NYMEX Light Sweet Crude Oil Future March 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 81.97 82.84 0.87 1.1% 77.96
High 83.85 83.83 -0.02 0.0% 82.02
Low 81.46 82.33 0.87 1.1% 77.26
Close 82.87 83.44 0.57 0.7% 81.72
Range 2.39 1.50 -0.89 -37.2% 4.76
ATR 1.58 1.57 -0.01 -0.3% 0.00
Volume 50,683 34,768 -15,915 -31.4% 128,080
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.70 87.07 84.27
R3 86.20 85.57 83.85
R2 84.70 84.70 83.72
R1 84.07 84.07 83.58 84.39
PP 83.20 83.20 83.20 83.36
S1 82.57 82.57 83.30 82.89
S2 81.70 81.70 83.17
S3 80.20 81.07 83.03
S4 78.70 79.57 82.62
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 78.51 5.34 6.4% 1.63 1.9% 92% False False 37,213
10 83.85 76.10 7.75 9.3% 1.61 1.9% 95% False False 29,474
20 83.85 76.10 7.75 9.3% 1.48 1.8% 95% False False 24,447
40 83.85 72.18 11.67 14.0% 1.52 1.8% 96% False False 20,414
60 83.85 65.63 18.22 21.8% 1.60 1.9% 98% False False 19,151
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.21
2.618 87.76
1.618 86.26
1.000 85.33
0.618 84.76
HIGH 83.83
0.618 83.26
0.500 83.08
0.382 82.90
LOW 82.33
0.618 81.40
1.000 80.83
1.618 79.90
2.618 78.40
4.250 75.96
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 83.32 82.97
PP 83.20 82.50
S1 83.08 82.03

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

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