NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 90.67 91.20 0.53 0.6% 87.40
High 91.23 92.43 1.20 1.3% 91.23
Low 89.22 90.75 1.53 1.7% 86.71
Close 90.77 91.48 0.71 0.8% 90.77
Range 2.01 1.68 -0.33 -16.4% 4.52
ATR 1.93 1.91 -0.02 -0.9% 0.00
Volume 315,003 119,258 -195,745 -62.1% 1,619,770
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 96.59 95.72 92.40
R3 94.91 94.04 91.94
R2 93.23 93.23 91.79
R1 92.36 92.36 91.63 92.80
PP 91.55 91.55 91.55 91.77
S1 90.68 90.68 91.33 91.12
S2 89.87 89.87 91.17
S3 88.19 89.00 91.02
S4 86.51 87.32 90.56
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 92.43 87.22 5.21 5.7% 1.86 2.0% 82% True False 289,328
10 92.43 85.02 7.41 8.1% 1.91 2.1% 87% True False 306,422
20 92.43 77.59 14.84 16.2% 1.87 2.0% 94% True False 323,590
40 92.43 76.16 16.27 17.8% 1.93 2.1% 94% True False 244,026
60 92.43 67.42 25.01 27.3% 1.91 2.1% 96% True False 192,333
80 92.43 66.83 25.60 28.0% 2.08 2.3% 96% True False 156,735
100 92.43 64.58 27.85 30.4% 2.14 2.3% 97% True False 130,925
120 92.43 64.58 27.85 30.4% 2.08 2.3% 97% True False 112,089
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.57
2.618 96.83
1.618 95.15
1.000 94.11
0.618 93.47
HIGH 92.43
0.618 91.79
0.500 91.59
0.382 91.39
LOW 90.75
0.618 89.71
1.000 89.07
1.618 88.03
2.618 86.35
4.250 83.61
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 91.59 91.17
PP 91.55 90.86
S1 91.52 90.56

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

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