NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 85.75 85.59 -0.16 -0.2% 82.74
High 86.13 87.33 1.20 1.4% 84.63
Low 85.15 85.59 0.44 0.5% 82.06
Close 85.40 86.95 1.55 1.8% 84.31
Range 0.98 1.74 0.76 77.6% 2.57
ATR 1.51 1.54 0.03 2.0% 0.00
Volume 25,848 33,901 8,053 31.2% 110,490
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.84 91.14 87.91
R3 90.10 89.40 87.43
R2 88.36 88.36 87.27
R1 87.66 87.66 87.11 88.01
PP 86.62 86.62 86.62 86.80
S1 85.92 85.92 86.79 86.27
S2 84.88 84.88 86.63
S3 83.14 84.18 86.47
S4 81.40 82.44 85.99
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.38 90.41 85.72
R3 88.81 87.84 85.02
R2 86.24 86.24 84.78
R1 85.27 85.27 84.55 85.76
PP 83.67 83.67 83.67 83.91
S1 82.70 82.70 84.07 83.19
S2 81.10 81.10 83.84
S3 78.53 80.13 83.60
S4 75.96 77.56 82.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.33 83.11 4.22 4.9% 1.40 1.6% 91% True False 28,896
10 87.33 79.38 7.95 9.1% 1.57 1.8% 95% True False 28,974
20 87.33 76.43 10.90 12.5% 1.50 1.7% 97% True False 21,709
40 87.33 73.38 13.95 16.0% 1.54 1.8% 97% True False 16,420
60 87.33 67.07 20.26 23.3% 1.57 1.8% 98% True False 13,838
80 87.33 65.90 21.43 24.6% 1.69 1.9% 98% True False 11,592
100 87.33 65.24 22.09 25.4% 1.72 2.0% 98% True False 9,786
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 0.25
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.73
2.618 91.89
1.618 90.15
1.000 89.07
0.618 88.41
HIGH 87.33
0.618 86.67
0.500 86.46
0.382 86.25
LOW 85.59
0.618 84.51
1.000 83.85
1.618 82.77
2.618 81.03
4.250 78.20
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 86.79 86.57
PP 86.62 86.19
S1 86.46 85.81

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

View Archives - Comment on this page... - Back to Index of Symbols