NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 81.54 83.48 1.94 2.4% 79.00
High 83.47 85.44 1.97 2.4% 83.47
Low 81.45 82.75 1.30 1.6% 78.08
Close 83.11 84.38 1.27 1.5% 83.11
Range 2.02 2.69 0.67 33.2% 5.39
ATR 1.65 1.72 0.07 4.5% 0.00
Volume 81,378 68,464 -12,914 -15.9% 212,101
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.26 91.01 85.86
R3 89.57 88.32 85.12
R2 86.88 86.88 84.87
R1 85.63 85.63 84.63 86.26
PP 84.19 84.19 84.19 84.50
S1 82.94 82.94 84.13 83.57
S2 81.50 81.50 83.89
S3 78.81 80.25 83.64
S4 76.12 77.56 82.90
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 85.44 78.08 7.36 8.7% 1.85 2.2% 86% True False 52,708
10 85.44 76.75 8.69 10.3% 1.68 2.0% 88% True False 41,270
20 85.44 76.75 8.69 10.3% 1.67 2.0% 88% True False 35,972
40 85.44 71.79 13.65 16.2% 1.65 2.0% 92% True False 29,493
60 85.44 66.22 19.22 22.8% 1.74 2.1% 94% True False 25,377
80 85.44 66.22 19.22 22.8% 1.83 2.2% 94% True False 20,843
100 85.44 65.00 20.44 24.2% 1.83 2.2% 95% True False 17,648
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 0.42
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 96.87
2.618 92.48
1.618 89.79
1.000 88.13
0.618 87.10
HIGH 85.44
0.618 84.41
0.500 84.10
0.382 83.78
LOW 82.75
0.618 81.09
1.000 80.06
1.618 78.40
2.618 75.71
4.250 71.32
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 84.29 83.81
PP 84.19 83.24
S1 84.10 82.67

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

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