NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 86.62 88.07 1.45 1.7% 85.19
High 88.62 88.92 0.30 0.3% 87.27
Low 86.58 87.66 1.08 1.2% 84.29
Close 88.16 87.88 -0.28 -0.3% 86.81
Range 2.04 1.26 -0.78 -38.2% 2.98
ATR 1.84 1.80 -0.04 -2.2% 0.00
Volume 217,683 250,863 33,180 15.2% 526,100
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.93 91.17 88.57
R3 90.67 89.91 88.23
R2 89.41 89.41 88.11
R1 88.65 88.65 88.00 88.40
PP 88.15 88.15 88.15 88.03
S1 87.39 87.39 87.76 87.14
S2 86.89 86.89 87.65
S3 85.63 86.13 87.53
S4 84.37 84.87 87.19
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.06 93.92 88.45
R3 92.08 90.94 87.63
R2 89.10 89.10 87.36
R1 87.96 87.96 87.08 88.53
PP 86.12 86.12 86.12 86.41
S1 84.98 84.98 86.54 85.55
S2 83.14 83.14 86.26
S3 80.16 82.00 85.99
S4 77.18 79.02 85.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.92 85.49 3.43 3.9% 1.54 1.8% 70% True False 176,849
10 88.92 80.43 8.49 9.7% 1.82 2.1% 88% True False 157,396
20 88.92 77.32 11.60 13.2% 1.79 2.0% 91% True False 135,261
40 88.92 74.18 14.74 16.8% 1.81 2.1% 93% True False 106,025
60 88.92 67.49 21.43 24.4% 1.85 2.1% 95% True False 84,963
80 88.92 66.67 22.25 25.3% 1.97 2.2% 95% True False 70,040
100 88.92 63.50 25.42 28.9% 2.04 2.3% 96% True False 59,014
120 88.92 63.50 25.42 28.9% 2.00 2.3% 96% True False 50,854
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 94.28
2.618 92.22
1.618 90.96
1.000 90.18
0.618 89.70
HIGH 88.92
0.618 88.44
0.500 88.29
0.382 88.14
LOW 87.66
0.618 86.88
1.000 86.40
1.618 85.62
2.618 84.36
4.250 82.31
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 88.29 87.76
PP 88.15 87.64
S1 88.02 87.52

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

View Archives - Comment on this page... - Back to Index of Symbols