NYMEX Light Sweet Crude Oil Future March 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	82.84	83.40	0.56	0.7%	77.96
High	83.83	83.54	-0.29	-0.3%	82.02
Low	82.33	82.54	0.21	0.3%	77.26
Close	83.44	82.96	-0.48	-0.6%	81.72
Range	1.50	1.00	-0.50	-33.3%	4.76
ATR	1.57	1.53	-0.04	-2.6%	0.00
Volume	34,768	21,314	-13,454	-38.7%	128,080

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.01	85.49	83.51
R3	85.01	84.49	83.24
R2	84.01	84.01	83.14
R1	83.49	83.49	83.05	83.25
PP	83.01	83.01	83.01	82.90
S1	82.49	82.49	82.87	82.25
S2	82.01	82.01	82.78
S3	81.01	81.49	82.69
S4	80.01	80.49	82.41

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	78.90	4.95	6.0%	1.64	2.0%	82%	False	False	37,626
10	83.85	76.13	7.72	9.3%	1.50	1.8%	88%	False	False	28,990
20	83.85	76.10	7.75	9.3%	1.47	1.8%	89%	False	False	24,202
40	83.85	72.18	11.67	14.1%	1.52	1.8%	92%	False	False	20,513
60	83.85	66.25	17.60	21.2%	1.58	1.9%	95%	False	False	19,098

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	0.37
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	87.79
2.618	86.16
1.618	85.16
1.000	84.54
0.618	84.16
HIGH	83.54
0.618	83.16
0.500	83.04
0.382	82.92
LOW	82.54
0.618	81.92
1.000	81.54
1.618	80.92
2.618	79.92
4.250	78.29

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	83.04	82.86
PP	83.01	82.76
S1	82.99	82.66

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

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