NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 82.21 84.19 1.98 2.4% 79.27
High 84.30 86.34 2.04 2.4% 84.30
Low 82.09 83.51 1.42 1.7% 78.51
Close 83.90 85.21 1.31 1.6% 83.90
Range 2.21 2.83 0.62 28.1% 5.79
ATR 1.74 1.82 0.08 4.5% 0.00
Volume 187,054 174,772 -12,282 -6.6% 586,705
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.51 92.19 86.77
R3 90.68 89.36 85.99
R2 87.85 87.85 85.73
R1 86.53 86.53 85.47 87.19
PP 85.02 85.02 85.02 85.35
S1 83.70 83.70 84.95 84.36
S2 82.19 82.19 84.69
S3 79.36 80.87 84.43
S4 76.53 78.04 83.65
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 99.61 97.54 87.08
R3 93.82 91.75 85.49
R2 88.03 88.03 84.96
R1 85.96 85.96 84.43 87.00
PP 82.24 82.24 82.24 82.75
S1 80.17 80.17 83.37 81.21
S2 76.45 76.45 82.84
S3 70.66 74.38 82.31
S4 64.87 68.59 80.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.34 78.51 7.83 9.2% 1.96 2.3% 86% True False 140,827
10 86.34 77.03 9.31 10.9% 1.77 2.1% 88% True False 123,676
20 86.34 77.03 9.31 10.9% 1.77 2.1% 88% True False 121,288
40 86.34 72.10 14.24 16.7% 1.75 2.1% 92% True False 108,615
60 86.34 66.36 19.98 23.4% 1.85 2.2% 94% True False 100,929
80 86.34 66.36 19.98 23.4% 1.96 2.3% 94% True False 92,174
100 86.34 63.00 23.34 27.4% 2.02 2.4% 95% True False 86,401
120 86.34 63.00 23.34 27.4% 2.08 2.4% 95% True False 84,510
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 0.40
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 98.37
2.618 93.75
1.618 90.92
1.000 89.17
0.618 88.09
HIGH 86.34
0.618 85.26
0.500 84.93
0.382 84.59
LOW 83.51
0.618 81.76
1.000 80.68
1.618 78.93
2.618 76.10
4.250 71.48
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 85.12 84.61
PP 85.02 84.00
S1 84.93 83.40

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

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