NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	90.67	91.20	0.53	0.6%	87.40
High	91.23	92.43	1.20	1.3%	91.23
Low	89.22	90.75	1.53	1.7%	86.71
Close	90.77	91.48	0.71	0.8%	90.77
Range	2.01	1.68	-0.33	-16.4%	4.52
ATR	1.93	1.91	-0.02	-0.9%	0.00
Volume	315,003	119,258	-195,745	-62.1%	1,619,770

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	96.59	95.72	92.40
R3	94.91	94.04	91.94
R2	93.23	93.23	91.79
R1	92.36	92.36	91.63	92.80
PP	91.55	91.55	91.55	91.77
S1	90.68	90.68	91.33	91.12
S2	89.87	89.87	91.17
S3	88.19	89.00	91.02
S4	86.51	87.32	90.56

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	103.13	101.47	93.26
R3	98.61	96.95	92.01
R2	94.09	94.09	91.60
R1	92.43	92.43	91.18	93.26
PP	89.57	89.57	89.57	89.99
S1	87.91	87.91	90.36	88.74
S2	85.05	85.05	89.94
S3	80.53	83.39	89.53
S4	76.01	78.87	88.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.43	87.22	5.21	5.7%	1.86	2.0%	82%	True	False	289,328
10	92.43	85.02	7.41	8.1%	1.91	2.1%	87%	True	False	306,422
20	92.43	77.59	14.84	16.2%	1.87	2.0%	94%	True	False	323,590
40	92.43	76.16	16.27	17.8%	1.93	2.1%	94%	True	False	244,026
60	92.43	67.42	25.01	27.3%	1.91	2.1%	96%	True	False	192,333
80	92.43	66.83	25.60	28.0%	2.08	2.3%	96%	True	False	156,735
100	92.43	64.58	27.85	30.4%	2.14	2.3%	97%	True	False	130,925
120	92.43	64.58	27.85	30.4%	2.08	2.3%	97%	True	False	112,089

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	0.50
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.57
2.618	96.83
1.618	95.15
1.000	94.11
0.618	93.47
HIGH	92.43
0.618	91.79
0.500	91.59
0.382	91.39
LOW	90.75
0.618	89.71
1.000	89.07
1.618	88.03
2.618	86.35
4.250	83.61

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	91.59	91.17
PP	91.55	90.86
S1	91.52	90.56

Download as Excel Spreadsheet

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

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