NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 85.96 85.89 -0.07 -0.1% 84.19
High 86.73 87.76 1.03 1.2% 86.39
Low 85.40 85.88 0.48 0.6% 83.51
Close 85.94 87.36 1.42 1.7% 86.00
Range 1.33 1.88 0.55 41.4% 2.88
ATR 1.74 1.75 0.01 0.6% 0.00
Volume 139,845 171,796 31,951 22.8% 488,008
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.64 91.88 88.39
R3 90.76 90.00 87.88
R2 88.88 88.88 87.70
R1 88.12 88.12 87.53 88.50
PP 87.00 87.00 87.00 87.19
S1 86.24 86.24 87.19 86.62
S2 85.12 85.12 87.02
S3 83.24 84.36 86.84
S4 81.36 82.48 86.33
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 87.76 84.54 3.22 3.7% 1.60 1.8% 88% True False 124,975
10 87.76 78.51 9.25 10.6% 1.78 2.0% 96% True False 132,901
20 87.76 77.03 10.73 12.3% 1.75 2.0% 96% True False 122,219
40 87.76 73.17 14.59 16.7% 1.74 2.0% 97% True False 113,540
60 87.76 67.40 20.36 23.3% 1.78 2.0% 98% True False 104,447
80 87.76 66.36 21.40 24.5% 1.93 2.2% 98% True False 96,673
100 87.76 63.00 24.76 28.3% 2.03 2.3% 98% True False 90,106
120 87.76 63.00 24.76 28.3% 1.99 2.3% 98% True False 85,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 95.75
2.618 92.68
1.618 90.80
1.000 89.64
0.618 88.92
HIGH 87.76
0.618 87.04
0.500 86.82
0.382 86.60
LOW 85.88
0.618 84.72
1.000 84.00
1.618 82.84
2.618 80.96
4.250 77.89
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 87.18 86.98
PP 87.00 86.60
S1 86.82 86.22

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

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