NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 86.72 87.54 0.82 0.9% 80.15
High 88.08 87.74 -0.34 -0.4% 86.06
Low 85.93 86.39 0.46 0.5% 79.34
Close 87.54 86.87 -0.67 -0.8% 85.55
Range 2.15 1.35 -0.80 -37.2% 6.72
ATR 2.03 1.98 -0.05 -2.4% 0.00
Volume 307,115 270,736 -36,379 -11.8% 1,619,479
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.05 90.31 87.61
R3 89.70 88.96 87.24
R2 88.35 88.35 87.12
R1 87.61 87.61 86.99 87.31
PP 87.00 87.00 87.00 86.85
S1 86.26 86.26 86.75 85.96
S2 85.65 85.65 86.62
S3 84.30 84.91 86.50
S4 82.95 83.56 86.13
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 88.08 81.48 6.60 7.6% 2.27 2.6% 82% False False 364,013
10 88.08 77.59 10.49 12.1% 1.99 2.3% 88% False False 341,087
20 88.08 77.59 10.49 12.1% 1.92 2.2% 88% False False 297,974
40 88.08 73.60 14.48 16.7% 1.94 2.2% 92% False False 210,442
60 88.08 67.27 20.81 24.0% 1.99 2.3% 94% False False 165,016
80 88.08 66.83 21.25 24.5% 2.09 2.4% 94% False False 133,449
100 88.08 64.58 23.50 27.1% 2.15 2.5% 95% False False 112,017
120 88.08 64.42 23.66 27.2% 2.14 2.5% 95% False False 95,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.48
2.618 91.27
1.618 89.92
1.000 89.09
0.618 88.57
HIGH 87.74
0.618 87.22
0.500 87.07
0.382 86.91
LOW 86.39
0.618 85.56
1.000 85.04
1.618 84.21
2.618 82.86
4.250 80.65
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 87.07 86.76
PP 87.00 86.66
S1 86.94 86.55

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

View Archives - Comment on this page... - Back to Index of Symbols