NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 77.68 76.53 -1.15 -1.5% 82.10
High 77.81 76.68 -1.13 -1.5% 82.93
Low 75.68 75.71 0.03 0.0% 75.68
Close 75.99 76.31 0.32 0.4% 76.31
Range 2.13 0.97 -1.16 -54.5% 7.25
ATR 1.60 1.55 -0.04 -2.8% 0.00
Volume 9,589 8,233 -1,356 -14.1% 50,699
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 79.14 78.70 76.84
R3 78.17 77.73 76.58
R2 77.20 77.20 76.49
R1 76.76 76.76 76.40 76.50
PP 76.23 76.23 76.23 76.10
S1 75.79 75.79 76.22 75.53
S2 75.26 75.26 76.13
S3 74.29 74.82 76.04
S4 73.32 73.85 75.78
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 100.06 95.43 80.30
R3 92.81 88.18 78.30
R2 85.56 85.56 77.64
R1 80.93 80.93 76.97 79.62
PP 78.31 78.31 78.31 77.65
S1 73.68 73.68 75.65 72.37
S2 71.06 71.06 74.98
S3 63.81 66.43 74.32
S4 56.56 59.18 72.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.93 75.68 7.25 9.5% 2.06 2.7% 9% False False 10,139
10 83.95 75.68 8.27 10.8% 1.76 2.3% 8% False False 10,556
20 84.87 75.68 9.19 12.0% 1.47 1.9% 7% False False 9,587
40 84.87 75.46 9.41 12.3% 1.33 1.7% 9% False False 6,903
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 0.45
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 80.80
2.618 79.22
1.618 78.25
1.000 77.65
0.618 77.28
HIGH 76.68
0.618 76.31
0.500 76.20
0.382 76.08
LOW 75.71
0.618 75.11
1.000 74.74
1.618 74.14
2.618 73.17
4.250 71.59
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 76.27 78.57
PP 76.23 77.81
S1 76.20 77.06

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

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