NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 88.21 88.15 -0.06 -0.1% 84.91
High 88.73 89.24 0.51 0.6% 88.70
Low 87.48 87.81 0.33 0.4% 84.60
Close 88.01 87.89 -0.12 -0.1% 87.92
Range 1.25 1.43 0.18 14.4% 4.10
ATR 1.62 1.61 -0.01 -0.9% 0.00
Volume 84,840 123,193 38,353 45.2% 294,966
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.60 91.68 88.68
R3 91.17 90.25 88.28
R2 89.74 89.74 88.15
R1 88.82 88.82 88.02 88.57
PP 88.31 88.31 88.31 88.19
S1 87.39 87.39 87.76 87.14
S2 86.88 86.88 87.63
S3 85.45 85.96 87.50
S4 84.02 84.53 87.10
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 89.24 86.02 3.22 3.7% 1.50 1.7% 58% True False 76,097
10 89.24 83.77 5.47 6.2% 1.49 1.7% 75% True False 63,111
20 89.24 76.75 12.49 14.2% 1.59 1.8% 89% True False 52,191
40 89.24 76.67 12.57 14.3% 1.62 1.8% 89% True False 39,713
60 89.24 67.45 21.79 24.8% 1.64 1.9% 94% True False 33,452
80 89.24 66.22 23.02 26.2% 1.79 2.0% 94% True False 28,128
100 89.24 65.00 24.24 27.6% 1.82 2.1% 94% True False 23,544
120 89.24 65.00 24.24 27.6% 1.77 2.0% 94% True False 20,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.32
2.618 92.98
1.618 91.55
1.000 90.67
0.618 90.12
HIGH 89.24
0.618 88.69
0.500 88.53
0.382 88.36
LOW 87.81
0.618 86.93
1.000 86.38
1.618 85.50
2.618 84.07
4.250 81.73
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 88.53 88.11
PP 88.31 88.03
S1 88.10 87.96

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

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