NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 83.18 83.84 0.66 0.8% 79.15
High 84.97 85.53 0.56 0.7% 83.08
Low 83.05 82.50 -0.55 -0.7% 78.59
Close 84.03 84.69 0.66 0.8% 82.92
Range 1.92 3.03 1.11 57.8% 4.49
ATR 2.06 2.13 0.07 3.4% 0.00
Volume 39,821 69,308 29,487 74.0% 251,952
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 93.33 92.04 86.36
R3 90.30 89.01 85.52
R2 87.27 87.27 85.25
R1 85.98 85.98 84.97 86.63
PP 84.24 84.24 84.24 84.56
S1 82.95 82.95 84.41 83.60
S2 81.21 81.21 84.13
S3 78.18 79.92 83.86
S4 75.15 76.89 83.02
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 95.00 93.45 85.39
R3 90.51 88.96 84.15
R2 86.02 86.02 83.74
R1 84.47 84.47 83.33 85.25
PP 81.53 81.53 81.53 81.92
S1 79.98 79.98 82.51 80.76
S2 77.04 77.04 82.10
S3 72.55 75.49 81.69
S4 68.06 71.00 80.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.53 79.30 6.23 7.4% 2.41 2.8% 87% True False 43,976
10 85.53 77.01 8.52 10.1% 2.10 2.5% 90% True False 47,053
20 86.47 76.93 9.54 11.3% 2.11 2.5% 81% False False 48,117
40 86.68 76.13 10.55 12.5% 1.78 2.1% 81% False False 41,785
60 86.68 76.10 10.58 12.5% 1.70 2.0% 81% False False 34,037
80 86.68 67.32 19.36 22.9% 1.64 1.9% 90% False False 29,605
100 86.68 65.63 21.05 24.9% 1.73 2.0% 91% False False 26,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.41
2.618 93.46
1.618 90.43
1.000 88.56
0.618 87.40
HIGH 85.53
0.618 84.37
0.500 84.02
0.382 83.66
LOW 82.50
0.618 80.63
1.000 79.47
1.618 77.60
2.618 74.57
4.250 69.62
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 84.47 84.30
PP 84.24 83.90
S1 84.02 83.51

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

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