NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 89.54 89.30 -0.24 -0.3% 85.96
High 90.75 89.60 -1.15 -1.3% 89.70
Low 89.08 87.76 -1.32 -1.5% 85.40
Close 89.17 88.34 -0.83 -0.9% 88.97
Range 1.67 1.84 0.17 10.2% 4.30
ATR 1.72 1.73 0.01 0.5% 0.00
Volume 313,847 207,487 -106,360 -33.9% 806,474
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 94.09 93.05 89.35
R3 92.25 91.21 88.85
R2 90.41 90.41 88.68
R1 89.37 89.37 88.51 88.97
PP 88.57 88.57 88.57 88.37
S1 87.53 87.53 88.17 87.13
S2 86.73 86.73 88.00
S3 84.89 85.69 87.83
S4 83.05 83.85 87.33
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 90.75 87.27 3.48 3.9% 1.75 2.0% 31% False False 219,320
10 90.75 84.68 6.07 6.9% 1.61 1.8% 60% False False 175,362
20 90.75 77.03 13.72 15.5% 1.74 2.0% 82% False False 150,379
40 90.75 77.03 13.72 15.5% 1.73 2.0% 82% False False 129,176
60 90.75 67.48 23.27 26.3% 1.75 2.0% 90% False False 117,473
80 90.75 66.36 24.39 27.6% 1.90 2.2% 90% False False 107,659
100 90.75 63.00 27.75 31.4% 2.00 2.3% 91% False False 99,026
120 90.75 63.00 27.75 31.4% 1.96 2.2% 91% False False 93,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.42
2.618 94.42
1.618 92.58
1.000 91.44
0.618 90.74
HIGH 89.60
0.618 88.90
0.500 88.68
0.382 88.46
LOW 87.76
0.618 86.62
1.000 85.92
1.618 84.78
2.618 82.94
4.250 79.94
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 88.68 89.26
PP 88.57 88.95
S1 88.45 88.65

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

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