NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 93.78 91.76 -2.02 -2.2% 90.55
High 95.03 93.10 -1.93 -2.0% 95.03
Low 91.39 90.35 -1.04 -1.1% 88.19
Close 91.71 90.79 -0.92 -1.0% 90.79
Range 3.64 2.75 -0.89 -24.5% 6.84
ATR 2.19 2.23 0.04 1.8% 0.00
Volume 406,709 355,782 -50,927 -12.5% 1,913,506
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 99.66 97.98 92.30
R3 96.91 95.23 91.55
R2 94.16 94.16 91.29
R1 92.48 92.48 91.04 91.95
PP 91.41 91.41 91.41 91.15
S1 89.73 89.73 90.54 89.20
S2 88.66 88.66 90.29
S3 85.91 86.98 90.03
S4 83.16 84.23 89.28
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 111.86 108.16 94.55
R3 105.02 101.32 92.67
R2 98.18 98.18 92.04
R1 94.48 94.48 91.42 96.33
PP 91.34 91.34 91.34 92.26
S1 87.64 87.64 90.16 89.49
S2 84.50 84.50 89.54
S3 77.66 80.80 88.91
S4 70.82 73.96 87.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.03 88.19 6.84 7.5% 2.90 3.2% 38% False False 382,701
10 95.03 88.19 6.84 7.5% 2.48 2.7% 38% False False 407,619
20 95.03 82.78 12.25 13.5% 2.20 2.4% 65% False False 299,959
40 95.03 77.32 17.71 19.5% 1.97 2.2% 76% False False 202,340
60 95.03 70.77 24.26 26.7% 1.92 2.1% 83% False False 154,253
80 95.03 66.67 28.36 31.2% 1.99 2.2% 85% False False 124,995
100 95.03 66.67 28.36 31.2% 2.02 2.2% 85% False False 103,604
120 95.03 63.50 31.53 34.7% 2.04 2.3% 87% False False 88,693
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 0.67
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.79
2.618 100.30
1.618 97.55
1.000 95.85
0.618 94.80
HIGH 93.10
0.618 92.05
0.500 91.73
0.382 91.40
LOW 90.35
0.618 88.65
1.000 87.60
1.618 85.90
2.618 83.15
4.250 78.66
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 91.73 92.69
PP 91.41 92.06
S1 91.10 91.42

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

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