NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 92.22 91.55 -0.67 -0.7% 87.40
High 93.74 91.98 -1.76 -1.9% 91.23
Low 91.07 89.87 -1.20 -1.3% 86.71
Close 91.20 90.28 -0.92 -1.0% 90.77
Range 2.67 2.11 -0.56 -21.0% 4.52
ATR 1.97 1.98 0.01 0.5% 0.00
Volume 94,597 22,148 -72,449 -76.6% 1,619,770
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 97.04 95.77 91.44
R3 94.93 93.66 90.86
R2 92.82 92.82 90.67
R1 91.55 91.55 90.47 91.13
PP 90.71 90.71 90.71 90.50
S1 89.44 89.44 90.09 89.02
S2 88.60 88.60 89.89
S3 86.49 87.33 89.70
S4 84.38 85.22 89.12
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 88.68 5.06 5.6% 2.12 2.3% 32% False False 175,255
10 93.74 86.15 7.59 8.4% 1.87 2.1% 54% False False 242,094
20 93.74 77.59 16.15 17.9% 1.97 2.2% 79% False False 296,961
40 93.74 77.59 16.15 17.9% 1.94 2.2% 79% False False 241,136
60 93.74 67.42 26.32 29.2% 1.93 2.1% 87% False False 192,552
80 93.74 66.83 26.91 29.8% 2.08 2.3% 87% False False 157,172
100 93.74 64.58 29.16 32.3% 2.15 2.4% 88% False False 131,467
120 93.74 64.58 29.16 32.3% 2.09 2.3% 88% False False 112,894
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.95
2.618 97.50
1.618 95.39
1.000 94.09
0.618 93.28
HIGH 91.98
0.618 91.17
0.500 90.93
0.382 90.68
LOW 89.87
0.618 88.57
1.000 87.76
1.618 86.46
2.618 84.35
4.250 80.90
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 90.93 91.81
PP 90.71 91.30
S1 90.50 90.79

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

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