NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 78.92 79.19 0.27 0.3% 82.10
High 79.04 79.41 0.37 0.5% 82.93
Low 78.19 77.43 -0.76 -1.0% 75.68
Close 78.91 78.09 -0.82 -1.0% 76.31
Range 0.85 1.98 1.13 132.9% 7.25
ATR 1.63 1.66 0.02 1.5% 0.00
Volume 9,551 13,641 4,090 42.8% 50,699
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 84.25 83.15 79.18
R3 82.27 81.17 78.63
R2 80.29 80.29 78.45
R1 79.19 79.19 78.27 78.75
PP 78.31 78.31 78.31 78.09
S1 77.21 77.21 77.91 76.77
S2 76.33 76.33 77.73
S3 74.35 75.23 77.55
S4 72.37 73.25 77.00
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 79.78 75.68 4.10 5.3% 1.56 2.0% 59% False False 10,139
10 83.83 75.68 8.15 10.4% 1.83 2.3% 30% False False 11,106
20 84.87 75.68 9.19 11.8% 1.56 2.0% 26% False False 10,290
40 84.87 75.46 9.41 12.1% 1.36 1.7% 28% False False 7,452
60 84.87 72.49 12.38 15.9% 1.32 1.7% 45% False False 6,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.83
2.618 84.59
1.618 82.61
1.000 81.39
0.618 80.63
HIGH 79.41
0.618 78.65
0.500 78.42
0.382 78.19
LOW 77.43
0.618 76.21
1.000 75.45
1.618 74.23
2.618 72.25
4.250 69.02
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 78.42 78.61
PP 78.31 78.43
S1 78.20 78.26

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

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