NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 11-Oct-2023

Day Change Summary
	Previous	Current
	10-Oct-2023	11-Oct-2023	Change	Change %	Previous Week
Open	81.68	81.34	-0.34	-0.4%	85.52
High	81.85	81.89	0.04	0.0%	86.33
Low	80.68	79.37	-1.31	-1.6%	77.86
Close	81.29	79.96	-1.33	-1.6%	78.64
Range	1.17	2.52	1.35	115.4%	8.47
ATR	2.02	2.05	0.04	1.8%	0.00
Volume	38,493	53,096	14,603	37.9%	232,211

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.97	86.48	81.35
R3	85.45	83.96	80.65
R2	82.93	82.93	80.42
R1	81.44	81.44	80.19	80.93
PP	80.41	80.41	80.41	80.15
S1	78.92	78.92	79.73	78.41
S2	77.89	77.89	79.50
S3	75.37	76.40	79.27
S4	72.85	73.88	78.57

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106.35	100.97	83.30
R3	97.88	92.50	80.97
R2	89.41	89.41	80.19
R1	84.03	84.03	79.42	82.49
PP	80.94	80.94	80.94	80.17
S1	75.56	75.56	77.86	74.02
S2	72.47	72.47	77.09
S3	64.00	67.09	76.31
S4	55.53	58.62	73.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.63	77.86	4.77	6.0%	1.98	2.5%	44%	False	False	47,355
10	88.21	77.86	10.35	12.9%	2.34	2.9%	20%	False	False	45,859
20	88.21	77.86	10.35	12.9%	1.98	2.5%	20%	False	False	43,012
40	88.21	76.43	11.78	14.7%	1.75	2.2%	30%	False	False	31,837
60	88.21	73.38	14.83	18.5%	1.68	2.1%	44%	False	False	24,883
80	88.21	67.07	21.14	26.4%	1.68	2.1%	61%	False	False	20,769
100	88.21	65.90	22.31	27.9%	1.75	2.2%	63%	False	False	17,571
120	88.21	65.24	22.97	28.7%	1.76	2.2%	64%	False	False	15,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.60
2.618	88.49
1.618	85.97
1.000	84.41
0.618	83.45
HIGH	81.89
0.618	80.93
0.500	80.63
0.382	80.33
LOW	79.37
0.618	77.81
1.000	76.85
1.618	75.29
2.618	72.77
4.250	68.66

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	80.63	81.00
PP	80.41	80.65
S1	80.18	80.31

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