NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 81.49 81.83 0.34 0.4% 83.45
High 82.10 83.14 1.04 1.3% 83.95
Low 80.44 81.77 1.33 1.7% 81.42
Close 81.78 82.74 0.96 1.2% 81.53
Range 1.66 1.37 -0.29 -17.5% 2.53
ATR 1.34 1.34 0.00 0.2% 0.00
Volume 32,775 81,976 49,201 150.1% 262,697
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 86.66 86.07 83.49
R3 85.29 84.70 83.12
R2 83.92 83.92 82.99
R1 83.33 83.33 82.87 83.63
PP 82.55 82.55 82.55 82.70
S1 81.96 81.96 82.61 82.26
S2 81.18 81.18 82.49
S3 79.81 80.59 82.36
S4 78.44 79.22 81.99
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.89 88.24 82.92
R3 87.36 85.71 82.23
R2 84.83 84.83 81.99
R1 83.18 83.18 81.76 82.74
PP 82.30 82.30 82.30 82.08
S1 80.65 80.65 81.30 80.21
S2 79.77 79.77 81.07
S3 77.24 78.12 80.83
S4 74.71 75.59 80.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.14 80.44 2.70 3.3% 1.44 1.7% 85% True False 48,793
10 84.13 80.44 3.69 4.5% 1.35 1.6% 62% False False 51,600
20 84.13 77.23 6.90 8.3% 1.30 1.6% 80% False False 48,567
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.96
2.618 86.73
1.618 85.36
1.000 84.51
0.618 83.99
HIGH 83.14
0.618 82.62
0.500 82.46
0.382 82.29
LOW 81.77
0.618 80.92
1.000 80.40
1.618 79.55
2.618 78.18
4.250 75.95
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 82.65 82.42
PP 82.55 82.11
S1 82.46 81.79

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

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