NYMEX Light Sweet Crude Oil Future December 2023

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	91.44	89.70	-1.74	-1.9%	88.83
High	92.48	90.96	-1.52	-1.6%	92.48
Low	89.31	88.45	-0.86	-1.0%	86.74
Close	89.59	88.80	-0.79	-0.9%	88.80
Range	3.17	2.51	-0.66	-20.8%	5.74
ATR	1.98	2.02	0.04	1.9%	0.00
Volume	226,831	156,927	-69,904	-30.8%	975,795

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	96.93	95.38	90.18
R3	94.42	92.87	89.49
R2	91.91	91.91	89.26
R1	90.36	90.36	89.03	89.88
PP	89.40	89.40	89.40	89.17
S1	87.85	87.85	88.57	87.37
S2	86.89	86.89	88.34
S3	84.38	85.34	88.11
S4	81.87	82.83	87.42

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106.56	103.42	91.96
R3	100.82	97.68	90.38
R2	95.08	95.08	89.85
R1	91.94	91.94	89.33	90.64
PP	89.34	89.34	89.34	88.69
S1	86.20	86.20	88.27	84.90
S2	83.60	83.60	87.75
S3	77.86	80.46	87.22
S4	72.12	74.72	85.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.48	86.74	5.74	6.5%	2.50	2.8%	36%	False	False	195,159
10	92.48	86.74	5.74	6.5%	2.15	2.4%	36%	False	False	214,263
20	92.48	82.09	10.39	11.7%	1.98	2.2%	65%	False	False	181,208
40	92.48	77.03	15.45	17.4%	1.83	2.1%	76%	False	False	146,755
60	92.48	70.50	21.98	24.8%	1.80	2.0%	83%	False	False	130,005
80	92.48	66.36	26.12	29.4%	1.89	2.1%	86%	False	False	118,839
100	92.48	66.36	26.12	29.4%	1.95	2.2%	86%	False	False	107,726
120	92.48	63.00	29.48	33.2%	2.00	2.3%	88%	False	False	100,321

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	0.62
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.63
2.618	97.53
1.618	95.02
1.000	93.47
0.618	92.51
HIGH	90.96
0.618	90.00
0.500	89.71
0.382	89.41
LOW	88.45
0.618	86.90
1.000	85.94
1.618	84.39
2.618	81.88
4.250	77.78

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	89.71	90.47
PP	89.40	89.91
S1	89.10	89.36

Download as Excel Spreadsheet

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

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