.38 82.04 0.66 0.8% 82.78
Low 79.15 79.12 -0.03 0.0% 78.98
Close 81.20 79.46 -1.74 -2.1% 79.46
Range 2.23 2.92 0.69 30.9% 3.80
ATR 2.31 2.36 0.04 1.9% 0.00
Volume 57,813 51,077 -6,736 -11.7% 252,928
Daily Pivots for day following 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 88.97 87.13 81.07
R3 86.05 84.21 80.26
R2 83.13 83.13 80.00
R1 81.29 81.29 79.73 80.75
PP 80.21 80.21 80.21 79.94
S1 78.37 78.37 79.19 77.83
S2 77.29 77.29 78.92
S3 74.37 75.45 78.66
S4 71.45 72.53 77.85
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 91.81 89.43 81.55
R3 88.01 85.63 80.51
R2 84.21 84.21 80.16
R1 81.83 81.83 79.81 81.12
PP 80.41 80.41 80.41 80.05
S1 78.03 78.03 79.11 77.32
S2 76.61 76.61 78.76
S3 72.81 74.23 78.42
S4 69.01 70.43 77.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.78 78.98 3.80 4.8% 2.57 3.2% 13% False False 50,585
10 84.68 78.98 5.70 7.2% 2.56 3.2% 8% False False 47,807
20 85.71 78.59 7.12 9.0% 2.36 3.0% 12% False False 46,825
40 86.68 76.93 9.75 12.3% 2.05 2.6% 26% False False 46,457
60 86.68 76.10 10.58 13.3% 1.86 2.3% 32% False False 39,398
80 86.68 72.18 14.50 18.2% 1.78 2.2% 50% False False 33,673
100 86.68 66.88 19.80 24.9% 1.76 2.2% 64% False False 30,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.55
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.45
2.618 89.68
1.618 86.76
1.000 84.96
0.618 83.84
HIGH 82.04
0.618 80.92
0.500 80.58
0.382 80.24
LOW 79.12
0.618 77.32
1.000 76.20
1.618 74.40
2.618 71.48
4.250 66.71
Fisher Pivots for day following 03-Nov-2023
Pivot 1 day 3 day
R1 80.58 80.51
PP 80.21 80.16
S1 79.83 79.81

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

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