NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 88.83 88.30 -0.53 -0.6% 89.31
High 89.07 89.09 0.02 0.0% 90.75
Low 87.52 86.74 -0.78 -0.9% 87.15
Close 88.17 88.78 0.61 0.7% 88.35
Range 1.55 2.35 0.80 51.6% 3.60
ATR 1.76 1.80 0.04 2.4% 0.00
Volume 161,520 137,243 -24,277 -15.0% 1,166,844
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.25 94.37 90.07
R3 92.90 92.02 89.43
R2 90.55 90.55 89.21
R1 89.67 89.67 89.00 90.11
PP 88.20 88.20 88.20 88.43
S1 87.32 87.32 88.56 87.76
S2 85.85 85.85 88.35
S3 83.50 84.97 88.13
S4 81.15 82.62 87.49
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 99.55 97.55 90.33
R3 95.95 93.95 89.34
R2 92.35 92.35 89.01
R1 90.35 90.35 88.68 89.55
PP 88.75 88.75 88.75 88.35
S1 86.75 86.75 88.02 85.95
S2 85.15 85.15 87.69
S3 81.55 83.15 87.36
S4 77.95 79.55 86.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.65 86.74 2.91 3.3% 1.99 2.2% 70% False True 184,434
10 90.75 86.74 4.01 4.5% 1.80 2.0% 51% False True 196,044
20 90.75 78.51 12.24 13.8% 1.79 2.0% 84% False False 164,472
40 90.75 77.03 13.72 15.5% 1.79 2.0% 86% False False 137,975
60 90.75 69.32 21.43 24.1% 1.76 2.0% 91% False False 123,012
80 90.75 66.36 24.39 27.5% 1.87 2.1% 92% False False 113,179
100 90.75 63.00 27.75 31.3% 1.97 2.2% 93% False False 103,331
120 90.75 63.00 27.75 31.3% 1.96 2.2% 93% False False 95,992
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.08
2.618 95.24
1.618 92.89
1.000 91.44
0.618 90.54
HIGH 89.09
0.618 88.19
0.500 87.92
0.382 87.64
LOW 86.74
0.618 85.29
1.000 84.39
1.618 82.94
2.618 80.59
4.250 76.75
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 88.49 88.59
PP 88.20 88.39
S1 87.92 88.20

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

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