NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 90.55 89.88 -0.67 -0.7% 90.41
High 90.83 90.74 -0.09 -0.1% 92.43
Low 89.03 88.19 -0.84 -0.9% 88.37
Close 89.68 90.39 0.71 0.8% 90.03
Range 1.80 2.55 0.75 41.7% 4.06
ATR 1.91 1.95 0.05 2.4% 0.00
Volume 328,369 318,016 -10,353 -3.2% 2,162,684
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 97.42 96.46 91.79
R3 94.87 93.91 91.09
R2 92.32 92.32 90.86
R1 91.36 91.36 90.62 91.84
PP 89.77 89.77 89.77 90.02
S1 88.81 88.81 90.16 89.29
S2 87.22 87.22 89.92
S3 84.67 86.26 89.69
S4 82.12 83.71 88.99
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 91.33 88.19 3.14 3.5% 2.22 2.5% 70% False True 371,471
10 92.43 87.66 4.77 5.3% 2.00 2.2% 57% False False 363,945
20 92.43 78.94 13.49 14.9% 1.94 2.1% 85% False False 252,535
40 92.43 77.32 15.11 16.7% 1.91 2.1% 86% False False 176,344
60 92.43 69.53 22.90 25.3% 1.86 2.1% 91% False False 135,228
80 92.43 66.67 25.76 28.5% 1.94 2.1% 92% False False 110,142
100 92.43 63.50 28.93 32.0% 2.01 2.2% 93% False False 91,438
120 92.43 63.50 28.93 32.0% 1.99 2.2% 93% False False 78,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.58
2.618 97.42
1.618 94.87
1.000 93.29
0.618 92.32
HIGH 90.74
0.618 89.77
0.500 89.47
0.382 89.16
LOW 88.19
0.618 86.61
1.000 85.64
1.618 84.06
2.618 81.51
4.250 77.35
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 90.08 90.18
PP 89.77 89.97
S1 89.47 89.76

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

View Archives - Comment on this page... - Back to Index of Symbols