NYMEX Light Sweet Crude Oil Future June 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	78.27	78.38	0.11	0.1%	81.34
High	78.50	78.86	0.36	0.5%	82.21
Low	77.56	76.93	-0.63	-0.8%	75.08
Close	78.36	77.62	-0.74	-0.9%	75.75
Range	0.94	1.93	0.99	105.3%	7.13
ATR	1.69	1.71	0.02	1.0%	0.00
Volume	43,859	53,738	9,879	22.5%	228,094

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.59	82.54	78.68
R3	81.66	80.61	78.15
R2	79.73	79.73	77.97
R1	78.68	78.68	77.80	78.24
PP	77.80	77.80	77.80	77.59
S1	76.75	76.75	77.44	76.31
S2	75.87	75.87	77.27
S3	73.94	74.82	77.09
S4	72.01	72.89	76.56

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	99.07	94.54	79.67
R3	91.94	87.41	77.71
R2	84.81	84.81	77.06
R1	80.28	80.28	76.40	78.98
PP	77.68	77.68	77.68	77.03
S1	73.15	73.15	75.10	71.85
S2	70.55	70.55	74.44
S3	63.42	66.02	73.79
S4	56.29	58.89	71.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.25	75.08	4.17	5.4%	1.70	2.2%	61%	False	False	48,513
10	83.08	75.08	8.00	10.3%	1.93	2.5%	32%	False	False	48,245
20	84.13	75.08	9.05	11.7%	1.64	2.1%	28%	False	False	49,922

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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.06
2.618	83.91
1.618	81.98
1.000	80.79
0.618	80.05
HIGH	78.86
0.618	78.12
0.500	77.90
0.382	77.67
LOW	76.93
0.618	75.74
1.000	75.00
1.618	73.81
2.618	71.88
4.250	68.73

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	77.90	78.02
PP	77.80	77.89
S1	77.71	77.75

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