NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 89.30 89.62 0.32 0.4% 90.41
High 90.98 91.33 0.35 0.4% 92.43
Low 88.37 89.31 0.94 1.1% 88.37
Close 89.63 90.03 0.40 0.4% 90.03
Range 2.61 2.02 -0.59 -22.6% 4.06
ATR 1.91 1.92 0.01 0.4% 0.00
Volume 351,032 402,087 51,055 14.5% 2,162,684
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 96.28 95.18 91.14
R3 94.26 93.16 90.59
R2 92.24 92.24 90.40
R1 91.14 91.14 90.22 91.69
PP 90.22 90.22 90.22 90.50
S1 89.12 89.12 89.84 89.67
S2 88.20 88.20 89.66
S3 86.18 87.10 89.47
S4 84.16 85.08 88.92
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 102.46 100.30 92.26
R3 98.40 96.24 91.15
R2 94.34 94.34 90.77
R1 92.18 92.18 90.40 91.23
PP 90.28 90.28 90.28 89.80
S1 88.12 88.12 89.66 87.17
S2 86.22 86.22 89.29
S3 82.16 84.06 88.91
S4 78.10 80.00 87.80
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% 2.06 2.3% 41% False False 432,536
10 92.43 86.12 6.31 7.0% 1.90 2.1% 62% False False 338,975
20 92.43 77.82 14.61 16.2% 1.89 2.1% 84% False False 232,042
40 92.43 77.32 15.11 16.8% 1.88 2.1% 84% False False 163,023
60 92.43 69.10 23.33 25.9% 1.83 2.0% 90% False False 125,879
80 92.43 66.67 25.76 28.6% 1.95 2.2% 91% False False 102,597
100 92.43 63.50 28.93 32.1% 2.04 2.3% 92% False False 85,533
120 92.43 63.50 28.93 32.1% 2.00 2.2% 92% False False 73,297
Crabel Price Patterns
NR True
NR4 True
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 0.46
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.92
2.618 96.62
1.618 94.60
1.000 93.35
0.618 92.58
HIGH 91.33
0.618 90.56
0.500 90.32
0.382 90.08
LOW 89.31
0.618 88.06
1.000 87.29
1.618 86.04
2.618 84.02
4.250 80.73
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 90.32 89.97
PP 90.22 89.91
S1 90.13 89.85

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

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