NYMEX Light Sweet Crude Oil Future May 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 81.30 81.82 0.52 0.6% 80.88
High 82.25 82.76 0.51 0.6% 82.45
Low 81.13 81.82 0.69 0.9% 80.39
Close 82.14 82.24 0.10 0.1% 82.14
Range 1.12 0.94 -0.18 -16.1% 2.06
ATR 1.23 1.21 -0.02 -1.7% 0.00
Volume 4,862 4,389 -473 -9.7% 27,971
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 85.09 84.61 82.76
R3 84.15 83.67 82.50
R2 83.21 83.21 82.41
R1 82.73 82.73 82.33 82.97
PP 82.27 82.27 82.27 82.40
S1 81.79 81.79 82.15 82.03
S2 81.33 81.33 82.07
S3 80.39 80.85 81.98
S4 79.45 79.91 81.72
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.84 87.05 83.27
R3 85.78 84.99 82.71
R2 83.72 83.72 82.52
R1 82.93 82.93 82.33 83.33
PP 81.66 81.66 81.66 81.86
S1 80.87 80.87 81.95 81.27
S2 79.60 79.60 81.76
S3 77.54 78.81 81.57
S4 75.48 76.75 81.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.76 80.39 2.37 2.9% 1.21 1.5% 78% True False 6,472
10 82.76 76.81 5.95 7.2% 1.14 1.4% 91% True False 5,455
20 82.76 75.46 7.30 8.9% 1.20 1.5% 93% True False 4,198
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.76
2.618 85.22
1.618 84.28
1.000 83.70
0.618 83.34
HIGH 82.76
0.618 82.40
0.500 82.29
0.382 82.18
LOW 81.82
0.618 81.24
1.000 80.88
1.618 80.30
2.618 79.36
4.250 77.83
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 82.29 82.14
PP 82.27 82.04
S1 82.26 81.95

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

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