NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 84.55 85.39 0.84 1.0% 81.69
High 85.25 87.26 2.01 2.4% 85.24
Low 83.27 85.07 1.80 2.2% 80.34
Close 84.30 86.09 1.79 2.1% 85.08
Range 1.98 2.19 0.21 10.6% 4.90
ATR 2.32 2.36 0.05 2.0% 0.00
Volume 74,580 104,675 30,095 40.4% 614,934
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 92.71 91.59 87.29
R3 90.52 89.40 86.69
R2 88.33 88.33 86.49
R1 87.21 87.21 86.29 87.77
PP 86.14 86.14 86.14 86.42
S1 85.02 85.02 85.89 85.58
S2 83.95 83.95 85.69
S3 81.76 82.83 85.49
S4 79.57 80.64 84.89
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 98.25 96.57 87.78
R3 93.35 91.67 86.43
R2 88.45 88.45 85.98
R1 86.77 86.77 85.53 87.61
PP 83.55 83.55 83.55 83.98
S1 81.87 81.87 84.63 82.71
S2 78.65 78.65 84.18
S3 73.75 76.97 83.73
S4 68.85 72.07 82.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.26 80.34 6.92 8.0% 2.47 2.9% 83% True False 101,297
10 87.26 78.93 8.33 9.7% 2.30 2.7% 86% True False 109,387
20 90.27 78.93 11.34 13.2% 2.38 2.8% 63% False False 100,150
40 90.27 76.75 13.52 15.7% 2.00 2.3% 69% False False 77,466
60 90.27 76.75 13.52 15.7% 1.88 2.2% 69% False False 60,928
80 90.27 67.45 22.82 26.5% 1.83 2.1% 82% False False 51,070
100 90.27 66.22 24.05 27.9% 1.90 2.2% 83% False False 43,240
120 90.27 65.00 25.27 29.4% 1.92 2.2% 83% False False 36,962
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.57
2.618 92.99
1.618 90.80
1.000 89.45
0.618 88.61
HIGH 87.26
0.618 86.42
0.500 86.17
0.382 85.91
LOW 85.07
0.618 83.72
1.000 82.88
1.618 81.53
2.618 79.34
4.250 75.76
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 86.17 85.82
PP 86.14 85.54
S1 86.12 85.27

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

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