NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 80.04 81.54 1.50 1.9% 79.00
High 81.63 83.47 1.84 2.3% 83.47
Low 79.90 81.45 1.55 1.9% 78.08
Close 81.58 83.11 1.53 1.9% 83.11
Range 1.73 2.02 0.29 16.8% 5.39
ATR 1.62 1.65 0.03 1.8% 0.00
Volume 63,211 81,378 18,167 28.7% 212,101
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.74 87.94 84.22
R3 86.72 85.92 83.67
R2 84.70 84.70 83.48
R1 83.90 83.90 83.30 84.30
PP 82.68 82.68 82.68 82.88
S1 81.88 81.88 82.92 82.28
S2 80.66 80.66 82.74
S3 78.64 79.86 82.55
S4 76.62 77.84 82.00
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 97.72 95.81 86.07
R3 92.33 90.42 84.59
R2 86.94 86.94 84.10
R1 85.03 85.03 83.60 85.99
PP 81.55 81.55 81.55 82.03
S1 79.64 79.64 82.62 80.60
S2 76.16 76.16 82.12
S3 70.77 74.25 81.63
S4 65.38 68.86 80.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.47 78.08 5.39 6.5% 1.53 1.8% 93% True False 42,420
10 83.47 76.75 6.72 8.1% 1.55 1.9% 95% True False 37,181
20 83.47 76.75 6.72 8.1% 1.60 1.9% 95% True False 33,600
40 83.47 71.43 12.04 14.5% 1.62 1.9% 97% True False 28,182
60 83.47 66.22 17.25 20.8% 1.75 2.1% 98% True False 24,423
80 83.47 66.22 17.25 20.8% 1.81 2.2% 98% True False 20,083
100 83.47 65.00 18.47 22.2% 1.82 2.2% 98% True False 17,029
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 0.37
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 92.06
2.618 88.76
1.618 86.74
1.000 85.49
0.618 84.72
HIGH 83.47
0.618 82.70
0.500 82.46
0.382 82.22
LOW 81.45
0.618 80.20
1.000 79.43
1.618 78.18
2.618 76.16
4.250 72.87
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 82.89 82.56
PP 82.68 82.01
S1 82.46 81.46

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

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