NYMEX Light Sweet Crude Oil Future June 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 78.27 78.38 0.11 0.1% 81.34
High 78.50 78.86 0.36 0.5% 82.21
Low 77.56 76.93 -0.63 -0.8% 75.08
Close 78.36 77.62 -0.74 -0.9% 75.75
Range 0.94 1.93 0.99 105.3% 7.13
ATR 1.69 1.71 0.02 1.0% 0.00
Volume 43,859 53,738 9,879 22.5% 228,094
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 83.59 82.54 78.68
R3 81.66 80.61 78.15
R2 79.73 79.73 77.97
R1 78.68 78.68 77.80 78.24
PP 77.80 77.80 77.80 77.59
S1 76.75 76.75 77.44 76.31
S2 75.87 75.87 77.27
S3 73.94 74.82 77.09
S4 72.01 72.89 76.56
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 99.07 94.54 79.67
R3 91.94 87.41 77.71
R2 84.81 84.81 77.06
R1 80.28 80.28 76.40 78.98
PP 77.68 77.68 77.68 77.03
S1 73.15 73.15 75.10 71.85
S2 70.55 70.55 74.44
S3 63.42 66.02 73.79
S4 56.29 58.89 71.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.25 75.08 4.17 5.4% 1.70 2.2% 61% False False 48,513
10 83.08 75.08 8.00 10.3% 1.93 2.5% 32% False False 48,245
20 84.13 75.08 9.05 11.7% 1.64 2.1% 28% False False 49,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.06
2.618 83.91
1.618 81.98
1.000 80.79
0.618 80.05
HIGH 78.86
0.618 78.12
0.500 77.90
0.382 77.67
LOW 76.93
0.618 75.74
1.000 75.00
1.618 73.81
2.618 71.88
4.250 68.73
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 77.90 78.02
PP 77.80 77.89
S1 77.71 77.75

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

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