NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 82.49 83.15 0.66 0.8% 81.97
High 83.73 84.27 0.54 0.6% 83.85
Low 82.39 83.10 0.71 0.9% 81.46
Close 83.53 83.60 0.07 0.1% 83.53
Range 1.34 1.17 -0.17 -12.7% 2.39
ATR 1.52 1.49 -0.02 -1.6% 0.00
Volume 38,584 32,430 -6,154 -15.9% 145,349
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.17 86.55 84.24
R3 86.00 85.38 83.92
R2 84.83 84.83 83.81
R1 84.21 84.21 83.71 84.52
PP 83.66 83.66 83.66 83.81
S1 83.04 83.04 83.49 83.35
S2 82.49 82.49 83.39
S3 81.32 81.87 83.28
S4 80.15 80.70 82.96
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.12 89.21 84.84
R3 87.73 86.82 84.19
R2 85.34 85.34 83.97
R1 84.43 84.43 83.75 84.89
PP 82.95 82.95 82.95 83.17
S1 82.04 82.04 83.31 82.50
S2 80.56 80.56 83.09
S3 78.17 79.65 82.87
S4 75.78 77.26 82.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.27 81.46 2.81 3.4% 1.48 1.8% 76% True False 35,555
10 84.27 77.26 7.01 8.4% 1.43 1.7% 90% True False 30,585
20 84.27 76.10 8.17 9.8% 1.48 1.8% 92% True False 25,973
40 84.27 72.18 12.09 14.5% 1.50 1.8% 94% True False 21,351
60 84.27 66.88 17.39 20.8% 1.55 1.9% 96% True False 19,688
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.24
2.618 87.33
1.618 86.16
1.000 85.44
0.618 84.99
HIGH 84.27
0.618 83.82
0.500 83.69
0.382 83.55
LOW 83.10
0.618 82.38
1.000 81.93
1.618 81.21
2.618 80.04
4.250 78.13
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 83.69 83.51
PP 83.66 83.42
S1 83.63 83.33

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

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