NYMEX Light Sweet Crude Oil Future March 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	79.05	80.21	1.16	1.5%	77.96
High	80.39	82.02	1.63	2.0%	82.02
Low	78.90	80.21	1.31	1.7%	77.26
Close	80.35	81.72	1.37	1.7%	81.72
Range	1.49	1.81	0.32	21.5%	4.76
ATR	1.49	1.51	0.02	1.5%	0.00
Volume	36,205	45,162	8,957	24.7%	128,080

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.75	86.04	82.72
R3	84.94	84.23	82.22
R2	83.13	83.13	82.05
R1	82.42	82.42	81.89	82.78
PP	81.32	81.32	81.32	81.49
S1	80.61	80.61	81.55	80.97
S2	79.51	79.51	81.39
S3	77.70	78.80	81.22
S4	75.89	76.99	80.72

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	94.61	92.93	84.34
R3	89.85	88.17	83.03
R2	85.09	85.09	82.59
R1	83.41	83.41	82.16	84.25
PP	80.33	80.33	80.33	80.76
S1	78.65	78.65	81.28	79.49
S2	75.57	75.57	80.85
S3	70.81	73.89	80.41
S4	66.05	69.13	79.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.02	77.26	4.76	5.8%	1.37	1.7%	94%	True	False	25,616
10	82.02	76.10	5.92	7.2%	1.43	1.7%	95%	True	False	24,797
20	82.02	76.10	5.92	7.2%	1.47	1.8%	95%	True	False	21,734
40	82.02	70.84	11.18	13.7%	1.48	1.8%	97%	True	False	19,138
60	82.02	65.63	16.39	20.1%	1.61	2.0%	98%	True	False	18,393

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	89.71
2.618	86.76
1.618	84.95
1.000	83.83
0.618	83.14
HIGH	82.02
0.618	81.33
0.500	81.12
0.382	80.90
LOW	80.21
0.618	79.09
1.000	78.40
1.618	77.28
2.618	75.47
4.250	72.52

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	81.52	81.24
PP	81.32	80.75
S1	81.12	80.27

Download as Excel Spreadsheet

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

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