NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 82.53 81.93 -0.60 -0.7% 80.76
High 83.14 82.28 -0.86 -1.0% 83.14
Low 81.61 80.40 -1.21 -1.5% 79.69
Close 81.99 80.48 -1.51 -1.8% 81.99
Range 1.53 1.88 0.35 22.9% 3.45
ATR 1.83 1.83 0.00 0.2% 0.00
Volume 42,631 27,067 -15,564 -36.5% 194,400
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 86.69 85.47 81.51
R3 84.81 83.59 81.00
R2 82.93 82.93 80.82
R1 81.71 81.71 80.65 81.38
PP 81.05 81.05 81.05 80.89
S1 79.83 79.83 80.31 79.50
S2 79.17 79.17 80.14
S3 77.29 77.95 79.96
S4 75.41 76.07 79.45
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 4.3% 1.81 2.3% 23% False False 38,114
10 83.14 76.93 6.21 7.7% 1.83 2.3% 57% False False 41,974
20 83.14 75.08 8.06 10.0% 1.89 2.3% 67% False False 45,967
40 84.13 75.08 9.05 11.2% 1.58 2.0% 60% False False 45,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.27
2.618 87.20
1.618 85.32
1.000 84.16
0.618 83.44
HIGH 82.28
0.618 81.56
0.500 81.34
0.382 81.12
LOW 80.40
0.618 79.24
1.000 78.52
1.618 77.36
2.618 75.48
4.250 72.41
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 81.34 81.77
PP 81.05 81.34
S1 80.77 80.91

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

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