NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	78.97	78.49	-0.48	-0.6%	81.93
High	79.88	79.89	0.01	0.0%	82.28
Low	77.85	77.66	-0.19	-0.2%	78.56
Close	78.04	77.81	-0.23	-0.3%	81.15
Range	2.03	2.23	0.20	9.9%	3.72
ATR	2.02	2.03	0.02	0.7%	0.00
Volume	41,445	38,510	-2,935	-7.1%	229,466

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.14	83.71	79.04
R3	82.91	81.48	78.42
R2	80.68	80.68	78.22
R1	79.25	79.25	78.01	78.85
PP	78.45	78.45	78.45	78.26
S1	77.02	77.02	77.61	76.62
S2	76.22	76.22	77.40
S3	73.99	74.79	77.20
S4	71.76	72.56	76.58

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.82	90.21	83.20
R3	88.10	86.49	82.17
R2	84.38	84.38	81.83
R1	82.77	82.77	81.49	81.72
PP	80.66	80.66	80.66	80.14
S1	79.05	79.05	80.81	78.00
S2	76.94	76.94	80.47
S3	73.22	75.33	80.13
S4	69.50	71.61	79.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.40	77.66	3.74	4.8%	2.18	2.8%	4%	False	True	40,032
10	83.14	77.66	5.48	7.0%	2.19	2.8%	3%	False	True	43,774
20	83.14	75.08	8.06	10.4%	2.00	2.6%	34%	False	False	44,389
40	84.13	75.08	9.05	11.6%	1.74	2.2%	30%	False	False	45,947

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	0.60
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.37
2.618	85.73
1.618	83.50
1.000	82.12
0.618	81.27
HIGH	79.89
0.618	79.04
0.500	78.78
0.382	78.51
LOW	77.66
0.618	76.28
1.000	75.43
1.618	74.05
2.618	71.82
4.250	68.18

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	78.78	79.24
PP	78.45	78.76
S1	78.13	78.29

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