NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 88.07 88.27 0.20 0.2% 89.31
High 89.51 89.65 0.14 0.2% 90.75
Low 87.15 87.82 0.67 0.8% 87.15
Close 88.32 88.35 0.03 0.0% 88.35
Range 2.36 1.83 -0.53 -22.5% 3.60
ATR 1.77 1.78 0.00 0.2% 0.00
Volume 162,034 253,887 91,853 56.7% 1,166,844
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 94.10 93.05 89.36
R3 92.27 91.22 88.85
R2 90.44 90.44 88.69
R1 89.39 89.39 88.52 89.92
PP 88.61 88.61 88.61 88.87
S1 87.56 87.56 88.18 88.09
S2 86.78 86.78 88.01
S3 84.95 85.73 87.85
S4 83.12 83.90 87.34
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 99.55 97.55 90.33
R3 95.95 93.95 89.34
R2 92.35 92.35 89.01
R1 90.35 90.35 88.68 89.55
PP 88.75 88.75 88.75 88.35
S1 86.75 86.75 88.02 85.95
S2 85.15 85.15 87.69
S3 81.55 83.15 87.36
S4 77.95 79.55 86.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.75 87.15 3.60 4.1% 1.81 2.0% 33% False False 233,368
10 90.75 85.40 5.35 6.1% 1.73 2.0% 55% False False 197,331
20 90.75 77.46 13.29 15.0% 1.76 2.0% 82% False False 159,090
40 90.75 77.03 13.72 15.5% 1.78 2.0% 83% False False 134,528
60 90.75 68.99 21.76 24.6% 1.74 2.0% 89% False False 120,652
80 90.75 66.36 24.39 27.6% 1.89 2.1% 90% False False 111,340
100 90.75 63.00 27.75 31.4% 2.00 2.3% 91% False False 102,362
120 90.75 63.00 27.75 31.4% 1.97 2.2% 91% False False 95,544
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.43
2.618 94.44
1.618 92.61
1.000 91.48
0.618 90.78
HIGH 89.65
0.618 88.95
0.500 88.74
0.382 88.52
LOW 87.82
0.618 86.69
1.000 85.99
1.618 84.86
2.618 83.03
4.250 80.04
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 88.74 88.40
PP 88.61 88.38
S1 88.48 88.37

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

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