NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 86.50 88.22 1.72 2.0% 84.91
High 88.38 88.70 0.32 0.4% 88.70
Low 86.43 86.97 0.54 0.6% 84.60
Close 87.90 87.92 0.02 0.0% 87.92
Range 1.95 1.73 -0.22 -11.3% 4.10
ATR 1.65 1.65 0.01 0.4% 0.00
Volume 54,031 66,115 12,084 22.4% 294,966
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.05 92.22 88.87
R3 91.32 90.49 88.40
R2 89.59 89.59 88.24
R1 88.76 88.76 88.08 88.31
PP 87.86 87.86 87.86 87.64
S1 87.03 87.03 87.76 86.58
S2 86.13 86.13 87.60
S3 84.40 85.30 87.44
S4 82.67 83.57 86.97
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 99.37 97.75 90.18
R3 95.27 93.65 89.05
R2 91.17 91.17 88.67
R1 89.55 89.55 88.30 90.36
PP 87.07 87.07 87.07 87.48
S1 85.45 85.45 87.54 86.26
S2 82.97 82.97 87.17
S3 78.87 81.35 86.79
S4 74.77 77.25 85.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.70 84.60 4.10 4.7% 1.56 1.8% 81% True False 58,993
10 88.70 81.45 7.25 8.2% 1.70 1.9% 89% True False 57,292
20 88.70 76.75 11.95 13.6% 1.61 1.8% 93% True False 44,784
40 88.70 74.65 14.05 16.0% 1.64 1.9% 94% True False 35,638
60 88.70 67.26 21.44 24.4% 1.67 1.9% 96% True False 30,710
80 88.70 66.22 22.48 25.6% 1.80 2.0% 97% True False 25,752
100 88.70 65.00 23.70 27.0% 1.84 2.1% 97% True False 21,559
120 88.70 65.00 23.70 27.0% 1.79 2.0% 97% True False 18,774
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.05
2.618 93.23
1.618 91.50
1.000 90.43
0.618 89.77
HIGH 88.70
0.618 88.04
0.500 87.84
0.382 87.63
LOW 86.97
0.618 85.90
1.000 85.24
1.618 84.17
2.618 82.44
4.250 79.62
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 87.89 87.73
PP 87.86 87.55
S1 87.84 87.36

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

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