NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 88.30 88.92 0.62 0.7% 89.31
High 89.09 91.73 2.64 3.0% 90.75
Low 86.74 88.80 2.06 2.4% 87.15
Close 88.78 91.30 2.52 2.8% 88.35
Range 2.35 2.93 0.58 24.7% 3.60
ATR 1.80 1.89 0.08 4.5% 0.00
Volume 137,243 293,274 156,031 113.7% 1,166,844
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 99.40 98.28 92.91
R3 96.47 95.35 92.11
R2 93.54 93.54 91.84
R1 92.42 92.42 91.57 92.98
PP 90.61 90.61 90.61 90.89
S1 89.49 89.49 91.03 90.05
S2 87.68 87.68 90.76
S3 84.75 86.56 90.49
S4 81.82 83.63 89.69
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 91.73 86.74 4.99 5.5% 2.20 2.4% 91% True False 201,591
10 91.73 86.74 4.99 5.5% 1.98 2.2% 91% True False 210,455
20 91.73 79.94 11.79 12.9% 1.85 2.0% 96% True False 174,745
40 91.73 77.03 14.70 16.1% 1.83 2.0% 97% True False 142,857
60 91.73 69.50 22.23 24.3% 1.78 1.9% 98% True False 126,722
80 91.73 66.36 25.37 27.8% 1.88 2.1% 98% True False 116,088
100 91.73 66.36 25.37 27.8% 1.95 2.1% 98% True False 105,173
120 91.73 63.00 28.73 31.5% 1.97 2.2% 99% True False 97,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 104.18
2.618 99.40
1.618 96.47
1.000 94.66
0.618 93.54
HIGH 91.73
0.618 90.61
0.500 90.27
0.382 89.92
LOW 88.80
0.618 86.99
1.000 85.87
1.618 84.06
2.618 81.13
4.250 76.35
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 90.96 90.61
PP 90.61 89.92
S1 90.27 89.24

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

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