NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 84.19 85.21 1.02 1.2% 79.27
High 86.34 86.39 0.05 0.1% 84.30
Low 83.51 84.54 1.03 1.2% 78.51
Close 85.21 85.93 0.72 0.8% 83.90
Range 2.83 1.85 -0.98 -34.6% 5.79
ATR 1.82 1.82 0.00 0.1% 0.00
Volume 174,772 117,006 -57,766 -33.1% 586,705
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.17 90.40 86.95
R3 89.32 88.55 86.44
R2 87.47 87.47 86.27
R1 86.70 86.70 86.10 87.09
PP 85.62 85.62 85.62 85.81
S1 84.85 84.85 85.76 85.24
S2 83.77 83.77 85.59
S3 81.92 83.00 85.42
S4 80.07 81.15 84.91
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 99.61 97.54 87.08
R3 93.82 91.75 85.49
R2 88.03 88.03 84.96
R1 85.96 85.96 84.43 87.00
PP 82.24 82.24 82.24 82.75
S1 80.17 80.17 83.37 81.21
S2 76.45 76.45 82.84
S3 70.66 74.38 82.31
S4 64.87 68.59 80.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.39 79.94 6.45 7.5% 1.96 2.3% 93% True False 146,664
10 86.39 77.03 9.36 10.9% 1.87 2.2% 95% True False 125,397
20 86.39 77.03 9.36 10.9% 1.72 2.0% 95% True False 119,984
40 86.39 73.12 13.27 15.4% 1.76 2.0% 97% True False 109,673
60 86.39 66.36 20.03 23.3% 1.86 2.2% 98% True False 101,701
80 86.39 66.36 20.03 23.3% 1.95 2.3% 98% True False 92,784
100 86.39 63.00 23.39 27.2% 2.03 2.4% 98% True False 87,099
120 86.39 63.00 23.39 27.2% 2.04 2.4% 98% True False 84,059
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.25
2.618 91.23
1.618 89.38
1.000 88.24
0.618 87.53
HIGH 86.39
0.618 85.68
0.500 85.47
0.382 85.25
LOW 84.54
0.618 83.40
1.000 82.69
1.618 81.55
2.618 79.70
4.250 76.68
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 85.78 85.37
PP 85.62 84.80
S1 85.47 84.24

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

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