NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 84.91 85.16 0.25 0.3% 83.48
High 85.91 86.83 0.92 1.1% 85.49
Low 84.60 85.12 0.52 0.6% 82.75
Close 85.15 86.50 1.35 1.6% 85.15
Range 1.31 1.71 0.40 30.5% 2.74
ATR 1.65 1.65 0.00 0.3% 0.00
Volume 61,611 60,902 -709 -1.2% 196,583
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.28 90.60 87.44
R3 89.57 88.89 86.97
R2 87.86 87.86 86.81
R1 87.18 87.18 86.66 87.52
PP 86.15 86.15 86.15 86.32
S1 85.47 85.47 86.34 85.81
S2 84.44 84.44 86.19
S3 82.73 83.76 86.03
S4 81.02 82.05 85.56
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 86.83 83.77 3.06 3.5% 1.49 1.7% 89% True False 50,126
10 86.83 78.08 8.75 10.1% 1.67 1.9% 96% True False 51,417
20 86.83 76.75 10.08 11.7% 1.65 1.9% 97% True False 40,985
40 86.83 72.92 13.91 16.1% 1.64 1.9% 98% True False 32,985
60 86.83 67.26 19.57 22.6% 1.68 1.9% 98% True False 28,376
80 86.83 66.22 20.61 23.8% 1.80 2.1% 98% True False 23,741
100 86.83 65.00 21.83 25.2% 1.84 2.1% 98% True False 19,944
120 86.83 65.00 21.83 25.2% 1.80 2.1% 98% True False 17,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.10
2.618 91.31
1.618 89.60
1.000 88.54
0.618 87.89
HIGH 86.83
0.618 86.18
0.500 85.98
0.382 85.77
LOW 85.12
0.618 84.06
1.000 83.41
1.618 82.35
2.618 80.64
4.250 77.85
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 86.33 86.12
PP 86.15 85.74
S1 85.98 85.36

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

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