NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 85.17 85.96 0.79 0.9% 84.19
High 86.32 86.73 0.41 0.5% 86.39
Low 84.68 85.40 0.72 0.9% 83.51
Close 86.00 85.94 -0.06 -0.1% 86.00
Range 1.64 1.33 -0.31 -18.9% 2.88
ATR 1.77 1.74 -0.03 -1.8% 0.00
Volume 103,864 139,845 35,981 34.6% 488,008
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.01 89.31 86.67
R3 88.68 87.98 86.31
R2 87.35 87.35 86.18
R1 86.65 86.65 86.06 86.34
PP 86.02 86.02 86.02 85.87
S1 85.32 85.32 85.82 85.01
S2 84.69 84.69 85.70
S3 83.36 83.99 85.57
S4 82.03 82.66 85.21
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.94 92.85 87.58
R3 91.06 89.97 86.79
R2 88.18 88.18 86.53
R1 87.09 87.09 86.26 87.64
PP 85.30 85.30 85.30 85.57
S1 84.21 84.21 85.74 84.76
S2 82.42 82.42 85.47
S3 79.54 81.33 85.21
S4 76.66 78.45 84.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.73 83.51 3.22 3.7% 1.79 2.1% 75% True False 125,570
10 86.73 78.51 8.22 9.6% 1.71 2.0% 90% True False 121,455
20 86.73 77.03 9.70 11.3% 1.71 2.0% 92% True False 117,504
40 86.73 73.12 13.61 15.8% 1.74 2.0% 94% True False 111,233
60 86.73 67.40 19.33 22.5% 1.80 2.1% 96% True False 102,841
80 86.73 66.36 20.37 23.7% 1.94 2.3% 96% True False 95,333
100 86.73 63.00 23.73 27.6% 2.03 2.4% 97% True False 88,891
120 86.73 63.00 23.73 27.6% 2.00 2.3% 97% True False 84,757
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.38
2.618 90.21
1.618 88.88
1.000 88.06
0.618 87.55
HIGH 86.73
0.618 86.22
0.500 86.07
0.382 85.91
LOW 85.40
0.618 84.58
1.000 84.07
1.618 83.25
2.618 81.92
4.250 79.75
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 86.07 85.86
PP 86.02 85.78
S1 85.98 85.71

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

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