NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 89.20 89.31 0.11 0.1% 85.96
High 89.70 89.99 0.29 0.3% 89.70
Low 87.85 88.66 0.81 0.9% 85.40
Close 88.97 89.26 0.29 0.3% 88.97
Range 1.85 1.33 -0.52 -28.1% 4.30
ATR 1.76 1.73 -0.03 -1.7% 0.00
Volume 200,746 229,589 28,843 14.4% 806,474
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.29 92.61 89.99
R3 91.96 91.28 89.63
R2 90.63 90.63 89.50
R1 89.95 89.95 89.38 89.63
PP 89.30 89.30 89.30 89.14
S1 88.62 88.62 89.14 88.30
S2 87.97 87.97 89.02
S3 86.64 87.29 88.89
S4 85.31 85.96 88.53
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 89.99 85.88 4.11 4.6% 1.66 1.9% 82% True False 179,243
10 89.99 83.51 6.48 7.3% 1.73 1.9% 89% True False 152,407
20 89.99 77.03 12.96 14.5% 1.68 1.9% 94% True False 133,578
40 89.99 75.47 14.52 16.3% 1.74 2.0% 95% True False 121,508
60 89.99 67.40 22.59 25.3% 1.75 2.0% 97% True False 111,128
80 89.99 66.36 23.63 26.5% 1.92 2.1% 97% True False 103,301
100 89.99 63.00 26.99 30.2% 2.01 2.3% 97% True False 95,366
120 89.99 63.00 26.99 30.2% 1.96 2.2% 97% True False 89,654
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.64
2.618 93.47
1.618 92.14
1.000 91.32
0.618 90.81
HIGH 89.99
0.618 89.48
0.500 89.33
0.382 89.17
LOW 88.66
0.618 87.84
1.000 87.33
1.618 86.51
2.618 85.18
4.250 83.01
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 89.33 89.05
PP 89.30 88.84
S1 89.28 88.63

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

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