NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 90.97 90.63 -0.34 -0.4% 86.74
High 92.43 91.07 -1.36 -1.5% 90.56
Low 90.31 88.97 -1.34 -1.5% 86.12
Close 90.48 89.66 -0.82 -0.9% 90.02
Range 2.12 2.10 -0.02 -0.9% 4.44
ATR 1.83 1.85 0.02 1.0% 0.00
Volume 537,522 457,854 -79,668 -14.8% 1,227,068
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 96.20 95.03 90.82
R3 94.10 92.93 90.24
R2 92.00 92.00 90.05
R1 90.83 90.83 89.85 90.37
PP 89.90 89.90 89.90 89.67
S1 88.73 88.73 89.47 88.27
S2 87.80 87.80 89.28
S3 85.70 86.63 89.08
S4 83.60 84.53 88.51
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 92.43 88.04 4.39 4.9% 1.95 2.2% 37% False False 397,816
10 92.43 85.49 6.94 7.7% 1.74 1.9% 60% False False 287,332
20 92.43 77.32 15.11 16.9% 1.86 2.1% 82% False False 208,241
40 92.43 77.32 15.11 16.9% 1.83 2.0% 82% False False 147,840
60 92.43 67.49 24.94 27.8% 1.83 2.0% 89% False False 115,402
80 92.43 66.67 25.76 28.7% 1.96 2.2% 89% False False 93,643
100 92.43 63.50 28.93 32.3% 2.04 2.3% 90% False False 78,269
120 92.43 63.50 28.93 32.3% 1.98 2.2% 90% False False 67,141
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.00
2.618 96.57
1.618 94.47
1.000 93.17
0.618 92.37
HIGH 91.07
0.618 90.27
0.500 90.02
0.382 89.77
LOW 88.97
0.618 87.67
1.000 86.87
1.618 85.57
2.618 83.47
4.250 80.05
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 90.02 90.70
PP 89.90 90.35
S1 89.78 90.01

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

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