NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 82.74 83.72 0.98 1.2% 78.43
High 84.60 84.63 0.03 0.0% 82.72
Low 82.06 83.00 0.94 1.1% 77.70
Close 83.59 84.22 0.63 0.8% 82.38
Range 2.54 1.63 -0.91 -35.8% 5.02
ATR 1.63 1.63 0.00 0.0% 0.00
Volume 34,585 27,553 -7,032 -20.3% 93,815
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.84 88.16 85.12
R3 87.21 86.53 84.67
R2 85.58 85.58 84.52
R1 84.90 84.90 84.37 85.24
PP 83.95 83.95 83.95 84.12
S1 83.27 83.27 84.07 83.61
S2 82.32 82.32 83.92
S3 80.69 81.64 83.77
S4 79.06 80.01 83.32
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 84.63 78.99 5.64 6.7% 1.73 2.1% 93% True False 27,476
10 84.63 76.43 8.20 9.7% 1.68 2.0% 95% True False 21,069
20 84.63 76.43 8.20 9.7% 1.54 1.8% 95% True False 17,056
40 84.63 72.60 12.03 14.3% 1.56 1.9% 97% True False 13,604
60 84.63 65.90 18.73 22.2% 1.66 2.0% 98% True False 11,727
80 84.63 65.90 18.73 22.2% 1.70 2.0% 98% True False 9,658
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.56
2.618 88.90
1.618 87.27
1.000 86.26
0.618 85.64
HIGH 84.63
0.618 84.01
0.500 83.82
0.382 83.62
LOW 83.00
0.618 81.99
1.000 81.37
1.618 80.36
2.618 78.73
4.250 76.07
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 84.09 83.72
PP 83.95 83.22
S1 83.82 82.72

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

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