NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 81.14 82.90 1.76 2.2% 79.69
High 83.02 85.19 2.17 2.6% 85.19
Low 81.00 82.78 1.78 2.2% 78.94
Close 82.96 84.75 1.79 2.2% 84.75
Range 2.02 2.41 0.39 19.3% 6.25
ATR 1.78 1.83 0.04 2.5% 0.00
Volume 150,232 169,832 19,600 13.0% 559,791
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.47 90.52 86.08
R3 89.06 88.11 85.41
R2 86.65 86.65 85.19
R1 85.70 85.70 84.97 86.18
PP 84.24 84.24 84.24 84.48
S1 83.29 83.29 84.53 83.77
S2 81.83 81.83 84.31
S3 79.42 80.88 84.09
S4 77.01 78.47 83.42
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 101.71 99.48 88.19
R3 95.46 93.23 86.47
R2 89.21 89.21 85.90
R1 86.98 86.98 85.32 88.10
PP 82.96 82.96 82.96 83.52
S1 80.73 80.73 84.18 81.85
S2 76.71 76.71 83.60
S3 70.46 74.48 83.03
S4 64.21 68.23 81.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.19 78.94 6.25 7.4% 1.74 2.1% 93% True False 111,958
10 85.19 77.32 7.87 9.3% 1.73 2.0% 94% True False 119,962
20 85.19 77.32 7.87 9.3% 1.80 2.1% 94% True False 110,426
40 85.19 72.09 13.10 15.5% 1.79 2.1% 97% True False 84,530
60 85.19 66.67 18.52 21.9% 1.93 2.3% 98% True False 69,154
80 85.19 66.67 18.52 21.9% 1.98 2.3% 98% True False 56,476
100 85.19 63.50 21.69 25.6% 2.02 2.4% 98% True False 48,027
120 85.19 63.50 21.69 25.6% 2.08 2.5% 98% True False 41,531
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 0.41
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 95.43
2.618 91.50
1.618 89.09
1.000 87.60
0.618 86.68
HIGH 85.19
0.618 84.27
0.500 83.99
0.382 83.70
LOW 82.78
0.618 81.29
1.000 80.37
1.618 78.88
2.618 76.47
4.250 72.54
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 84.50 84.10
PP 84.24 83.46
S1 83.99 82.81

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

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