NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 85.19 86.02 0.83 1.0% 79.69
High 87.25 87.27 0.02 0.0% 85.19
Low 84.29 85.31 1.02 1.2% 78.94
Close 86.01 86.79 0.78 0.9% 84.75
Range 2.96 1.96 -1.00 -33.8% 6.25
ATR 1.91 1.91 0.00 0.2% 0.00
Volume 154,052 135,352 -18,700 -12.1% 559,791
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.34 91.52 87.87
R3 90.38 89.56 87.33
R2 88.42 88.42 87.15
R1 87.60 87.60 86.97 88.01
PP 86.46 86.46 86.46 86.66
S1 85.64 85.64 86.61 86.05
S2 84.50 84.50 86.43
S3 82.54 83.68 86.25
S4 80.58 81.72 85.71
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 87.27 80.43 6.84 7.9% 2.09 2.4% 93% True False 137,944
10 87.27 77.32 9.95 11.5% 1.97 2.3% 95% True False 129,150
20 87.27 77.32 9.95 11.5% 1.82 2.1% 95% True False 116,147
40 87.27 73.39 13.88 16.0% 1.84 2.1% 97% True False 89,855
60 87.27 66.67 20.60 23.7% 1.92 2.2% 98% True False 72,763
80 87.27 66.67 20.60 23.7% 1.99 2.3% 98% True False 59,765
100 87.27 63.50 23.77 27.4% 2.04 2.4% 98% True False 50,718
120 87.27 63.50 23.77 27.4% 2.05 2.4% 98% True False 43,787
Crabel Price Patterns
NR True
NR4 True
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.60
2.618 92.40
1.618 90.44
1.000 89.23
0.618 88.48
HIGH 87.27
0.618 86.52
0.500 86.29
0.382 86.06
LOW 85.31
0.618 84.10
1.000 83.35
1.618 82.14
2.618 80.18
4.250 76.98
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 86.62 86.20
PP 86.46 85.61
S1 86.29 85.03

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

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