NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 87.54 86.78 -0.76 -0.9% 86.06
High 87.74 87.95 0.21 0.2% 88.08
Low 86.39 86.15 -0.24 -0.3% 85.02
Close 86.87 87.51 0.64 0.7% 87.51
Range 1.35 1.80 0.45 33.3% 3.06
ATR 1.98 1.96 -0.01 -0.6% 0.00
Volume 270,736 294,437 23,701 8.8% 1,325,196
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.60 91.86 88.50
R3 90.80 90.06 88.01
R2 89.00 89.00 87.84
R1 88.26 88.26 87.68 88.63
PP 87.20 87.20 87.20 87.39
S1 86.46 86.46 87.35 86.83
S2 85.40 85.40 87.18
S3 83.60 84.66 87.02
S4 81.80 82.86 86.52
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 96.05 94.84 89.19
R3 92.99 91.78 88.35
R2 89.93 89.93 88.07
R1 88.72 88.72 87.79 89.33
PP 86.87 86.87 86.87 87.17
S1 85.66 85.66 87.23 86.27
S2 83.81 83.81 86.95
S3 80.75 82.60 86.67
S4 77.69 79.54 85.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.08 83.46 4.62 5.3% 2.19 2.5% 88% False False 349,131
10 88.08 78.14 9.94 11.4% 2.00 2.3% 94% False False 335,608
20 88.08 77.59 10.49 12.0% 1.90 2.2% 95% False False 304,352
40 88.08 73.60 14.48 16.5% 1.94 2.2% 96% False False 214,967
60 88.08 67.42 20.66 23.6% 1.98 2.3% 97% False False 169,127
80 88.08 66.83 21.25 24.3% 2.09 2.4% 97% False False 136,853
100 88.08 64.58 23.50 26.9% 2.15 2.5% 98% False False 114,851
120 88.08 64.42 23.66 27.0% 2.12 2.4% 98% False False 98,236
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.60
2.618 92.66
1.618 90.86
1.000 89.75
0.618 89.06
HIGH 87.95
0.618 87.26
0.500 87.05
0.382 86.84
LOW 86.15
0.618 85.04
1.000 84.35
1.618 83.24
2.618 81.44
4.250 78.50
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 87.36 87.34
PP 87.20 87.17
S1 87.05 87.01

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

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