NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 81.57 80.24 -1.33 -1.6% 82.49
High 81.85 81.95 0.10 0.1% 82.97
Low 79.61 80.13 0.52 0.7% 79.27
Close 80.11 81.74 1.63 2.0% 81.74
Range 2.24 1.82 -0.42 -18.8% 3.70
ATR 1.94 1.93 -0.01 -0.4% 0.00
Volume 14,022 12,618 -1,404 -10.0% 65,670
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 86.73 86.06 82.74
R3 84.91 84.24 82.24
R2 83.09 83.09 82.07
R1 82.42 82.42 81.91 82.76
PP 81.27 81.27 81.27 81.44
S1 80.60 80.60 81.57 80.94
S2 79.45 79.45 81.41
S3 77.63 78.78 81.24
S4 75.81 76.96 80.74
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 92.43 90.78 83.78
R3 88.73 87.08 82.76
R2 85.03 85.03 82.42
R1 83.38 83.38 82.08 82.36
PP 81.33 81.33 81.33 80.81
S1 79.68 79.68 81.40 78.66
S2 77.63 77.63 81.06
S3 73.93 75.98 80.72
S4 70.23 72.28 79.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.97 79.27 3.70 4.5% 2.19 2.7% 67% False False 13,134
10 83.87 79.27 4.60 5.6% 1.93 2.4% 54% False False 10,612
20 83.87 75.68 8.19 10.0% 1.96 2.4% 74% False False 10,376
40 84.87 75.68 9.19 11.2% 1.62 2.0% 66% False False 9,610
60 84.87 75.46 9.41 11.5% 1.47 1.8% 67% False False 7,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.69
2.618 86.71
1.618 84.89
1.000 83.77
0.618 83.07
HIGH 81.95
0.618 81.25
0.500 81.04
0.382 80.83
LOW 80.13
0.618 79.01
1.000 78.31
1.618 77.19
2.618 75.37
4.250 72.40
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 81.51 81.36
PP 81.27 80.99
S1 81.04 80.61

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

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