NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 87.40 87.27 -0.13 -0.1% 86.06
High 88.15 89.37 1.22 1.4% 88.08
Low 86.71 87.22 0.51 0.6% 85.02
Close 87.29 88.84 1.55 1.8% 87.51
Range 1.44 2.15 0.71 49.3% 3.06
ATR 1.93 1.94 0.02 0.8% 0.00
Volume 292,388 341,137 48,749 16.7% 1,325,196
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 94.93 94.03 90.02
R3 92.78 91.88 89.43
R2 90.63 90.63 89.23
R1 89.73 89.73 89.04 90.18
PP 88.48 88.48 88.48 88.70
S1 87.58 87.58 88.64 88.03
S2 86.33 86.33 88.45
S3 84.18 85.43 88.25
S4 82.03 83.28 87.66
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 89.37 85.93 3.44 3.9% 1.78 2.0% 85% True False 301,162
10 89.37 79.34 10.03 11.3% 2.00 2.3% 95% True False 333,161
20 89.37 77.59 11.78 13.3% 1.94 2.2% 96% True False 320,979
40 89.37 73.64 15.73 17.7% 1.92 2.2% 97% True False 227,369
60 89.37 67.42 21.95 24.7% 1.95 2.2% 98% True False 178,106
80 89.37 66.83 22.54 25.4% 2.08 2.3% 98% True False 144,239
100 89.37 64.58 24.79 27.9% 2.15 2.4% 98% True False 120,925
120 89.37 64.58 24.79 27.9% 2.11 2.4% 98% True False 103,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.51
2.618 95.00
1.618 92.85
1.000 91.52
0.618 90.70
HIGH 89.37
0.618 88.55
0.500 88.30
0.382 88.04
LOW 87.22
0.618 85.89
1.000 85.07
1.618 83.74
2.618 81.59
4.250 78.08
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 88.66 88.48
PP 88.48 88.12
S1 88.30 87.76

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

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