NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 88.81 90.67 1.86 2.1% 87.40
High 90.79 91.23 0.44 0.5% 91.23
Low 88.68 89.22 0.54 0.6% 86.71
Close 90.16 90.77 0.61 0.7% 90.77
Range 2.11 2.01 -0.10 -4.7% 4.52
ATR 1.93 1.93 0.01 0.3% 0.00
Volume 325,270 315,003 -10,267 -3.2% 1,619,770
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 96.44 95.61 91.88
R3 94.43 93.60 91.32
R2 92.42 92.42 91.14
R1 91.59 91.59 90.95 92.01
PP 90.41 90.41 90.41 90.61
S1 89.58 89.58 90.59 90.00
S2 88.40 88.40 90.40
S3 86.39 87.57 90.22
S4 84.38 85.56 89.66
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 103.13 101.47 93.26
R3 98.61 96.95 92.01
R2 94.09 94.09 91.60
R1 92.43 92.43 91.18 93.26
PP 89.57 89.57 89.57 89.99
S1 87.91 87.91 90.36 88.74
S2 85.05 85.05 89.94
S3 80.53 83.39 89.53
S4 76.01 78.87 88.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.23 86.71 4.52 5.0% 1.81 2.0% 90% True False 323,954
10 91.23 83.46 7.77 8.6% 2.00 2.2% 94% True False 336,542
20 91.23 77.59 13.64 15.0% 1.88 2.1% 97% True False 336,500
40 91.23 75.45 15.78 17.4% 1.93 2.1% 97% True False 243,713
60 91.23 67.42 23.81 26.2% 1.94 2.1% 98% True False 192,159
80 91.23 66.83 24.40 26.9% 2.08 2.3% 98% True False 155,725
100 91.23 64.58 26.65 29.4% 2.15 2.4% 98% True False 129,993
120 91.23 64.58 26.65 29.4% 2.09 2.3% 98% True False 111,198
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.77
2.618 96.49
1.618 94.48
1.000 93.24
0.618 92.47
HIGH 91.23
0.618 90.46
0.500 90.23
0.382 89.99
LOW 89.22
0.618 87.98
1.000 87.21
1.618 85.97
2.618 83.96
4.250 80.68
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 90.59 90.43
PP 90.41 90.10
S1 90.23 89.76

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

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