NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 84.39 85.08 0.69 0.8% 79.00
High 85.49 85.25 -0.24 -0.3% 83.47
Low 83.77 84.05 0.28 0.3% 78.08
Close 85.06 84.49 -0.57 -0.7% 83.11
Range 1.72 1.20 -0.52 -30.2% 5.39
ATR 1.72 1.68 -0.04 -2.2% 0.00
Volume 42,624 39,213 -3,411 -8.0% 212,101
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.20 87.54 85.15
R3 87.00 86.34 84.82
R2 85.80 85.80 84.71
R1 85.14 85.14 84.60 84.87
PP 84.60 84.60 84.60 84.46
S1 83.94 83.94 84.38 83.67
S2 83.40 83.40 84.27
S3 82.20 82.74 84.16
S4 81.00 81.54 83.83
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 79.90 5.59 6.6% 1.87 2.2% 82% False False 58,978
10 85.49 76.75 8.74 10.3% 1.68 2.0% 89% False False 44,034
20 85.49 76.75 8.74 10.3% 1.61 1.9% 89% False False 36,470
40 85.49 72.84 12.65 15.0% 1.66 2.0% 92% False False 30,435
60 85.49 66.73 18.76 22.2% 1.72 2.0% 95% False False 26,275
80 85.49 66.22 19.27 22.8% 1.82 2.1% 95% False False 21,787
100 85.49 65.00 20.49 24.3% 1.84 2.2% 95% False False 18,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.35
2.618 88.39
1.618 87.19
1.000 86.45
0.618 85.99
HIGH 85.25
0.618 84.79
0.500 84.65
0.382 84.51
LOW 84.05
0.618 83.31
1.000 82.85
1.618 82.11
2.618 80.91
4.250 78.95
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 84.65 84.37
PP 84.60 84.24
S1 84.54 84.12

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

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