NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 87.18 86.77 -0.41 -0.5% 88.21
High 87.39 87.51 0.12 0.1% 89.24
Low 86.05 85.35 -0.70 -0.8% 85.94
Close 86.70 87.22 0.52 0.6% 86.76
Range 1.34 2.16 0.82 61.2% 3.30
ATR 1.64 1.67 0.04 2.3% 0.00
Volume 77,758 67,204 -10,554 -13.6% 456,789
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.17 92.36 88.41
R3 91.01 90.20 87.81
R2 88.85 88.85 87.62
R1 88.04 88.04 87.42 88.45
PP 86.69 86.69 86.69 86.90
S1 85.88 85.88 87.02 86.29
S2 84.53 84.53 86.82
S3 82.37 83.72 86.63
S4 80.21 81.56 86.03
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 88.23 85.35 2.88 3.3% 1.81 2.1% 65% False True 78,743
10 89.24 85.35 3.89 4.5% 1.66 1.9% 48% False True 77,420
20 89.24 78.08 11.16 12.8% 1.66 1.9% 82% False False 64,418
40 89.24 76.75 12.49 14.3% 1.68 1.9% 84% False False 46,657
60 89.24 69.09 20.15 23.1% 1.65 1.9% 90% False False 38,388
80 89.24 66.22 23.02 26.4% 1.75 2.0% 91% False False 32,504
100 89.24 65.00 24.24 27.8% 1.80 2.1% 92% False False 27,173
120 89.24 65.00 24.24 27.8% 1.78 2.0% 92% False False 23,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.69
2.618 93.16
1.618 91.00
1.000 89.67
0.618 88.84
HIGH 87.51
0.618 86.68
0.500 86.43
0.382 86.18
LOW 85.35
0.618 84.02
1.000 83.19
1.618 81.86
2.618 79.70
4.250 76.17
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 86.96 87.06
PP 86.69 86.90
S1 86.43 86.74

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

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