NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 86.77 87.33 0.56 0.6% 88.21
High 87.51 89.66 2.15 2.5% 89.24
Low 85.35 87.22 1.87 2.2% 85.94
Close 87.22 89.30 2.08 2.4% 86.76
Range 2.16 2.44 0.28 13.0% 3.30
ATR 1.67 1.73 0.05 3.3% 0.00
Volume 67,204 132,556 65,352 97.2% 456,789
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 96.05 95.11 90.64
R3 93.61 92.67 89.97
R2 91.17 91.17 89.75
R1 90.23 90.23 89.52 90.70
PP 88.73 88.73 88.73 88.96
S1 87.79 87.79 89.08 88.26
S2 86.29 86.29 88.85
S3 83.85 85.35 88.63
S4 81.41 82.91 87.96
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 89.66 85.35 4.31 4.8% 1.97 2.2% 92% True False 88,448
10 89.66 85.35 4.31 4.8% 1.79 2.0% 92% True False 85,445
20 89.66 79.44 10.22 11.4% 1.70 1.9% 96% True False 69,831
40 89.66 76.75 12.91 14.5% 1.71 1.9% 97% True False 49,300
60 89.66 69.39 20.27 22.7% 1.66 1.9% 98% True False 40,400
80 89.66 66.22 23.44 26.2% 1.76 2.0% 98% True False 34,035
100 89.66 66.22 23.44 26.2% 1.80 2.0% 98% True False 28,431
120 89.66 65.00 24.66 27.6% 1.79 2.0% 99% True False 24,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 100.03
2.618 96.05
1.618 93.61
1.000 92.10
0.618 91.17
HIGH 89.66
0.618 88.73
0.500 88.44
0.382 88.15
LOW 87.22
0.618 85.71
1.000 84.78
1.618 83.27
2.618 80.83
4.250 76.85
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 89.01 88.70
PP 88.73 88.10
S1 88.44 87.51

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

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