NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 87.42 89.20 1.78 2.0% 85.96
High 89.33 89.70 0.37 0.4% 89.70
Low 87.27 87.85 0.58 0.7% 85.40
Close 88.81 88.97 0.16 0.2% 88.97
Range 2.06 1.85 -0.21 -10.2% 4.30
ATR 1.75 1.76 0.01 0.4% 0.00
Volume 144,931 200,746 55,815 38.5% 806,474
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 94.39 93.53 89.99
R3 92.54 91.68 89.48
R2 90.69 90.69 89.31
R1 89.83 89.83 89.14 89.34
PP 88.84 88.84 88.84 88.59
S1 87.98 87.98 88.80 87.49
S2 86.99 86.99 88.63
S3 85.14 86.13 88.46
S4 83.29 84.28 87.95
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 100.92 99.25 91.34
R3 96.62 94.95 90.15
R2 92.32 92.32 89.76
R1 90.65 90.65 89.36 91.49
PP 88.02 88.02 88.02 88.44
S1 86.35 86.35 88.58 87.19
S2 83.72 83.72 88.18
S3 79.42 82.05 87.79
S4 75.12 77.75 86.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.70 85.40 4.30 4.8% 1.66 1.9% 83% True False 161,294
10 89.70 82.09 7.61 8.6% 1.81 2.0% 90% True False 148,153
20 89.70 77.03 12.67 14.2% 1.70 1.9% 94% True False 128,508
40 89.70 74.87 14.83 16.7% 1.74 2.0% 95% True False 118,286
60 89.70 67.40 22.30 25.1% 1.77 2.0% 97% True False 109,552
80 89.70 66.36 23.34 26.2% 1.92 2.2% 97% True False 101,277
100 89.70 63.00 26.70 30.0% 2.02 2.3% 97% True False 93,639
120 89.70 63.00 26.70 30.0% 1.97 2.2% 97% True False 88,321
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.56
2.618 94.54
1.618 92.69
1.000 91.55
0.618 90.84
HIGH 89.70
0.618 88.99
0.500 88.78
0.382 88.56
LOW 87.85
0.618 86.71
1.000 86.00
1.618 84.86
2.618 83.01
4.250 79.99
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 88.91 88.74
PP 88.84 88.51
S1 88.78 88.29

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

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