NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 77.75 80.76 3.01 3.9% 76.79
High 81.05 81.26 0.21 0.3% 81.05
Low 77.71 79.90 2.19 2.8% 76.79
Close 80.87 80.15 -0.72 -0.9% 80.87
Range 3.34 1.36 -1.98 -59.3% 4.26
ATR 1.84 1.80 -0.03 -1.9% 0.00
Volume 54,456 30,895 -23,561 -43.3% 246,434
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 84.52 83.69 80.90
R3 83.16 82.33 80.52
R2 81.80 81.80 80.40
R1 80.97 80.97 80.27 80.71
PP 80.44 80.44 80.44 80.30
S1 79.61 79.61 80.03 79.35
S2 79.08 79.08 79.90
S3 77.72 78.25 79.78
S4 76.36 76.89 79.40
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 92.35 90.87 83.21
R3 88.09 86.61 82.04
R2 83.83 83.83 81.65
R1 82.35 82.35 81.26 83.09
PP 79.57 79.57 79.57 79.94
S1 78.09 78.09 80.48 78.83
S2 75.31 75.31 80.09
S3 71.05 73.83 79.70
S4 66.79 69.57 78.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.26 76.93 4.33 5.4% 1.84 2.3% 74% True False 45,834
10 81.26 75.08 6.18 7.7% 2.05 2.6% 82% True False 46,744
20 83.95 75.08 8.87 11.1% 1.77 2.2% 57% False False 48,782
40 84.13 75.08 9.05 11.3% 1.54 1.9% 56% False False 44,641
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.04
2.618 84.82
1.618 83.46
1.000 82.62
0.618 82.10
HIGH 81.26
0.618 80.74
0.500 80.58
0.382 80.42
LOW 79.90
0.618 79.06
1.000 78.54
1.618 77.70
2.618 76.34
4.250 74.12
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 80.58 79.84
PP 80.44 79.53
S1 80.29 79.23

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

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