NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 91.20 92.22 1.02 1.1% 87.40
High 92.43 93.74 1.31 1.4% 91.23
Low 90.75 91.07 0.32 0.4% 86.71
Close 91.48 91.20 -0.28 -0.3% 90.77
Range 1.68 2.67 0.99 58.9% 4.52
ATR 1.91 1.97 0.05 2.8% 0.00
Volume 119,258 94,597 -24,661 -20.7% 1,619,770
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 100.01 98.28 92.67
R3 97.34 95.61 91.93
R2 94.67 94.67 91.69
R1 92.94 92.94 91.44 92.47
PP 92.00 92.00 92.00 91.77
S1 90.27 90.27 90.96 89.80
S2 89.33 89.33 90.71
S3 86.66 87.60 90.47
S4 83.99 84.93 89.73
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 93.74 88.29 5.45 6.0% 1.96 2.2% 53% True False 240,020
10 93.74 85.93 7.81 8.6% 1.87 2.1% 67% True False 270,591
20 93.74 77.59 16.15 17.7% 1.91 2.1% 84% True False 310,228
40 93.74 77.59 16.15 17.7% 1.93 2.1% 84% True False 243,652
60 93.74 67.42 26.32 28.9% 1.92 2.1% 90% True False 192,945
80 93.74 66.83 26.91 29.5% 2.09 2.3% 91% True False 157,417
100 93.74 64.58 29.16 32.0% 2.14 2.3% 91% True False 131,554
120 93.74 64.58 29.16 32.0% 2.09 2.3% 91% True False 112,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 105.09
2.618 100.73
1.618 98.06
1.000 96.41
0.618 95.39
HIGH 93.74
0.618 92.72
0.500 92.41
0.382 92.09
LOW 91.07
0.618 89.42
1.000 88.40
1.618 86.75
2.618 84.08
4.250 79.72
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 92.41 91.48
PP 92.00 91.39
S1 91.60 91.29

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

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