NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 78.97 78.49 -0.48 -0.6% 81.93
High 79.88 79.89 0.01 0.0% 82.28
Low 77.85 77.66 -0.19 -0.2% 78.56
Close 78.04 77.81 -0.23 -0.3% 81.15
Range 2.03 2.23 0.20 9.9% 3.72
ATR 2.02 2.03 0.02 0.7% 0.00
Volume 41,445 38,510 -2,935 -7.1% 229,466
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 85.14 83.71 79.04
R3 82.91 81.48 78.42
R2 80.68 80.68 78.22
R1 79.25 79.25 78.01 78.85
PP 78.45 78.45 78.45 78.26
S1 77.02 77.02 77.61 76.62
S2 76.22 76.22 77.40
S3 73.99 74.79 77.20
S4 71.76 72.56 76.58
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.82 90.21 83.20
R3 88.10 86.49 82.17
R2 84.38 84.38 81.83
R1 82.77 82.77 81.49 81.72
PP 80.66 80.66 80.66 80.14
S1 79.05 79.05 80.81 78.00
S2 76.94 76.94 80.47
S3 73.22 75.33 80.13
S4 69.50 71.61 79.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.40 77.66 3.74 4.8% 2.18 2.8% 4% False True 40,032
10 83.14 77.66 5.48 7.0% 2.19 2.8% 3% False True 43,774
20 83.14 75.08 8.06 10.4% 2.00 2.6% 34% False False 44,389
40 84.13 75.08 9.05 11.6% 1.74 2.2% 30% False False 45,947
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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.37
2.618 85.73
1.618 83.50
1.000 82.12
0.618 81.27
HIGH 79.89
0.618 79.04
0.500 78.78
0.382 78.51
LOW 77.66
0.618 76.28
1.000 75.43
1.618 74.05
2.618 71.82
4.250 68.18
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 78.78 79.24
PP 78.45 78.76
S1 78.13 78.29

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

View Archives - Comment on this page... - Back to Index of Symbols