NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 88.19 90.07 1.88 2.1% 86.74
High 90.20 90.56 0.36 0.4% 90.56
Low 88.04 88.65 0.61 0.7% 86.12
Close 89.61 90.02 0.41 0.5% 90.02
Range 2.16 1.91 -0.25 -11.6% 4.44
ATR 1.84 1.84 0.01 0.3% 0.00
Volume 257,676 321,843 64,167 24.9% 1,227,068
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.47 94.66 91.07
R3 93.56 92.75 90.55
R2 91.65 91.65 90.37
R1 90.84 90.84 90.20 90.29
PP 89.74 89.74 89.74 89.47
S1 88.93 88.93 89.84 88.38
S2 87.83 87.83 89.67
S3 85.92 87.02 89.49
S4 84.01 85.11 88.97
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 102.22 100.56 92.46
R3 97.78 96.12 91.24
R2 93.34 93.34 90.83
R1 91.68 91.68 90.43 92.51
PP 88.90 88.90 88.90 89.32
S1 87.24 87.24 89.61 88.07
S2 84.46 84.46 89.21
S3 80.02 82.80 88.80
S4 75.58 78.36 87.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.56 86.12 4.44 4.9% 1.75 1.9% 88% True False 245,413
10 90.56 82.78 7.78 8.6% 1.91 2.1% 93% True False 192,300
20 90.56 77.32 13.24 14.7% 1.79 2.0% 96% True False 153,415
40 90.56 75.19 15.37 17.1% 1.83 2.0% 96% True False 117,600
60 90.56 67.49 23.07 25.6% 1.85 2.1% 98% True False 93,819
80 90.56 66.67 23.89 26.5% 1.97 2.2% 98% True False 76,989
100 90.56 63.50 27.06 30.1% 2.05 2.3% 98% True False 64,545
120 90.56 63.50 27.06 30.1% 1.99 2.2% 98% True False 55,556
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.68
2.618 95.56
1.618 93.65
1.000 92.47
0.618 91.74
HIGH 90.56
0.618 89.83
0.500 89.61
0.382 89.38
LOW 88.65
0.618 87.47
1.000 86.74
1.618 85.56
2.618 83.65
4.250 80.53
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 89.88 89.72
PP 89.74 89.41
S1 89.61 89.11

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

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