NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 77.03 75.63 -1.40 -1.8% 84.25
High 77.43 77.12 -0.31 -0.4% 84.39
Low 74.92 75.18 0.26 0.3% 79.84
Close 75.31 75.75 0.44 0.6% 80.23
Range 2.51 1.94 -0.57 -22.7% 4.55
ATR 2.69 2.64 -0.05 -2.0% 0.00
Volume 219,198 172,857 -46,341 -21.1% 787,051
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 81.84 80.73 76.82
R3 79.90 78.79 76.28
R2 77.96 77.96 76.11
R1 76.85 76.85 75.93 77.41
PP 76.02 76.02 76.02 76.29
S1 74.91 74.91 75.57 75.47
S2 74.08 74.08 75.39
S3 72.14 72.97 75.22
S4 70.20 71.03 74.68
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 95.14 92.23 82.73
R3 90.59 87.68 81.48
R2 86.04 86.04 81.06
R1 83.13 83.13 80.65 82.31
PP 81.49 81.49 81.49 81.08
S1 78.58 78.58 79.81 77.76
S2 76.94 76.94 79.40
S3 72.39 74.03 78.98
S4 67.84 69.48 77.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.20 74.92 8.28 10.9% 2.64 3.5% 10% False False 187,128
10 85.00 74.92 10.08 13.3% 2.68 3.5% 8% False False 161,078
20 88.37 74.92 13.45 17.8% 2.74 3.6% 6% False False 133,933
40 90.27 74.92 15.35 20.3% 2.46 3.2% 5% False False 116,620
60 90.27 74.92 15.35 20.3% 2.17 2.9% 5% False False 92,138
80 90.27 73.64 16.63 22.0% 2.05 2.7% 13% False False 75,614
100 90.27 67.26 23.01 30.4% 1.98 2.6% 37% False False 64,527
120 90.27 66.22 24.05 31.7% 2.02 2.7% 40% False False 55,526
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.37
2.618 82.20
1.618 80.26
1.000 79.06
0.618 78.32
HIGH 77.12
0.618 76.38
0.500 76.15
0.382 75.92
LOW 75.18
0.618 73.98
1.000 73.24
1.618 72.04
2.618 70.10
4.250 66.94
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 76.15 77.86
PP 76.02 77.15
S1 75.88 76.45

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

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