NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 85.89 87.32 1.43 1.7% 84.19
High 87.76 88.06 0.30 0.3% 86.39
Low 85.88 86.87 0.99 1.2% 83.51
Close 87.36 87.11 -0.25 -0.3% 86.00
Range 1.88 1.19 -0.69 -36.7% 2.88
ATR 1.75 1.71 -0.04 -2.3% 0.00
Volume 171,796 149,156 -22,640 -13.2% 488,008
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.92 90.20 87.76
R3 89.73 89.01 87.44
R2 88.54 88.54 87.33
R1 87.82 87.82 87.22 87.59
PP 87.35 87.35 87.35 87.23
S1 86.63 86.63 87.00 86.40
S2 86.16 86.16 86.89
S3 84.97 85.44 86.78
S4 83.78 84.25 86.46
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.94 92.85 87.58
R3 91.06 89.97 86.79
R2 88.18 88.18 86.53
R1 87.09 87.09 86.26 87.64
PP 85.30 85.30 85.30 85.57
S1 84.21 84.21 85.74 84.76
S2 82.42 82.42 85.47
S3 79.54 81.33 85.21
S4 76.66 78.45 84.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.06 84.68 3.38 3.9% 1.47 1.7% 72% True False 131,405
10 88.06 79.94 8.12 9.3% 1.71 2.0% 88% True False 139,035
20 88.06 77.03 11.03 12.7% 1.70 2.0% 91% True False 124,707
40 88.06 73.92 14.14 16.2% 1.72 2.0% 93% True False 114,363
60 88.06 67.40 20.66 23.7% 1.78 2.0% 95% True False 105,913
80 88.06 66.36 21.70 24.9% 1.92 2.2% 96% True False 98,022
100 88.06 63.00 25.06 28.8% 2.02 2.3% 96% True False 91,030
120 88.06 63.00 25.06 28.8% 1.99 2.3% 96% True False 86,290
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 93.12
2.618 91.18
1.618 89.99
1.000 89.25
0.618 88.80
HIGH 88.06
0.618 87.61
0.500 87.47
0.382 87.32
LOW 86.87
0.618 86.13
1.000 85.68
1.618 84.94
2.618 83.75
4.250 81.81
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 87.47 86.98
PP 87.35 86.86
S1 87.23 86.73

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

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