NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 83.72 84.31 0.59 0.7% 78.43
High 84.63 84.34 -0.29 -0.3% 82.72
Low 83.00 83.32 0.32 0.4% 77.70
Close 84.22 83.69 -0.53 -0.6% 82.38
Range 1.63 1.02 -0.61 -37.4% 5.02
ATR 1.63 1.58 -0.04 -2.7% 0.00
Volume 27,553 22,070 -5,483 -19.9% 93,815
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 86.84 86.29 84.25
R3 85.82 85.27 83.97
R2 84.80 84.80 83.88
R1 84.25 84.25 83.78 84.02
PP 83.78 83.78 83.78 83.67
S1 83.23 83.23 83.60 83.00
S2 82.76 82.76 83.50
S3 81.74 82.21 83.41
S4 80.72 81.19 83.13
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 79.38 5.25 6.3% 1.74 2.1% 82% False False 29,052
10 84.63 76.45 8.18 9.8% 1.56 1.9% 89% False False 21,718
20 84.63 76.43 8.20 9.8% 1.52 1.8% 89% False False 17,256
40 84.63 72.60 12.03 14.4% 1.56 1.9% 92% False False 13,949
60 84.63 66.45 18.18 21.7% 1.63 1.9% 95% False False 11,916
80 84.63 65.90 18.73 22.4% 1.70 2.0% 95% False False 9,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.68
2.618 87.01
1.618 85.99
1.000 85.36
0.618 84.97
HIGH 84.34
0.618 83.95
0.500 83.83
0.382 83.71
LOW 83.32
0.618 82.69
1.000 82.30
1.618 81.67
2.618 80.65
4.250 78.99
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 83.83 83.58
PP 83.78 83.46
S1 83.74 83.35

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

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