NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 84.23 84.91 0.68 0.8% 83.48
High 85.40 85.91 0.51 0.6% 85.49
Low 83.89 84.60 0.71 0.8% 82.75
Close 85.15 85.15 0.00 0.0% 85.15
Range 1.51 1.31 -0.20 -13.2% 2.74
ATR 1.67 1.65 -0.03 -1.5% 0.00
Volume 46,282 61,611 15,329 33.1% 196,583
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.15 88.46 85.87
R3 87.84 87.15 85.51
R2 86.53 86.53 85.39
R1 85.84 85.84 85.27 86.19
PP 85.22 85.22 85.22 85.39
S1 84.53 84.53 85.03 84.88
S2 83.91 83.91 84.91
S3 82.60 83.22 84.79
S4 81.29 81.91 84.43
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.68 91.66 86.66
R3 89.94 88.92 85.90
R2 87.20 87.20 85.65
R1 86.18 86.18 85.40 86.69
PP 84.46 84.46 84.46 84.72
S1 83.44 83.44 84.90 83.95
S2 81.72 81.72 84.65
S3 78.98 80.70 84.40
S4 76.24 77.96 83.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.91 82.75 3.16 3.7% 1.69 2.0% 76% True False 51,638
10 85.91 78.08 7.83 9.2% 1.61 1.9% 90% True False 47,029
20 85.91 76.75 9.16 10.8% 1.62 1.9% 92% True False 38,900
40 85.91 72.84 13.07 15.3% 1.64 1.9% 94% True False 31,878
60 85.91 67.26 18.65 21.9% 1.70 2.0% 96% True False 27,620
80 85.91 66.22 19.69 23.1% 1.81 2.1% 96% True False 23,043
100 85.91 65.00 20.91 24.6% 1.85 2.2% 96% True False 19,374
120 85.91 65.00 20.91 24.6% 1.80 2.1% 96% True False 16,938
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.48
2.618 89.34
1.618 88.03
1.000 87.22
0.618 86.72
HIGH 85.91
0.618 85.41
0.500 85.26
0.382 85.10
LOW 84.60
0.618 83.79
1.000 83.29
1.618 82.48
2.618 81.17
4.250 79.03
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 85.26 85.07
PP 85.22 84.98
S1 85.19 84.90

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

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