NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 74.78 74.63 -0.15 -0.2% 78.48
High 75.94 77.44 1.50 2.0% 79.32
Low 74.52 74.48 -0.04 -0.1% 72.89
Close 75.29 77.26 1.97 2.6% 74.02
Range 1.42 2.96 1.54 108.5% 6.43
ATR 2.28 2.33 0.05 2.1% 0.00
Volume 23,757 30,259 6,502 27.4% 72,255
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 85.27 84.23 78.89
R3 82.31 81.27 78.07
R2 79.35 79.35 77.80
R1 78.31 78.31 77.53 78.83
PP 76.39 76.39 76.39 76.66
S1 75.35 75.35 76.99 75.87
S2 73.43 73.43 76.72
S3 70.47 72.39 76.45
S4 67.51 69.43 75.63
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 94.70 90.79 77.56
R3 88.27 84.36 75.79
R2 81.84 81.84 75.20
R1 77.93 77.93 74.61 76.67
PP 75.41 75.41 75.41 74.78
S1 71.50 71.50 73.43 70.24
S2 68.98 68.98 72.84
S3 62.55 65.07 72.25
S4 56.12 58.64 70.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.44 72.89 4.55 5.9% 2.07 2.7% 96% True False 21,035
10 79.32 72.89 6.43 8.3% 2.35 3.0% 68% False False 17,938
20 79.32 72.74 6.58 8.5% 2.17 2.8% 69% False False 15,413
40 81.89 71.10 10.79 14.0% 2.38 3.1% 57% False False 16,741
60 83.59 71.10 12.49 16.2% 2.26 2.9% 49% False False 13,628
80 83.59 69.56 14.03 18.2% 2.34 3.0% 55% False False 11,853
100 85.94 69.56 16.38 21.2% 2.32 3.0% 47% False False 10,605
120 86.63 69.56 17.07 22.1% 2.32 3.0% 45% False False 9,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.02
2.618 85.19
1.618 82.23
1.000 80.40
0.618 79.27
HIGH 77.44
0.618 76.31
0.500 75.96
0.382 75.61
LOW 74.48
0.618 72.65
1.000 71.52
1.618 69.69
2.618 66.73
4.250 61.90
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 76.83 76.79
PP 76.39 76.32
S1 75.96 75.85

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

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