NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 86.41 86.50 0.09 0.1% 83.48
High 87.14 88.38 1.24 1.4% 85.49
Low 86.02 86.43 0.41 0.5% 82.75
Close 86.27 87.90 1.63 1.9% 85.15
Range 1.12 1.95 0.83 74.1% 2.74
ATR 1.61 1.65 0.04 2.2% 0.00
Volume 52,307 54,031 1,724 3.3% 196,583
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.42 92.61 88.97
R3 91.47 90.66 88.44
R2 89.52 89.52 88.26
R1 88.71 88.71 88.08 89.12
PP 87.57 87.57 87.57 87.77
S1 86.76 86.76 87.72 87.17
S2 85.62 85.62 87.54
S3 83.67 84.81 87.36
S4 81.72 82.86 86.83
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 88.38 83.89 4.49 5.1% 1.52 1.7% 89% True False 55,026
10 88.38 79.90 8.48 9.6% 1.70 1.9% 94% True False 57,002
20 88.38 76.75 11.63 13.2% 1.60 1.8% 96% True False 43,173
40 88.38 73.64 14.74 16.8% 1.64 1.9% 97% True False 34,608
60 88.38 67.26 21.12 24.0% 1.67 1.9% 98% True False 29,798
80 88.38 66.22 22.16 25.2% 1.79 2.0% 98% True False 24,979
100 88.38 65.00 23.38 26.6% 1.85 2.1% 98% True False 20,928
120 88.38 65.00 23.38 26.6% 1.79 2.0% 98% True False 18,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.67
2.618 93.49
1.618 91.54
1.000 90.33
0.618 89.59
HIGH 88.38
0.618 87.64
0.500 87.41
0.382 87.17
LOW 86.43
0.618 85.22
1.000 84.48
1.618 83.27
2.618 81.32
4.250 78.14
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 87.74 87.52
PP 87.57 87.13
S1 87.41 86.75

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

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