NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 90.07 90.41 0.34 0.4% 86.74
High 90.56 91.36 0.80 0.9% 90.56
Low 88.65 89.91 1.26 1.4% 86.12
Close 90.02 90.58 0.56 0.6% 90.02
Range 1.91 1.45 -0.46 -24.1% 4.44
ATR 1.84 1.81 -0.03 -1.5% 0.00
Volume 321,843 414,189 92,346 28.7% 1,227,068
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 94.97 94.22 91.38
R3 93.52 92.77 90.98
R2 92.07 92.07 90.85
R1 91.32 91.32 90.71 91.70
PP 90.62 90.62 90.62 90.80
S1 89.87 89.87 90.45 90.25
S2 89.17 89.17 90.31
S3 87.72 88.42 90.18
S4 86.27 86.97 89.78
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 91.36 86.58 4.78 5.3% 1.76 1.9% 84% True False 292,450
10 91.36 84.29 7.07 7.8% 1.81 2.0% 89% True False 216,735
20 91.36 77.32 14.04 15.5% 1.77 2.0% 94% True False 168,348
40 91.36 75.84 15.52 17.1% 1.83 2.0% 95% True False 126,475
60 91.36 67.49 23.87 26.4% 1.82 2.0% 97% True False 99,887
80 91.36 66.67 24.69 27.3% 1.96 2.2% 97% True False 81,868
100 91.36 63.50 27.86 30.8% 2.04 2.2% 97% True False 68,562
120 91.36 63.50 27.86 30.8% 1.97 2.2% 97% True False 58,952
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.52
2.618 95.16
1.618 93.71
1.000 92.81
0.618 92.26
HIGH 91.36
0.618 90.81
0.500 90.64
0.382 90.46
LOW 89.91
0.618 89.01
1.000 88.46
1.618 87.56
2.618 86.11
4.250 83.75
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 90.64 90.29
PP 90.62 89.99
S1 90.60 89.70

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

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