NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 86.02 86.80 0.78 0.9% 79.69
High 87.27 86.99 -0.28 -0.3% 85.19
Low 85.31 85.68 0.37 0.4% 78.94
Close 86.79 86.15 -0.64 -0.7% 84.75
Range 1.96 1.31 -0.65 -33.2% 6.25
ATR 1.91 1.87 -0.04 -2.3% 0.00
Volume 135,352 111,072 -24,280 -17.9% 559,791
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.20 89.49 86.87
R3 88.89 88.18 86.51
R2 87.58 87.58 86.39
R1 86.87 86.87 86.27 86.57
PP 86.27 86.27 86.27 86.13
S1 85.56 85.56 86.03 85.26
S2 84.96 84.96 85.91
S3 83.65 84.25 85.79
S4 82.34 82.94 85.43
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 81.00 6.27 7.3% 2.13 2.5% 82% False False 144,108
10 87.27 77.32 9.95 11.5% 1.87 2.2% 89% False False 127,538
20 87.27 77.32 9.95 11.5% 1.80 2.1% 89% False False 113,468
40 87.27 73.39 13.88 16.1% 1.84 2.1% 92% False False 91,511
60 87.27 67.20 20.07 23.3% 1.89 2.2% 94% False False 73,989
80 87.27 66.67 20.60 23.9% 1.98 2.3% 95% False False 61,001
100 87.27 63.50 23.77 27.6% 2.04 2.4% 95% False False 51,720
120 87.27 63.50 23.77 27.6% 2.03 2.4% 95% False False 44,656
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.56
2.618 90.42
1.618 89.11
1.000 88.30
0.618 87.80
HIGH 86.99
0.618 86.49
0.500 86.34
0.382 86.18
LOW 85.68
0.618 84.87
1.000 84.37
1.618 83.56
2.618 82.25
4.250 80.11
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 86.34 86.03
PP 86.27 85.90
S1 86.21 85.78

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

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