NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 07-Nov-2023
Day Change Summary
Previous Current
06-Nov-2023 07-Nov-2023 Change Change % Previous Week
Open 79.85 80.04 0.19 0.2% 82.78
High 81.07 80.08 -0.99 -1.2% 82.78
Low 79.58 76.54 -3.04 -3.8% 78.98
Close 79.99 76.73 -3.26 -4.1% 79.46
Range 1.49 3.54 2.05 137.6% 3.80
ATR 2.30 2.39 0.09 3.8% 0.00
Volume 42,125 62,741 20,616 48.9% 252,928
Daily Pivots for day following 07-Nov-2023
Classic Woodie Camarilla DeMark
R4 88.40 86.11 78.68
R3 84.86 82.57 77.70
R2 81.32 81.32 77.38
R1 79.03 79.03 77.05 78.41
PP 77.78 77.78 77.78 77.47
S1 75.49 75.49 76.41 74.87
S2 74.24 74.24 76.08
S3 70.70 71.95 75.76
S4 67.16 68.41 74.78
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 76.54 5.50 7.2% 2.54 3.3% 3% False True 54,931
10 83.30 76.54 6.76 8.8% 2.57 3.4% 3% False True 48,987
20 85.71 76.54 9.17 12.0% 2.43 3.2% 2% False True 47,597
40 86.68 76.54 10.14 13.2% 2.11 2.7% 2% False True 47,257
60 86.68 76.10 10.58 13.8% 1.91 2.5% 6% False False 40,598
80 86.68 72.31 14.37 18.7% 1.80 2.3% 31% False False 34,657
100 86.68 66.88 19.80 25.8% 1.76 2.3% 50% False False 30,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 95.13
2.618 89.35
1.618 85.81
1.000 83.62
0.618 82.27
HIGH 80.08
0.618 78.73
0.500 78.31
0.382 77.89
LOW 76.54
0.618 74.35
1.000 73.00
1.618 70.81
2.618 67.27
4.250 61.50
Fisher Pivots for day following 07-Nov-2023
Pivot 1 day 3 day
R1 78.31 79.29
PP 77.78 78.44
S1 77.26 77.58

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

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