NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 79.60 80.80 1.20 1.5% 78.43
High 80.97 82.72 1.75 2.2% 82.72
Low 79.38 80.80 1.42 1.8% 77.70
Close 80.93 82.38 1.45 1.8% 82.38
Range 1.59 1.92 0.33 20.8% 5.02
ATR 1.53 1.56 0.03 1.8% 0.00
Volume 29,431 31,624 2,193 7.5% 93,815
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.73 86.97 83.44
R3 85.81 85.05 82.91
R2 83.89 83.89 82.73
R1 83.13 83.13 82.56 83.51
PP 81.97 81.97 81.97 82.16
S1 81.21 81.21 82.20 81.59
S2 80.05 80.05 82.03
S3 78.13 79.29 81.85
S4 76.21 77.37 81.32
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.99 94.21 85.14
R3 90.97 89.19 83.76
R2 85.95 85.95 83.30
R1 84.17 84.17 82.84 85.06
PP 80.93 80.93 80.93 81.38
S1 79.15 79.15 81.92 80.04
S2 75.91 75.91 81.46
S3 70.89 74.13 81.00
S4 65.87 69.11 79.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.72 77.70 5.02 6.1% 1.43 1.7% 93% True False 18,763
10 82.72 76.43 6.29 7.6% 1.47 1.8% 95% True False 17,821
20 82.72 76.43 6.29 7.6% 1.52 1.8% 95% True False 15,076
40 82.72 71.18 11.54 14.0% 1.52 1.8% 97% True False 12,407
60 82.72 65.90 16.82 20.4% 1.67 2.0% 98% True False 10,862
80 82.72 65.90 16.82 20.4% 1.69 2.1% 98% True False 8,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 90.88
2.618 87.75
1.618 85.83
1.000 84.64
0.618 83.91
HIGH 82.72
0.618 81.99
0.500 81.76
0.382 81.53
LOW 80.80
0.618 79.61
1.000 78.88
1.618 77.69
2.618 75.77
4.250 72.64
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 82.17 81.87
PP 81.97 81.36
S1 81.76 80.86

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

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