NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 88.22 88.21 -0.01 0.0% 84.91
High 88.70 88.73 0.03 0.0% 88.70
Low 86.97 87.48 0.51 0.6% 84.60
Close 87.92 88.01 0.09 0.1% 87.92
Range 1.73 1.25 -0.48 -27.7% 4.10
ATR 1.65 1.62 -0.03 -1.7% 0.00
Volume 66,115 84,840 18,725 28.3% 294,966
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.82 91.17 88.70
R3 90.57 89.92 88.35
R2 89.32 89.32 88.24
R1 88.67 88.67 88.12 88.37
PP 88.07 88.07 88.07 87.93
S1 87.42 87.42 87.90 87.12
S2 86.82 86.82 87.78
S3 85.57 86.17 87.67
S4 84.32 84.92 87.32
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 88.73 85.12 3.61 4.1% 1.55 1.8% 80% True False 63,639
10 88.73 82.75 5.98 6.8% 1.62 1.8% 88% True False 57,638
20 88.73 76.75 11.98 13.6% 1.59 1.8% 94% True False 47,410
40 88.73 75.10 13.63 15.5% 1.64 1.9% 95% True False 37,180
60 88.73 67.26 21.47 24.4% 1.64 1.9% 97% True False 31,647
80 88.73 66.22 22.51 25.6% 1.79 2.0% 97% True False 26,720
100 88.73 65.00 23.73 27.0% 1.83 2.1% 97% True False 22,373
120 88.73 65.00 23.73 27.0% 1.77 2.0% 97% True False 19,452
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.04
2.618 92.00
1.618 90.75
1.000 89.98
0.618 89.50
HIGH 88.73
0.618 88.25
0.500 88.11
0.382 87.96
LOW 87.48
0.618 86.71
1.000 86.23
1.618 85.46
2.618 84.21
4.250 82.17
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 88.11 87.87
PP 88.07 87.72
S1 88.04 87.58

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

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