NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 05-Apr-2023
Day Change Summary
Previous Current
04-Apr-2023 05-Apr-2023 Change Change % Previous Week
Open 78.76 79.29 0.53 0.7% 69.49
High 80.18 79.69 -0.49 -0.6% 75.03
Low 78.18 78.30 0.12 0.2% 68.80
Close 79.21 79.14 -0.07 -0.1% 75.00
Range 2.00 1.39 -0.61 -30.5% 6.23
ATR 2.72 2.63 -0.10 -3.5% 0.00
Volume 50,864 40,245 -10,619 -20.9% 193,930
Daily Pivots for day following 05-Apr-2023
Classic Woodie Camarilla DeMark
R4 83.21 82.57 79.90
R3 81.82 81.18 79.52
R2 80.43 80.43 79.39
R1 79.79 79.79 79.27 79.42
PP 79.04 79.04 79.04 78.86
S1 78.40 78.40 79.01 78.03
S2 77.65 77.65 78.89
S3 76.26 77.01 78.76
S4 74.87 75.62 78.38
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 91.63 89.55 78.43
R3 85.40 83.32 76.71
R2 79.17 79.17 76.14
R1 77.09 77.09 75.57 78.13
PP 72.94 72.94 72.94 73.47
S1 70.86 70.86 74.43 71.90
S2 66.71 66.71 73.86
S3 60.48 64.63 73.29
S4 54.25 58.40 71.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.39 72.15 8.24 10.4% 2.20 2.8% 85% False False 52,436
10 80.39 66.80 13.59 17.2% 2.34 3.0% 91% False False 44,883
20 80.39 64.60 15.79 20.0% 2.90 3.7% 92% False False 42,234
40 80.39 64.60 15.79 20.0% 2.46 3.1% 92% False False 32,163
60 81.75 64.60 17.15 21.7% 2.40 3.0% 85% False False 30,335
80 81.75 64.60 17.15 21.7% 2.34 3.0% 85% False False 26,481
100 81.89 64.60 17.29 21.8% 2.39 3.0% 84% False False 24,491
120 83.59 64.60 18.99 24.0% 2.34 3.0% 77% False False 21,619
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 85.60
2.618 83.33
1.618 81.94
1.000 81.08
0.618 80.55
HIGH 79.69
0.618 79.16
0.500 79.00
0.382 78.83
LOW 78.30
0.618 77.44
1.000 76.91
1.618 76.05
2.618 74.66
4.250 72.39
Fisher Pivots for day following 05-Apr-2023
Pivot 1 day 3 day
R1 79.09 78.90
PP 79.04 78.65
S1 79.00 78.41

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

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