NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 85.25 86.43 1.18 1.4% 90.82
High 87.24 86.74 -0.50 -0.6% 91.88
Low 84.67 85.12 0.45 0.5% 81.50
Close 86.38 85.97 -0.41 -0.5% 82.79
Range 2.57 1.62 -0.95 -37.0% 10.38
ATR 2.65 2.58 -0.07 -2.8% 0.00
Volume 435,037 337,654 -97,383 -22.4% 2,072,283
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 90.80 90.01 86.86
R3 89.18 88.39 86.42
R2 87.56 87.56 86.27
R1 86.77 86.77 86.12 86.36
PP 85.94 85.94 85.94 85.74
S1 85.15 85.15 85.82 84.74
S2 84.32 84.32 85.67
S3 82.70 83.53 85.52
S4 81.08 81.91 85.08
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 116.53 110.04 88.50
R3 106.15 99.66 85.64
R2 95.77 95.77 84.69
R1 89.28 89.28 83.74 87.34
PP 85.39 85.39 85.39 84.42
S1 78.90 78.90 81.84 76.96
S2 75.01 75.01 80.89
S3 64.63 68.52 79.94
S4 54.25 58.14 77.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.59 81.50 8.09 9.4% 2.83 3.3% 55% False False 431,964
10 95.03 81.50 13.53 15.7% 3.03 3.5% 33% False False 411,209
20 95.03 81.50 13.53 15.7% 2.51 2.9% 33% False False 387,577
40 95.03 77.32 17.71 20.6% 2.18 2.5% 49% False False 257,360
60 95.03 73.43 21.60 25.1% 2.05 2.4% 58% False False 196,751
80 95.03 67.49 27.54 32.0% 2.02 2.3% 67% False False 157,778
100 95.03 66.67 28.36 33.0% 2.08 2.4% 68% False False 131,197
120 95.03 63.50 31.53 36.7% 2.12 2.5% 71% False False 111,826
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.70
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 93.63
2.618 90.98
1.618 89.36
1.000 88.36
0.618 87.74
HIGH 86.74
0.618 86.12
0.500 85.93
0.382 85.74
LOW 85.12
0.618 84.12
1.000 83.50
1.618 82.50
2.618 80.88
4.250 78.24
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 85.96 85.44
PP 85.94 84.90
S1 85.93 84.37

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

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