NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 85.16 86.41 1.25 1.5% 83.48
High 86.83 87.14 0.31 0.4% 85.49
Low 85.12 86.02 0.90 1.1% 82.75
Close 86.50 86.27 -0.23 -0.3% 85.15
Range 1.71 1.12 -0.59 -34.5% 2.74
ATR 1.65 1.61 -0.04 -2.3% 0.00
Volume 60,902 52,307 -8,595 -14.1% 196,583
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.84 89.17 86.89
R3 88.72 88.05 86.58
R2 87.60 87.60 86.48
R1 86.93 86.93 86.37 86.71
PP 86.48 86.48 86.48 86.36
S1 85.81 85.81 86.17 85.59
S2 85.36 85.36 86.06
S3 84.24 84.69 85.96
S4 83.12 83.57 85.65
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 87.14 83.89 3.25 3.8% 1.37 1.6% 73% True False 52,063
10 87.14 79.44 7.70 8.9% 1.61 1.9% 89% True False 54,216
20 87.14 76.75 10.39 12.0% 1.60 1.9% 92% True False 42,121
40 87.14 73.64 13.50 15.6% 1.62 1.9% 94% True False 33,775
60 87.14 67.26 19.88 23.0% 1.67 1.9% 96% True False 29,093
80 87.14 66.22 20.92 24.2% 1.80 2.1% 96% True False 24,359
100 87.14 65.00 22.14 25.7% 1.84 2.1% 96% True False 20,425
120 87.14 65.00 22.14 25.7% 1.79 2.1% 96% True False 17,815
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 91.90
2.618 90.07
1.618 88.95
1.000 88.26
0.618 87.83
HIGH 87.14
0.618 86.71
0.500 86.58
0.382 86.45
LOW 86.02
0.618 85.33
1.000 84.90
1.618 84.21
2.618 83.09
4.250 81.26
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 86.58 86.14
PP 86.48 86.00
S1 86.37 85.87

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

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