NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 81.26 79.85 -1.41 -1.7% 82.78
High 82.04 81.07 -0.97 -1.2% 82.78
Low 79.12 79.58 0.46 0.6% 78.98
Close 79.46 79.99 0.53 0.7% 79.46
Range 2.92 1.49 -1.43 -49.0% 3.80
ATR 2.36 2.30 -0.05 -2.3% 0.00
Volume 51,077 42,125 -8,952 -17.5% 252,928
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 84.68 83.83 80.81
R3 83.19 82.34 80.40
R2 81.70 81.70 80.26
R1 80.85 80.85 80.13 81.28
PP 80.21 80.21 80.21 80.43
S1 79.36 79.36 79.85 79.79
S2 78.72 78.72 79.72
S3 77.23 77.87 79.58
S4 75.74 76.38 79.17
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 82.04 78.98 3.06 3.8% 2.28 2.9% 33% False False 51,789
10 83.30 78.98 4.32 5.4% 2.49 3.1% 23% False False 48,788
20 85.71 78.59 7.12 8.9% 2.30 2.9% 20% False False 46,664
40 86.68 76.93 9.75 12.2% 2.06 2.6% 31% False False 46,699
60 86.68 76.10 10.58 13.2% 1.87 2.3% 37% False False 39,791
80 86.68 72.18 14.50 18.1% 1.78 2.2% 54% False False 34,025
100 86.68 66.88 19.80 24.8% 1.76 2.2% 66% False False 30,492
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 87.40
2.618 84.97
1.618 83.48
1.000 82.56
0.618 81.99
HIGH 81.07
0.618 80.50
0.500 80.33
0.382 80.15
LOW 79.58
0.618 78.66
1.000 78.09
1.618 77.17
2.618 75.68
4.250 73.25
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 80.33 80.58
PP 80.21 80.38
S1 80.10 80.19

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

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