NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 83.48 84.39 0.91 1.1% 79.00
High 85.44 85.49 0.05 0.1% 83.47
Low 82.75 83.77 1.02 1.2% 78.08
Close 84.38 85.06 0.68 0.8% 83.11
Range 2.69 1.72 -0.97 -36.1% 5.39
ATR 1.72 1.72 0.00 0.0% 0.00
Volume 68,464 42,624 -25,840 -37.7% 212,101
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.93 89.22 86.01
R3 88.21 87.50 85.53
R2 86.49 86.49 85.38
R1 85.78 85.78 85.22 86.14
PP 84.77 84.77 84.77 84.95
S1 84.06 84.06 84.90 84.42
S2 83.05 83.05 84.74
S3 81.33 82.34 84.59
S4 79.61 80.62 84.11
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 85.49 79.44 6.05 7.1% 1.84 2.2% 93% True False 56,370
10 85.49 76.75 8.74 10.3% 1.77 2.1% 95% True False 42,314
20 85.49 76.75 8.74 10.3% 1.62 1.9% 95% True False 36,595
40 85.49 72.84 12.65 14.9% 1.66 1.9% 97% True False 29,992
60 85.49 66.22 19.27 22.7% 1.74 2.0% 98% True False 25,899
80 85.49 66.22 19.27 22.7% 1.82 2.1% 98% True False 21,316
100 85.49 65.00 20.49 24.1% 1.84 2.2% 98% True False 18,033
Crabel Price Patterns
NR True
NR4 True
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 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.80
2.618 89.99
1.618 88.27
1.000 87.21
0.618 86.55
HIGH 85.49
0.618 84.83
0.500 84.63
0.382 84.43
LOW 83.77
0.618 82.71
1.000 82.05
1.618 80.99
2.618 79.27
4.250 76.46
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 84.92 84.53
PP 84.77 84.00
S1 84.63 83.47

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

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