NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 90.63 89.30 -1.33 -1.5% 86.74
High 91.07 90.98 -0.09 -0.1% 90.56
Low 88.97 88.37 -0.60 -0.7% 86.12
Close 89.66 89.63 -0.03 0.0% 90.02
Range 2.10 2.61 0.51 24.3% 4.44
ATR 1.85 1.91 0.05 2.9% 0.00
Volume 457,854 351,032 -106,822 -23.3% 1,227,068
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 97.49 96.17 91.07
R3 94.88 93.56 90.35
R2 92.27 92.27 90.11
R1 90.95 90.95 89.87 91.61
PP 89.66 89.66 89.66 89.99
S1 88.34 88.34 89.39 89.00
S2 87.05 87.05 89.15
S3 84.44 85.73 88.91
S4 81.83 83.12 88.19
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 88.37 4.06 4.5% 2.04 2.3% 31% False True 416,488
10 92.43 85.49 6.94 7.7% 1.87 2.1% 60% False False 311,328
20 92.43 77.32 15.11 16.9% 1.87 2.1% 81% False False 219,433
40 92.43 77.32 15.11 16.9% 1.87 2.1% 81% False False 154,868
60 92.43 67.49 24.94 27.8% 1.84 2.0% 89% False False 120,173
80 92.43 66.67 25.76 28.7% 1.98 2.2% 89% False False 97,859
100 92.43 63.50 28.93 32.3% 2.04 2.3% 90% False False 81,640
120 92.43 63.50 28.93 32.3% 1.99 2.2% 90% False False 70,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 102.07
2.618 97.81
1.618 95.20
1.000 93.59
0.618 92.59
HIGH 90.98
0.618 89.98
0.500 89.68
0.382 89.37
LOW 88.37
0.618 86.76
1.000 85.76
1.618 84.15
2.618 81.54
4.250 77.28
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 89.68 90.40
PP 89.66 90.14
S1 89.65 89.89

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

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