NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 25-Sep-2023
Day Change Summary
Previous Current
22-Sep-2023 25-Sep-2023 Change Change % Previous Week
Open 87.01 87.18 0.17 0.2% 88.21
High 88.12 87.39 -0.73 -0.8% 89.24
Low 86.40 86.05 -0.35 -0.4% 85.94
Close 86.76 86.70 -0.06 -0.1% 86.76
Range 1.72 1.34 -0.38 -22.1% 3.30
ATR 1.66 1.64 -0.02 -1.4% 0.00
Volume 100,281 77,758 -22,523 -22.5% 456,789
Daily Pivots for day following 25-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.73 90.06 87.44
R3 89.39 88.72 87.07
R2 88.05 88.05 86.95
R1 87.38 87.38 86.82 87.05
PP 86.71 86.71 86.71 86.55
S1 86.04 86.04 86.58 85.71
S2 85.37 85.37 86.45
S3 84.03 84.70 86.33
S4 82.69 83.36 85.96
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 97.21 95.29 88.58
R3 93.91 91.99 87.67
R2 90.61 90.61 87.37
R1 88.69 88.69 87.06 88.00
PP 87.31 87.31 87.31 86.97
S1 85.39 85.39 86.46 84.70
S2 84.01 84.01 86.16
S3 80.71 82.09 85.85
S4 77.41 78.79 84.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.24 85.94 3.30 3.8% 1.67 1.9% 23% False False 89,941
10 89.24 85.12 4.12 4.8% 1.61 1.9% 38% False False 76,790
20 89.24 78.08 11.16 12.9% 1.61 1.9% 77% False False 61,909
40 89.24 76.75 12.49 14.4% 1.67 1.9% 80% False False 45,389
60 89.24 69.09 20.15 23.2% 1.64 1.9% 87% False False 37,652
80 89.24 66.22 23.02 26.6% 1.76 2.0% 89% False False 31,771
100 89.24 65.00 24.24 28.0% 1.81 2.1% 90% False False 26,614
120 89.24 65.00 24.24 28.0% 1.77 2.0% 90% False False 22,998
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.09
2.618 90.90
1.618 89.56
1.000 88.73
0.618 88.22
HIGH 87.39
0.618 86.88
0.500 86.72
0.382 86.56
LOW 86.05
0.618 85.22
1.000 84.71
1.618 83.88
2.618 82.54
4.250 80.36
Fisher Pivots for day following 25-Sep-2023
Pivot 1 day 3 day
R1 86.72 87.03
PP 86.71 86.92
S1 86.71 86.81

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

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