NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 89.40 87.89 -1.51 -1.7% 87.18
High 90.27 89.09 -1.18 -1.3% 90.27
Low 87.49 86.74 -0.75 -0.9% 85.35
Close 87.75 86.98 -0.77 -0.9% 86.98
Range 2.78 2.35 -0.43 -15.5% 4.92
ATR 1.80 1.84 0.04 2.2% 0.00
Volume 107,050 87,892 -19,158 -17.9% 472,460
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 94.65 93.17 88.27
R3 92.30 90.82 87.63
R2 89.95 89.95 87.41
R1 88.47 88.47 87.20 88.04
PP 87.60 87.60 87.60 87.39
S1 86.12 86.12 86.76 85.69
S2 85.25 85.25 86.55
S3 82.90 83.77 86.33
S4 80.55 81.42 85.69
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 102.29 99.56 89.69
R3 97.37 94.64 88.33
R2 92.45 92.45 87.88
R1 89.72 89.72 87.43 88.63
PP 87.53 87.53 87.53 86.99
S1 84.80 84.80 86.53 83.71
S2 82.61 82.61 86.08
S3 77.69 79.88 85.63
S4 72.77 74.96 84.27
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 5.7% 2.21 2.5% 33% False False 94,492
10 90.27 85.35 4.92 5.7% 1.93 2.2% 33% False False 92,924
20 90.27 81.45 8.82 10.1% 1.81 2.1% 63% False False 75,108
40 90.27 76.75 13.52 15.5% 1.69 1.9% 76% False False 52,909
60 90.27 70.23 20.04 23.0% 1.68 1.9% 84% False False 42,820
80 90.27 66.22 24.05 27.7% 1.76 2.0% 86% False False 36,189
100 90.27 66.22 24.05 27.7% 1.81 2.1% 86% False False 30,310
120 90.27 65.00 25.27 29.1% 1.81 2.1% 87% False False 26,093
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 False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.08
2.618 95.24
1.618 92.89
1.000 91.44
0.618 90.54
HIGH 89.09
0.618 88.19
0.500 87.92
0.382 87.64
LOW 86.74
0.618 85.29
1.000 84.39
1.618 82.94
2.618 80.59
4.250 76.75
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 87.92 88.51
PP 87.60 88.00
S1 87.29 87.49

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

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