NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 84.85 86.21 1.36 1.6% 83.76
High 86.72 86.93 0.21 0.2% 86.93
Low 83.36 85.09 1.73 2.1% 82.27
Close 85.79 85.57 -0.22 -0.3% 85.57
Range 3.36 1.84 -1.52 -45.2% 4.66
ATR 2.27 2.24 -0.03 -1.4% 0.00
Volume 53,058 43,879 -9,179 -17.3% 192,233
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 91.38 90.32 86.58
R3 89.54 88.48 86.08
R2 87.70 87.70 85.91
R1 86.64 86.64 85.74 86.25
PP 85.86 85.86 85.86 85.67
S1 84.80 84.80 85.40 84.41
S2 84.02 84.02 85.23
S3 82.18 82.96 85.06
S4 80.34 81.12 84.56
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 98.90 96.90 88.13
R3 94.24 92.24 86.85
R2 89.58 89.58 86.42
R1 87.58 87.58 86.00 88.58
PP 84.92 84.92 84.92 85.43
S1 82.92 82.92 85.14 83.92
S2 80.26 80.26 84.72
S3 75.60 78.26 84.29
S4 70.94 73.60 83.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.93 82.27 4.66 5.4% 2.16 2.5% 71% True False 38,446
10 86.93 79.37 7.56 8.8% 2.30 2.7% 82% True False 42,573
20 88.21 77.86 10.35 12.1% 2.27 2.7% 74% False False 43,747
40 88.21 76.76 11.45 13.4% 1.90 2.2% 77% False False 36,360
60 88.21 76.43 11.78 13.8% 1.80 2.1% 78% False False 28,487
80 88.21 68.70 19.51 22.8% 1.72 2.0% 86% False False 23,665
100 88.21 65.90 22.31 26.1% 1.79 2.1% 88% False False 20,154
120 88.21 65.24 22.97 26.8% 1.80 2.1% 89% False False 17,326
Crabel Price Patterns
NR True
NR4 True
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 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.75
2.618 91.75
1.618 89.91
1.000 88.77
0.618 88.07
HIGH 86.93
0.618 86.23
0.500 86.01
0.382 85.79
LOW 85.09
0.618 83.95
1.000 83.25
1.618 82.11
2.618 80.27
4.250 77.27
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 86.01 85.43
PP 85.86 85.29
S1 85.72 85.15

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

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