NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	82.49	83.15	0.66	0.8%	81.97
High	83.73	84.27	0.54	0.6%	83.85
Low	82.39	83.10	0.71	0.9%	81.46
Close	83.53	83.60	0.07	0.1%	83.53
Range	1.34	1.17	-0.17	-12.7%	2.39
ATR	1.52	1.49	-0.02	-1.6%	0.00
Volume	38,584	32,430	-6,154	-15.9%	145,349

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.17	86.55	84.24
R3	86.00	85.38	83.92
R2	84.83	84.83	83.81
R1	84.21	84.21	83.71	84.52
PP	83.66	83.66	83.66	83.81
S1	83.04	83.04	83.49	83.35
S2	82.49	82.49	83.39
S3	81.32	81.87	83.28
S4	80.15	80.70	82.96

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.12	89.21	84.84
R3	87.73	86.82	84.19
R2	85.34	85.34	83.97
R1	84.43	84.43	83.75	84.89
PP	82.95	82.95	82.95	83.17
S1	82.04	82.04	83.31	82.50
S2	80.56	80.56	83.09
S3	78.17	79.65	82.87
S4	75.78	77.26	82.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.27	81.46	2.81	3.4%	1.48	1.8%	76%	True	False	35,555
10	84.27	77.26	7.01	8.4%	1.43	1.7%	90%	True	False	30,585
20	84.27	76.10	8.17	9.8%	1.48	1.8%	92%	True	False	25,973
40	84.27	72.18	12.09	14.5%	1.50	1.8%	94%	True	False	21,351
60	84.27	66.88	17.39	20.8%	1.55	1.9%	96%	True	False	19,688

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.24
2.618	87.33
1.618	86.16
1.000	85.44
0.618	84.99
HIGH	84.27
0.618	83.82
0.500	83.69
0.382	83.55
LOW	83.10
0.618	82.38
1.000	81.93
1.618	81.21
2.618	80.04
4.250	78.13

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	83.69	83.51
PP	83.66	83.42
S1	83.63	83.33

Download as Excel Spreadsheet

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

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