NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 81.96 82.36 0.40 0.5% 78.05
High 83.26 83.70 0.44 0.5% 81.64
Low 81.83 81.16 -0.67 -0.8% 77.43
Close 82.53 82.98 0.45 0.5% 81.47
Range 1.43 2.54 1.11 77.6% 4.21
ATR 1.78 1.83 0.05 3.1% 0.00
Volume 6,966 11,483 4,517 64.8% 50,694
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 90.23 89.15 84.38
R3 87.69 86.61 83.68
R2 85.15 85.15 83.45
R1 84.07 84.07 83.21 84.61
PP 82.61 82.61 82.61 82.89
S1 81.53 81.53 82.75 82.07
S2 80.07 80.07 82.51
S3 77.53 78.99 82.28
S4 74.99 76.45 81.58
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 83.70 78.30 5.40 6.5% 2.03 2.5% 87% True False 8,033
10 83.70 75.71 7.99 9.6% 1.74 2.1% 91% True False 9,159
20 83.95 75.68 8.27 10.0% 1.77 2.1% 88% False False 10,145
40 84.87 75.68 9.19 11.1% 1.46 1.8% 79% False False 8,287
60 84.87 75.46 9.41 11.3% 1.41 1.7% 80% False False 6,648
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.50
2.618 90.35
1.618 87.81
1.000 86.24
0.618 85.27
HIGH 83.70
0.618 82.73
0.500 82.43
0.382 82.13
LOW 81.16
0.618 79.59
1.000 78.62
1.618 77.05
2.618 74.51
4.250 70.37
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 82.80 82.64
PP 82.61 82.30
S1 82.43 81.97

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

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