NYMEX Light Sweet Crude Oil Future December 2023

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	86.15	83.69	-2.46	-2.9%	86.37
High	86.30	85.56	-0.74	-0.9%	89.85
Low	82.94	82.08	-0.86	-1.0%	84.39
Close	83.74	85.39	1.65	2.0%	88.08
Range	3.36	3.48	0.12	3.6%	5.46
ATR	2.70	2.76	0.06	2.1%	0.00
Volume	370,591	429,459	58,868	15.9%	1,515,580

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	94.78	93.57	87.30
R3	91.30	90.09	86.35
R2	87.82	87.82	86.03
R1	86.61	86.61	85.71	87.22
PP	84.34	84.34	84.34	84.65
S1	83.13	83.13	85.07	83.74
S2	80.86	80.86	84.75
S3	77.38	79.65	84.43
S4	73.90	76.17	83.48

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	103.82	101.41	91.08
R3	98.36	95.95	89.58
R2	92.90	92.90	89.08
R1	90.49	90.49	88.58	91.70
PP	87.44	87.44	87.44	88.04
S1	85.03	85.03	87.58	86.24
S2	81.98	81.98	87.08
S3	76.52	79.57	86.58
S4	71.06	74.11	85.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.85	82.08	7.77	9.1%	3.24	3.8%	43%	False	True	362,302
10	89.85	81.31	8.54	10.0%	2.93	3.4%	48%	False	False	321,773
20	92.48	80.20	12.28	14.4%	2.84	3.3%	42%	False	False	273,825
40	92.48	79.94	12.54	14.7%	2.34	2.7%	43%	False	False	224,285
60	92.48	77.03	15.45	18.1%	2.17	2.5%	54%	False	False	186,513
80	92.48	69.50	22.98	26.9%	2.04	2.4%	69%	False	False	163,498
100	92.48	66.36	26.12	30.6%	2.07	2.4%	73%	False	False	147,635
120	92.48	66.36	26.12	30.6%	2.10	2.5%	73%	False	False	133,281

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.67
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.35
2.618	94.67
1.618	91.19
1.000	89.04
0.618	87.71
HIGH	85.56
0.618	84.23
0.500	83.82
0.382	83.41
LOW	82.08
0.618	79.93
1.000	78.60
1.618	76.45
2.618	72.97
4.250	67.29

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	84.87	85.32
PP	84.34	85.25
S1	83.82	85.19

Download as Excel Spreadsheet

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

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