NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 81.33 81.31 -0.02 0.0% 82.27
High 81.85 81.45 -0.40 -0.5% 83.95
Low 80.78 77.03 -3.75 -4.6% 81.15
Close 81.39 77.13 -4.26 -5.2% 81.88
Range 1.07 4.42 3.35 313.1% 2.80
ATR 1.34 1.56 0.22 16.4% 0.00
Volume 15,356 9,519 -5,837 -38.0% 54,868
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.80 88.88 79.56
R3 87.38 84.46 78.35
R2 82.96 82.96 77.94
R1 80.04 80.04 77.54 79.29
PP 78.54 78.54 78.54 78.16
S1 75.62 75.62 76.72 74.87
S2 74.12 74.12 76.32
S3 69.70 71.20 75.91
S4 65.28 66.78 74.70
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 83.83 77.03 6.80 8.8% 2.11 2.7% 1% False True 12,073
10 83.95 77.03 6.92 9.0% 1.75 2.3% 1% False True 11,123
20 84.87 77.03 7.84 10.2% 1.40 1.8% 1% False True 9,110
40 84.87 75.46 9.41 12.2% 1.30 1.7% 18% False False 6,678
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 57 trading days
Fibonacci Retracements and Extensions
4.250 100.24
2.618 93.02
1.618 88.60
1.000 85.87
0.618 84.18
HIGH 81.45
0.618 79.76
0.500 79.24
0.382 78.72
LOW 77.03
0.618 74.30
1.000 72.61
1.618 69.88
2.618 65.46
4.250 58.25
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 79.24 79.98
PP 78.54 79.03
S1 77.83 78.08

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

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