NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 78.31 81.55 3.24 4.1% 78.05
High 81.64 81.86 0.22 0.3% 81.64
Low 78.30 80.53 2.23 2.8% 77.43
Close 81.47 80.71 -0.76 -0.9% 81.47
Range 3.34 1.33 -2.01 -60.2% 4.21
ATR 1.80 1.76 -0.03 -1.9% 0.00
Volume 7,505 6,980 -525 -7.0% 50,694
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 85.02 84.20 81.44
R3 83.69 82.87 81.08
R2 82.36 82.36 80.95
R1 81.54 81.54 80.83 81.29
PP 81.03 81.03 81.03 80.91
S1 80.21 80.21 80.59 79.96
S2 79.70 79.70 80.47
S3 78.37 78.88 80.34
S4 77.04 77.55 79.98
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 92.81 91.35 83.79
R3 88.60 87.14 82.63
R2 84.39 84.39 82.24
R1 82.93 82.93 81.86 83.66
PP 80.18 80.18 80.18 80.55
S1 78.72 78.72 81.08 79.45
S2 75.97 75.97 80.70
S3 71.76 74.51 80.31
S4 67.55 70.30 79.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.86 77.43 4.43 5.5% 1.82 2.3% 74% True False 9,598
10 81.86 75.68 6.18 7.7% 1.96 2.4% 81% True False 10,037
20 84.73 75.68 9.05 11.2% 1.70 2.1% 56% False False 10,309
40 84.87 75.46 9.41 11.7% 1.42 1.8% 56% False False 7,807
60 84.87 73.65 11.22 13.9% 1.38 1.7% 63% False False 6,420
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.51
2.618 85.34
1.618 84.01
1.000 83.19
0.618 82.68
HIGH 81.86
0.618 81.35
0.500 81.20
0.382 81.04
LOW 80.53
0.618 79.71
1.000 79.20
1.618 78.38
2.618 77.05
4.250 74.88
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 81.20 80.40
PP 81.03 80.08
S1 80.87 79.77

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

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