NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 81.70 82.53 0.83 1.0% 80.76
High 82.98 83.14 0.16 0.2% 83.14
Low 80.54 81.61 1.07 1.3% 79.69
Close 82.27 81.99 -0.28 -0.3% 81.99
Range 2.44 1.53 -0.91 -37.3% 3.45
ATR 1.85 1.83 -0.02 -1.2% 0.00
Volume 44,959 42,631 -2,328 -5.2% 194,400
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 86.84 85.94 82.83
R3 85.31 84.41 82.41
R2 83.78 83.78 82.27
R1 82.88 82.88 82.13 82.57
PP 82.25 82.25 82.25 82.09
S1 81.35 81.35 81.85 81.04
S2 80.72 80.72 81.71
S3 79.19 79.82 81.57
S4 77.66 78.29 81.15
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.96 90.42 83.89
R3 88.51 86.97 82.94
R2 85.06 85.06 82.62
R1 83.52 83.52 82.31 84.29
PP 81.61 81.61 81.61 81.99
S1 80.07 80.07 81.67 80.84
S2 78.16 78.16 81.36
S3 74.71 76.62 81.04
S4 71.26 73.17 80.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.14 79.69 3.45 4.2% 1.71 2.1% 67% True False 38,880
10 83.14 76.79 6.35 7.7% 1.89 2.3% 82% True False 44,083
20 83.14 75.08 8.06 9.8% 1.85 2.3% 86% True False 46,342
40 84.13 75.08 9.05 11.0% 1.58 1.9% 76% False False 45,755
Crabel Price Patterns
NR True
NR4 False
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.64
2.618 87.15
1.618 85.62
1.000 84.67
0.618 84.09
HIGH 83.14
0.618 82.56
0.500 82.38
0.382 82.19
LOW 81.61
0.618 80.66
1.000 80.08
1.618 79.13
2.618 77.60
4.250 75.11
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 82.38 81.94
PP 82.25 81.89
S1 82.12 81.84

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

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