NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 91.44 89.70 -1.74 -1.9% 88.83
High 92.48 90.96 -1.52 -1.6% 92.48
Low 89.31 88.45 -0.86 -1.0% 86.74
Close 89.59 88.80 -0.79 -0.9% 88.80
Range 3.17 2.51 -0.66 -20.8% 5.74
ATR 1.98 2.02 0.04 1.9% 0.00
Volume 226,831 156,927 -69,904 -30.8% 975,795
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 96.93 95.38 90.18
R3 94.42 92.87 89.49
R2 91.91 91.91 89.26
R1 90.36 90.36 89.03 89.88
PP 89.40 89.40 89.40 89.17
S1 87.85 87.85 88.57 87.37
S2 86.89 86.89 88.34
S3 84.38 85.34 88.11
S4 81.87 82.83 87.42
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 106.56 103.42 91.96
R3 100.82 97.68 90.38
R2 95.08 95.08 89.85
R1 91.94 91.94 89.33 90.64
PP 89.34 89.34 89.34 88.69
S1 86.20 86.20 88.27 84.90
S2 83.60 83.60 87.75
S3 77.86 80.46 87.22
S4 72.12 74.72 85.64
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 6.5% 2.50 2.8% 36% False False 195,159
10 92.48 86.74 5.74 6.5% 2.15 2.4% 36% False False 214,263
20 92.48 82.09 10.39 11.7% 1.98 2.2% 65% False False 181,208
40 92.48 77.03 15.45 17.4% 1.83 2.1% 76% False False 146,755
60 92.48 70.50 21.98 24.8% 1.80 2.0% 83% False False 130,005
80 92.48 66.36 26.12 29.4% 1.89 2.1% 86% False False 118,839
100 92.48 66.36 26.12 29.4% 1.95 2.2% 86% False False 107,726
120 92.48 63.00 29.48 33.2% 2.00 2.3% 88% False False 100,321
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 0.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.63
2.618 97.53
1.618 95.02
1.000 93.47
0.618 92.51
HIGH 90.96
0.618 90.00
0.500 89.71
0.382 89.41
LOW 88.45
0.618 86.90
1.000 85.94
1.618 84.39
2.618 81.88
4.250 77.78
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 89.71 90.47
PP 89.40 89.91
S1 89.10 89.36

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

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