NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 80.21 81.97 1.76 2.2% 77.96
High 82.02 83.85 1.83 2.2% 82.02
Low 80.21 81.46 1.25 1.6% 77.26
Close 81.72 82.87 1.15 1.4% 81.72
Range 1.81 2.39 0.58 32.0% 4.76
ATR 1.51 1.58 0.06 4.1% 0.00
Volume 45,162 50,683 5,521 12.2% 128,080
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.90 88.77 84.18
R3 87.51 86.38 83.53
R2 85.12 85.12 83.31
R1 83.99 83.99 83.09 84.56
PP 82.73 82.73 82.73 83.01
S1 81.60 81.60 82.65 82.17
S2 80.34 80.34 82.43
S3 77.95 79.21 82.21
S4 75.56 76.82 81.56
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 83.85 77.26 6.59 8.0% 1.64 2.0% 85% True False 33,493
10 83.85 76.10 7.75 9.4% 1.54 1.9% 87% True False 28,018
20 83.85 76.10 7.75 9.4% 1.53 1.8% 87% True False 23,481
40 83.85 71.22 12.63 15.2% 1.52 1.8% 92% True False 20,014
60 83.85 65.63 18.22 22.0% 1.60 1.9% 95% True False 18,805
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 0.36
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 94.01
2.618 90.11
1.618 87.72
1.000 86.24
0.618 85.33
HIGH 83.85
0.618 82.94
0.500 82.66
0.382 82.37
LOW 81.46
0.618 79.98
1.000 79.07
1.618 77.59
2.618 75.20
4.250 71.30
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 82.80 82.37
PP 82.73 81.87
S1 82.66 81.38

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

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