NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 81.70 83.63 1.93 2.4% 80.15
High 83.69 86.06 2.37 2.8% 86.06
Low 81.48 83.46 1.98 2.4% 79.34
Close 83.63 85.55 1.92 2.3% 85.55
Range 2.21 2.60 0.39 17.6% 6.72
ATR 1.89 1.94 0.05 2.7% 0.00
Volume 368,848 420,461 51,613 14.0% 1,619,479
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.82 91.79 86.98
R3 90.22 89.19 86.27
R2 87.62 87.62 86.03
R1 86.59 86.59 85.79 87.11
PP 85.02 85.02 85.02 85.28
S1 83.99 83.99 85.31 84.51
S2 82.42 82.42 85.07
S3 79.82 81.39 84.84
S4 77.22 78.79 84.12
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 103.81 101.40 89.25
R3 97.09 94.68 87.40
R2 90.37 90.37 86.78
R1 87.96 87.96 86.17 89.17
PP 83.65 83.65 83.65 84.25
S1 81.24 81.24 84.93 82.45
S2 76.93 76.93 84.32
S3 70.21 74.52 83.70
S4 63.49 67.80 81.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.06 79.34 6.72 7.9% 1.86 2.2% 92% True False 323,895
10 86.06 77.59 8.47 9.9% 1.83 2.1% 94% True False 340,759
20 86.06 77.59 8.47 9.9% 1.91 2.2% 94% True False 275,966
40 86.06 72.39 13.67 16.0% 1.89 2.2% 96% True False 191,197
60 86.06 66.83 19.23 22.5% 2.03 2.4% 97% True False 151,232
80 86.06 66.83 19.23 22.5% 2.09 2.4% 97% True False 121,451
100 86.06 64.58 21.48 25.1% 2.13 2.5% 98% True False 102,242
120 86.06 64.42 21.64 25.3% 2.19 2.6% 98% True False 87,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 97.11
2.618 92.87
1.618 90.27
1.000 88.66
0.618 87.67
HIGH 86.06
0.618 85.07
0.500 84.76
0.382 84.45
LOW 83.46
0.618 81.85
1.000 80.86
1.618 79.25
2.618 76.65
4.250 72.41
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 85.29 84.86
PP 85.02 84.16
S1 84.76 83.47

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

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