NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary
Previous Current
01-Nov-2023 02-Nov-2023 Change Change % Previous Week
Open 78.49 78.00 -0.49 -0.6% 81.93
High 79.89 79.86 -0.03 0.0% 82.28
Low 77.66 77.88 0.22 0.3% 78.56
Close 77.81 79.77 1.96 2.5% 81.15
Range 2.23 1.98 -0.25 -11.2% 3.72
ATR 2.03 2.03 0.00 0.1% 0.00
Volume 38,510 55,106 16,596 43.1% 229,466
Daily Pivots for day following 02-Nov-2023
Classic Woodie Camarilla DeMark
R4 85.11 84.42 80.86
R3 83.13 82.44 80.31
R2 81.15 81.15 80.13
R1 80.46 80.46 79.95 80.81
PP 79.17 79.17 79.17 79.34
S1 78.48 78.48 79.59 78.83
S2 77.19 77.19 79.41
S3 75.21 76.50 79.23
S4 73.23 74.52 78.68
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 4.7% 2.14 2.7% 56% False False 42,174
10 83.14 77.66 5.48 6.9% 2.14 2.7% 39% False False 44,788
20 83.14 75.12 8.02 10.1% 1.99 2.5% 58% False False 44,258
40 84.13 75.08 9.05 11.3% 1.77 2.2% 52% False False 46,502
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.28
2.618 85.04
1.618 83.06
1.000 81.84
0.618 81.08
HIGH 79.86
0.618 79.10
0.500 78.87
0.382 78.64
LOW 77.88
0.618 76.66
1.000 75.90
1.618 74.68
2.618 72.70
4.250 69.47
Fisher Pivots for day following 02-Nov-2023
Pivot 1 day 3 day
R1 79.47 79.44
PP 79.17 79.11
S1 78.87 78.78

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

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