NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 87.27 88.75 1.48 1.7% 86.06
High 89.37 89.64 0.27 0.3% 88.08
Low 87.22 88.29 1.07 1.2% 85.02
Close 88.84 88.52 -0.32 -0.4% 87.51
Range 2.15 1.35 -0.80 -37.2% 3.06
ATR 1.94 1.90 -0.04 -2.2% 0.00
Volume 341,137 345,972 4,835 1.4% 1,325,196
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.87 92.04 89.26
R3 91.52 90.69 88.89
R2 90.17 90.17 88.77
R1 89.34 89.34 88.64 89.08
PP 88.82 88.82 88.82 88.69
S1 87.99 87.99 88.40 87.73
S2 87.47 87.47 88.27
S3 86.12 86.64 88.15
S4 84.77 85.29 87.78
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 89.64 86.15 3.49 3.9% 1.62 1.8% 68% True False 308,934
10 89.64 80.88 8.76 9.9% 1.93 2.2% 87% True False 339,342
20 89.64 77.59 12.05 13.6% 1.89 2.1% 91% True False 328,330
40 89.64 74.38 15.26 17.2% 1.91 2.2% 93% True False 233,330
60 89.64 67.42 22.22 25.1% 1.94 2.2% 95% True False 183,026
80 89.64 66.83 22.81 25.8% 2.08 2.3% 95% True False 148,318
100 89.64 64.58 25.06 28.3% 2.15 2.4% 96% True False 124,023
120 89.64 64.58 25.06 28.3% 2.10 2.4% 96% True False 106,110
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.38
2.618 93.17
1.618 91.82
1.000 90.99
0.618 90.47
HIGH 89.64
0.618 89.12
0.500 88.97
0.382 88.81
LOW 88.29
0.618 87.46
1.000 86.94
1.618 86.11
2.618 84.76
4.250 82.55
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 88.97 88.41
PP 88.82 88.29
S1 88.67 88.18

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

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