NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 78.38 77.71 -0.67 -0.9% 81.34
High 78.86 78.83 -0.03 0.0% 82.21
Low 76.93 77.19 0.26 0.3% 75.08
Close 77.62 77.51 -0.11 -0.1% 75.75
Range 1.93 1.64 -0.29 -15.0% 7.13
ATR 1.71 1.70 0.00 -0.3% 0.00
Volume 53,738 46,224 -7,514 -14.0% 228,094
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 82.76 81.78 78.41
R3 81.12 80.14 77.96
R2 79.48 79.48 77.81
R1 78.50 78.50 77.66 78.17
PP 77.84 77.84 77.84 77.68
S1 76.86 76.86 77.36 76.53
S2 76.20 76.20 77.21
S3 74.56 75.22 77.06
S4 72.92 73.58 76.61
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 75.12 4.13 5.3% 1.60 2.1% 58% False False 46,209
10 82.83 75.08 7.75 10.0% 1.94 2.5% 31% False False 46,594
20 84.13 75.08 9.05 11.7% 1.65 2.1% 27% False False 49,873
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.80
2.618 83.12
1.618 81.48
1.000 80.47
0.618 79.84
HIGH 78.83
0.618 78.20
0.500 78.01
0.382 77.82
LOW 77.19
0.618 76.18
1.000 75.55
1.618 74.54
2.618 72.90
4.250 70.22
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 78.01 77.90
PP 77.84 77.77
S1 77.68 77.64

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

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