NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 03-Nov-2023
Day Change Summary
Previous Current
02-Nov-2023 03-Nov-2023 Change Change % Previous Week
Open 78.94 80.29 1.35 1.7% 80.52
High 80.32 80.99 0.67 0.8% 81.26
Low 78.30 78.27 -0.03 0.0% 78.15
Close 80.24 78.67 -1.57 -2.0% 78.67
Range 2.02 2.72 0.70 34.7% 3.11
ATR 2.01 2.07 0.05 2.5% 0.00
Volume 17,754 11,590 -6,164 -34.7% 70,414
Daily Pivots for day following 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 87.47 85.79 80.17
R3 84.75 83.07 79.42
R2 82.03 82.03 79.17
R1 80.35 80.35 78.92 79.83
PP 79.31 79.31 79.31 79.05
S1 77.63 77.63 78.42 77.11
S2 76.59 76.59 78.17
S3 73.87 74.91 77.92
S4 71.15 72.19 77.17
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 88.69 86.79 80.38
R3 85.58 83.68 79.53
R2 82.47 82.47 79.24
R1 80.57 80.57 78.96 79.97
PP 79.36 79.36 79.36 79.06
S1 77.46 77.46 78.38 76.86
S2 76.25 76.25 78.10
S3 73.14 74.35 77.81
S4 70.03 71.24 76.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.26 78.15 3.11 4.0% 2.26 2.9% 17% False False 14,082
10 82.97 78.15 4.82 6.1% 2.23 2.8% 11% False False 13,608
20 83.87 77.43 6.44 8.2% 2.01 2.6% 19% False False 11,361
40 84.87 75.68 9.19 11.7% 1.74 2.2% 33% False False 10,474
60 84.87 75.46 9.41 12.0% 1.56 2.0% 34% False False 8,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 92.55
2.618 88.11
1.618 85.39
1.000 83.71
0.618 82.67
HIGH 80.99
0.618 79.95
0.500 79.63
0.382 79.31
LOW 78.27
0.618 76.59
1.000 75.55
1.618 73.87
2.618 71.15
4.250 66.71
Fisher Pivots for day following 03-Nov-2023
Pivot 1 day 3 day
R1 79.63 79.57
PP 79.31 79.27
S1 78.99 78.97

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

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