NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary
Previous Current
27-Sep-2023 28-Sep-2023 Change Change % Previous Week
Open 87.33 89.40 2.07 2.4% 88.21
High 89.66 90.27 0.61 0.7% 89.24
Low 87.22 87.49 0.27 0.3% 85.94
Close 89.30 87.75 -1.55 -1.7% 86.76
Range 2.44 2.78 0.34 13.9% 3.30
ATR 1.73 1.80 0.08 4.3% 0.00
Volume 132,556 107,050 -25,506 -19.2% 456,789
Daily Pivots for day following 28-Sep-2023
Classic Woodie Camarilla DeMark
R4 96.84 95.08 89.28
R3 94.06 92.30 88.51
R2 91.28 91.28 88.26
R1 89.52 89.52 88.00 89.01
PP 88.50 88.50 88.50 88.25
S1 86.74 86.74 87.50 86.23
S2 85.72 85.72 87.24
S3 82.94 83.96 86.99
S4 80.16 81.18 86.22
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 90.27 85.35 4.92 5.6% 2.09 2.4% 49% True False 96,969
10 90.27 85.35 4.92 5.6% 1.87 2.1% 49% True False 90,747
20 90.27 79.90 10.37 11.8% 1.78 2.0% 76% True False 73,874
40 90.27 76.75 13.52 15.4% 1.70 1.9% 81% True False 51,387
60 90.27 69.39 20.88 23.8% 1.68 1.9% 88% True False 41,752
80 90.27 66.22 24.05 27.4% 1.76 2.0% 90% True False 35,262
100 90.27 66.22 24.05 27.4% 1.80 2.1% 90% True False 29,463
120 90.27 65.00 25.27 28.8% 1.80 2.1% 90% True False 25,401
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 0.49
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 102.09
2.618 97.55
1.618 94.77
1.000 93.05
0.618 91.99
HIGH 90.27
0.618 89.21
0.500 88.88
0.382 88.55
LOW 87.49
0.618 85.77
1.000 84.71
1.618 82.99
2.618 80.21
4.250 75.68
Fisher Pivots for day following 28-Sep-2023
Pivot 1 day 3 day
R1 88.88 87.81
PP 88.50 87.79
S1 88.13 87.77

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

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