NYMEX Light Sweet Crude Oil Future November 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	88.19	90.07	1.88	2.1%	86.74
High	90.20	90.56	0.36	0.4%	90.56
Low	88.04	88.65	0.61	0.7%	86.12
Close	89.61	90.02	0.41	0.5%	90.02
Range	2.16	1.91	-0.25	-11.6%	4.44
ATR	1.84	1.84	0.01	0.3%	0.00
Volume	257,676	321,843	64,167	24.9%	1,227,068

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	95.47	94.66	91.07
R3	93.56	92.75	90.55
R2	91.65	91.65	90.37
R1	90.84	90.84	90.20	90.29
PP	89.74	89.74	89.74	89.47
S1	88.93	88.93	89.84	88.38
S2	87.83	87.83	89.67
S3	85.92	87.02	89.49
S4	84.01	85.11	88.97

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	102.22	100.56	92.46
R3	97.78	96.12	91.24
R2	93.34	93.34	90.83
R1	91.68	91.68	90.43	92.51
PP	88.90	88.90	88.90	89.32
S1	87.24	87.24	89.61	88.07
S2	84.46	84.46	89.21
S3	80.02	82.80	88.80
S4	75.58	78.36	87.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.56	86.12	4.44	4.9%	1.75	1.9%	88%	True	False	245,413
10	90.56	82.78	7.78	8.6%	1.91	2.1%	93%	True	False	192,300
20	90.56	77.32	13.24	14.7%	1.79	2.0%	96%	True	False	153,415
40	90.56	75.19	15.37	17.1%	1.83	2.0%	96%	True	False	117,600
60	90.56	67.49	23.07	25.6%	1.85	2.1%	98%	True	False	93,819
80	90.56	66.67	23.89	26.5%	1.97	2.2%	98%	True	False	76,989
100	90.56	63.50	27.06	30.1%	2.05	2.3%	98%	True	False	64,545
120	90.56	63.50	27.06	30.1%	1.99	2.2%	98%	True	False	55,556

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	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.68
2.618	95.56
1.618	93.65
1.000	92.47
0.618	91.74
HIGH	90.56
0.618	89.83
0.500	89.61
0.382	89.38
LOW	88.65
0.618	87.47
1.000	86.74
1.618	85.56
2.618	83.65
4.250	80.53

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	89.88	89.72
PP	89.74	89.41
S1	89.61	89.11

Download as Excel Spreadsheet

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

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