NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 82.10 81.33 -0.77 -0.9% 82.27
High 82.93 81.85 -1.08 -1.3% 83.95
Low 81.21 80.78 -0.43 -0.5% 81.15
Close 81.39 81.39 0.00 0.0% 81.88
Range 1.72 1.07 -0.65 -37.8% 2.80
ATR 1.36 1.34 -0.02 -1.5% 0.00
Volume 8,002 15,356 7,354 91.9% 54,868
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 84.55 84.04 81.98
R3 83.48 82.97 81.68
R2 82.41 82.41 81.59
R1 81.90 81.90 81.49 82.16
PP 81.34 81.34 81.34 81.47
S1 80.83 80.83 81.29 81.09
S2 80.27 80.27 81.19
S3 79.20 79.76 81.10
S4 78.13 78.69 80.80
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.73 89.10 83.42
R3 87.93 86.30 82.65
R2 85.13 85.13 82.39
R1 83.50 83.50 82.14 82.92
PP 82.33 82.33 82.33 82.03
S1 80.70 80.70 81.62 80.12
S2 79.53 79.53 81.37
S3 76.73 77.90 81.11
S4 73.93 75.10 80.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.95 80.78 3.17 3.9% 1.47 1.8% 19% False True 13,175
10 83.96 80.78 3.18 3.9% 1.43 1.8% 19% False True 11,003
20 84.87 80.78 4.09 5.0% 1.24 1.5% 15% False True 9,141
40 84.87 75.46 9.41 11.6% 1.25 1.5% 63% False False 6,538
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.40
2.618 84.65
1.618 83.58
1.000 82.92
0.618 82.51
HIGH 81.85
0.618 81.44
0.500 81.32
0.382 81.19
LOW 80.78
0.618 80.12
1.000 79.71
1.618 79.05
2.618 77.98
4.250 76.23
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 81.37 82.22
PP 81.34 81.94
S1 81.32 81.67

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

View Archives - Comment on this page... - Back to Index of Symbols