NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 83.62 82.06 -1.56 -1.9% 85.25
High 83.98 84.11 0.13 0.2% 85.76
Low 81.28 81.74 0.46 0.6% 80.77
Close 81.84 83.84 2.00 2.4% 83.84
Range 2.70 2.37 -0.33 -12.2% 4.99
ATR 2.39 2.39 0.00 -0.1% 0.00
Volume 50,233 46,252 -3,981 -7.9% 289,826
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 90.34 89.46 85.14
R3 87.97 87.09 84.49
R2 85.60 85.60 84.27
R1 84.72 84.72 84.06 85.16
PP 83.23 83.23 83.23 83.45
S1 82.35 82.35 83.62 82.79
S2 80.86 80.86 83.41
S3 78.49 79.98 83.19
S4 76.12 77.61 82.54
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 98.43 96.12 86.58
R3 93.44 91.13 85.21
R2 88.45 88.45 84.75
R1 86.14 86.14 84.30 84.80
PP 83.46 83.46 83.46 82.79
S1 81.15 81.15 83.38 79.81
S2 78.47 78.47 82.93
S3 73.48 76.16 82.47
S4 68.49 71.17 81.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.76 80.77 4.99 6.0% 2.72 3.2% 62% False False 57,965
10 86.93 80.77 6.16 7.3% 2.44 2.9% 50% False False 48,205
20 86.93 77.86 9.07 10.8% 2.46 2.9% 66% False False 47,388
40 88.21 77.86 10.35 12.3% 2.06 2.5% 58% False False 41,583
60 88.21 76.43 11.78 14.1% 1.87 2.2% 63% False False 32,399
80 88.21 70.12 18.09 21.6% 1.79 2.1% 76% False False 26,732
100 88.21 65.90 22.31 26.6% 1.82 2.2% 80% False False 22,870
120 88.21 65.90 22.31 26.6% 1.82 2.2% 80% False False 19,570
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.67
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.18
2.618 90.31
1.618 87.94
1.000 86.48
0.618 85.57
HIGH 84.11
0.618 83.20
0.500 82.93
0.382 82.65
LOW 81.74
0.618 80.28
1.000 79.37
1.618 77.91
2.618 75.54
4.250 71.67
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 83.54 83.37
PP 83.23 82.91
S1 82.93 82.44

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

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