NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 88.15 88.01 -0.14 -0.2% 84.91
High 89.24 88.23 -1.01 -1.1% 88.70
Low 87.81 86.56 -1.25 -1.4% 84.60
Close 87.89 87.06 -0.83 -0.9% 87.92
Range 1.43 1.67 0.24 16.8% 4.10
ATR 1.61 1.62 0.00 0.3% 0.00
Volume 123,193 84,034 -39,159 -31.8% 294,966
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.29 91.35 87.98
R3 90.62 89.68 87.52
R2 88.95 88.95 87.37
R1 88.01 88.01 87.21 87.65
PP 87.28 87.28 87.28 87.10
S1 86.34 86.34 86.91 85.98
S2 85.61 85.61 86.75
S3 83.94 84.67 86.60
S4 82.27 83.00 86.14
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 86.43 2.81 3.2% 1.61 1.8% 22% False False 82,442
10 89.24 83.89 5.35 6.1% 1.49 1.7% 59% False False 67,252
20 89.24 76.75 12.49 14.3% 1.63 1.9% 83% False False 54,783
40 89.24 76.75 12.49 14.3% 1.63 1.9% 83% False False 41,317
60 89.24 67.45 21.79 25.0% 1.64 1.9% 90% False False 34,710
80 89.24 66.22 23.02 26.4% 1.78 2.0% 91% False False 29,012
100 89.24 65.00 24.24 27.8% 1.83 2.1% 91% False False 24,324
120 89.24 65.00 24.24 27.8% 1.77 2.0% 91% False False 21,120
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.33
2.618 92.60
1.618 90.93
1.000 89.90
0.618 89.26
HIGH 88.23
0.618 87.59
0.500 87.40
0.382 87.20
LOW 86.56
0.618 85.53
1.000 84.89
1.618 83.86
2.618 82.19
4.250 79.46
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 87.40 87.90
PP 87.28 87.62
S1 87.17 87.34

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.