NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary
Previous Current
27-Sep-2023 28-Sep-2023 Change Change % Previous Week
Open 88.92 91.44 2.52 2.8% 89.31
High 91.73 92.48 0.75 0.8% 90.75
Low 88.80 89.31 0.51 0.6% 87.15
Close 91.30 89.59 -1.71 -1.9% 88.35
Range 2.93 3.17 0.24 8.2% 3.60
ATR 1.89 1.98 0.09 4.9% 0.00
Volume 293,274 226,831 -66,443 -22.7% 1,166,844
Daily Pivots for day following 28-Sep-2023
Classic Woodie Camarilla DeMark
R4 99.97 97.95 91.33
R3 96.80 94.78 90.46
R2 93.63 93.63 90.17
R1 91.61 91.61 89.88 91.04
PP 90.46 90.46 90.46 90.17
S1 88.44 88.44 89.30 87.87
S2 87.29 87.29 89.01
S3 84.12 85.27 88.72
S4 80.95 82.10 87.85
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 92.48 86.74 5.74 6.4% 2.37 2.6% 50% True False 214,551
10 92.48 86.74 5.74 6.4% 2.09 2.3% 50% True False 218,645
20 92.48 80.45 12.03 13.4% 1.95 2.2% 76% True False 181,349
40 92.48 77.03 15.45 17.2% 1.83 2.0% 81% True False 145,645
60 92.48 69.64 22.84 25.5% 1.79 2.0% 87% True False 128,964
80 92.48 66.36 26.12 29.2% 1.89 2.1% 89% True False 117,851
100 92.48 66.36 26.12 29.2% 1.95 2.2% 89% True False 106,708
120 92.48 63.00 29.48 32.9% 1.99 2.2% 90% True False 99,270
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 0.55
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 105.95
2.618 100.78
1.618 97.61
1.000 95.65
0.618 94.44
HIGH 92.48
0.618 91.27
0.500 90.90
0.382 90.52
LOW 89.31
0.618 87.35
1.000 86.14
1.618 84.18
2.618 81.01
4.250 75.84
Fisher Pivots for day following 28-Sep-2023
Pivot 1 day 3 day
R1 90.90 89.61
PP 90.46 89.60
S1 90.03 89.60

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

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