NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 86.76 85.65 -1.11 -1.3% 83.98
High 86.91 86.80 -0.11 -0.1% 87.67
Low 85.42 84.78 -0.64 -0.7% 83.81
Close 85.83 85.83 0.00 0.0% 86.85
Range 1.49 2.02 0.53 35.6% 3.86
ATR 1.51 1.54 0.04 2.4% 0.00
Volume 30,262 25,345 -4,917 -16.2% 155,295
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.86 90.87 86.94
R3 89.84 88.85 86.39
R2 87.82 87.82 86.20
R1 86.83 86.83 86.02 87.33
PP 85.80 85.80 85.80 86.05
S1 84.81 84.81 85.64 85.31
S2 83.78 83.78 85.46
S3 81.76 82.79 85.27
S4 79.74 80.77 84.72
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 97.69 96.13 88.97
R3 93.83 92.27 87.91
R2 89.97 89.97 87.56
R1 88.41 88.41 87.20 89.19
PP 86.11 86.11 86.11 86.50
S1 84.55 84.55 86.50 85.33
S2 82.25 82.25 86.14
S3 78.39 80.69 85.79
S4 74.53 76.83 84.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.86 84.78 3.08 3.6% 1.53 1.8% 34% False True 38,566
10 87.86 83.11 4.75 5.5% 1.46 1.7% 57% False False 33,731
20 87.86 76.45 11.41 13.3% 1.51 1.8% 82% False False 27,724
40 87.86 76.43 11.43 13.3% 1.56 1.8% 82% False False 19,965
60 87.86 67.38 20.48 23.9% 1.55 1.8% 90% False False 16,349
80 87.86 65.90 21.96 25.6% 1.70 2.0% 91% False False 13,755
100 87.86 65.24 22.62 26.4% 1.70 2.0% 91% False False 11,603
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 0.31
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 95.39
2.618 92.09
1.618 90.07
1.000 88.82
0.618 88.05
HIGH 86.80
0.618 86.03
0.500 85.79
0.382 85.55
LOW 84.78
0.618 83.53
1.000 82.76
1.618 81.51
2.618 79.49
4.250 76.20
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 85.82 86.32
PP 85.80 86.16
S1 85.79 85.99

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

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