NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 80.80 76.87 -3.93 -4.9% 81.77
High 81.05 77.23 -3.82 -4.7% 83.14
Low 76.43 75.08 -1.35 -1.8% 80.44
Close 76.56 75.43 -1.13 -1.5% 81.12
Range 4.62 2.15 -2.47 -53.5% 2.70
ATR 1.62 1.66 0.04 2.3% 0.00
Volume 47,941 57,742 9,801 20.4% 257,927
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 82.36 81.05 76.61
R3 80.21 78.90 76.02
R2 78.06 78.06 75.82
R1 76.75 76.75 75.63 76.33
PP 75.91 75.91 75.91 75.71
S1 74.60 74.60 75.23 74.18
S2 73.76 73.76 75.04
S3 71.61 72.45 74.84
S4 69.46 70.30 74.25
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.67 88.09 82.61
R3 86.97 85.39 81.86
R2 84.27 84.27 81.62
R1 82.69 82.69 81.37 82.13
PP 81.57 81.57 81.57 81.29
S1 79.99 79.99 80.87 79.43
S2 78.87 78.87 80.63
S3 76.17 77.29 80.38
S4 73.47 74.59 79.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.83 75.08 7.75 10.3% 2.29 3.0% 5% False True 46,979
10 83.14 75.08 8.06 10.7% 1.85 2.4% 4% False True 50,371
20 84.13 75.08 9.05 12.0% 1.55 2.1% 4% False True 48,746
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.37
2.618 82.86
1.618 80.71
1.000 79.38
0.618 78.56
HIGH 77.23
0.618 76.41
0.500 76.16
0.382 75.90
LOW 75.08
0.618 73.75
1.000 72.93
1.618 71.60
2.618 69.45
4.250 65.94
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 76.16 78.13
PP 75.91 77.23
S1 75.67 76.33

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

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