NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 86.78 87.40 0.62 0.7% 86.06
High 87.95 88.15 0.20 0.2% 88.08
Low 86.15 86.71 0.56 0.7% 85.02
Close 87.51 87.29 -0.22 -0.3% 87.51
Range 1.80 1.44 -0.36 -20.0% 3.06
ATR 1.96 1.93 -0.04 -1.9% 0.00
Volume 294,437 292,388 -2,049 -0.7% 1,325,196
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.70 90.94 88.08
R3 90.26 89.50 87.69
R2 88.82 88.82 87.55
R1 88.06 88.06 87.42 87.72
PP 87.38 87.38 87.38 87.22
S1 86.62 86.62 87.16 86.28
S2 85.94 85.94 87.03
S3 84.50 85.18 86.89
S4 83.06 83.74 86.50
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 88.15 85.02 3.13 3.6% 1.96 2.2% 73% True False 323,516
10 88.15 79.34 8.81 10.1% 1.91 2.2% 90% True False 323,706
20 88.15 77.59 10.56 12.1% 1.90 2.2% 92% True False 310,257
40 88.15 73.60 14.55 16.7% 1.92 2.2% 94% True False 220,737
60 88.15 67.42 20.73 23.7% 1.96 2.2% 96% True False 173,202
80 88.15 66.83 21.32 24.4% 2.09 2.4% 96% True False 140,329
100 88.15 64.58 23.57 27.0% 2.15 2.5% 96% True False 117,628
120 88.15 64.58 23.57 27.0% 2.11 2.4% 96% True False 100,592
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.27
2.618 91.92
1.618 90.48
1.000 89.59
0.618 89.04
HIGH 88.15
0.618 87.60
0.500 87.43
0.382 87.26
LOW 86.71
0.618 85.82
1.000 85.27
1.618 84.38
2.618 82.94
4.250 80.59
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 87.43 87.24
PP 87.38 87.20
S1 87.34 87.15

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

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