NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 86.78 87.01 0.23 0.3% 88.21
High 88.12 88.12 0.00 0.0% 89.24
Low 85.94 86.40 0.46 0.5% 85.94
Close 87.06 86.76 -0.30 -0.3% 86.76
Range 2.18 1.72 -0.46 -21.1% 3.30
ATR 1.66 1.66 0.00 0.3% 0.00
Volume 64,441 100,281 35,840 55.6% 456,789
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.25 91.23 87.71
R3 90.53 89.51 87.23
R2 88.81 88.81 87.08
R1 87.79 87.79 86.92 87.44
PP 87.09 87.09 87.09 86.92
S1 86.07 86.07 86.60 85.72
S2 85.37 85.37 86.44
S3 83.65 84.35 86.29
S4 81.93 82.63 85.81
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 97.21 95.29 88.58
R3 93.91 91.99 87.67
R2 90.61 90.61 87.37
R1 88.69 88.69 87.06 88.00
PP 87.31 87.31 87.31 86.97
S1 85.39 85.39 86.46 84.70
S2 84.01 84.01 86.16
S3 80.71 82.09 85.85
S4 77.41 78.79 84.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.24 85.94 3.30 3.8% 1.65 1.9% 25% False False 91,357
10 89.24 84.60 4.64 5.3% 1.61 1.9% 47% False False 75,175
20 89.24 77.10 12.14 14.0% 1.64 1.9% 80% False False 59,799
40 89.24 76.75 12.49 14.4% 1.67 1.9% 80% False False 43,977
60 89.24 68.84 20.40 23.5% 1.64 1.9% 88% False False 36,532
80 89.24 66.22 23.02 26.5% 1.77 2.0% 89% False False 30,908
100 89.24 65.00 24.24 27.9% 1.83 2.1% 90% False False 25,886
120 89.24 65.00 24.24 27.9% 1.78 2.1% 90% False False 22,437
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 True
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.43
2.618 92.62
1.618 90.90
1.000 89.84
0.618 89.18
HIGH 88.12
0.618 87.46
0.500 87.26
0.382 87.06
LOW 86.40
0.618 85.34
1.000 84.68
1.618 83.62
2.618 81.90
4.250 79.09
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 87.26 87.09
PP 87.09 86.98
S1 86.93 86.87

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

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